November 8, 2024

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.5106 % 2,137.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.5106 % 4,099.5
Floater 8.91 % 9.41 % 34,434 9.98 4 -0.5106 % 2,362.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.2210 % 3,603.8
SplitShare 4.79 % 5.35 % 67,604 3.03 6 0.2210 % 4,303.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2210 % 3,357.9
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.1720 % 2,786.2
Perpetual-Discount 6.18 % 6.28 % 51,067 13.49 31 -0.1720 % 3,038.3
FixedReset Disc 5.59 % 7.15 % 93,119 12.35 58 -0.1835 % 2,643.1
Insurance Straight 6.00 % 6.13 % 67,586 13.66 21 0.5515 % 3,019.5
FloatingReset 7.60 % 7.29 % 27,158 12.13 2 0.7654 % 2,859.5
FixedReset Prem 6.40 % 5.55 % 176,370 3.73 7 0.0332 % 2,586.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1835 % 2,701.8
FixedReset Ins Non 5.32 % 6.35 % 80,925 13.39 14 -0.2753 % 2,762.3
Performance Highlights
Issue Index Change Notes
CU.PR.F Perpetual-Discount -13.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 16.06
Evaluated at bid price : 16.06
Bid-YTW : 7.03 %
FFH.PR.G FixedReset Disc -9.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 15.90
Evaluated at bid price : 15.90
Bid-YTW : 8.62 %
CU.PR.J Perpetual-Discount -3.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 6.44 %
GWO.PR.T Insurance Straight -3.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.38 %
BN.PF.J FixedReset Disc -2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 21.38
Evaluated at bid price : 21.70
Bid-YTW : 7.21 %
CU.PR.C FixedReset Disc -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.77 %
CU.PR.I FixedReset Disc -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 23.46
Evaluated at bid price : 23.98
Bid-YTW : 6.84 %
BIP.PR.F FixedReset Disc -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 21.90
Evaluated at bid price : 22.31
Bid-YTW : 6.93 %
MFC.PR.N FixedReset Ins Non -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.43 %
MFC.PR.M FixedReset Ins Non -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 21.52
Evaluated at bid price : 21.52
Bid-YTW : 6.35 %
PVS.PR.J SplitShare 1.03 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.35 %
FFH.PR.D FloatingReset 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 23.11
Evaluated at bid price : 23.36
Bid-YTW : 7.29 %
SLF.PR.D Insurance Straight 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 5.72 %
GWO.PR.I Insurance Straight 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 18.73
Evaluated at bid price : 18.73
Bid-YTW : 6.10 %
SLF.PR.H FixedReset Ins Non 2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 18.41
Evaluated at bid price : 18.41
Bid-YTW : 6.75 %
ENB.PR.D FixedReset Disc 2.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 17.91
Evaluated at bid price : 17.91
Bid-YTW : 7.75 %
MFC.PR.C Insurance Straight 3.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 19.66
Evaluated at bid price : 19.66
Bid-YTW : 5.82 %
GWO.PR.Q Insurance Straight 4.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 6.24 %
BN.PF.B FixedReset Disc 7.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.48
Evaluated at bid price : 20.48
Bid-YTW : 7.23 %
BN.PR.N Perpetual-Discount 11.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 6.36 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.A Floater 110,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 12.90
Evaluated at bid price : 12.90
Bid-YTW : 8.14 %
ENB.PF.C FixedReset Disc 50,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 7.95 %
BIP.PR.A FixedReset Disc 50,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 7.66 %
PVS.PR.L SplitShare 34,900 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 5.32 %
ENB.PR.N FixedReset Disc 34,170 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 7.18 %
BN.PR.B Floater 32,710 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 11.31
Evaluated at bid price : 11.31
Bid-YTW : 9.41 %
There were 6 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
CU.PR.F Perpetual-Discount Quote: 16.06 – 19.50
Spot Rate : 3.4400
Average : 1.9612

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 16.06
Evaluated at bid price : 16.06
Bid-YTW : 7.03 %

FFH.PR.G FixedReset Disc Quote: 15.90 – 17.75
Spot Rate : 1.8500
Average : 1.1250

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 15.90
Evaluated at bid price : 15.90
Bid-YTW : 8.62 %

GWO.PR.R Insurance Straight Quote: 19.76 – 21.35
Spot Rate : 1.5900
Average : 1.0652

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 19.76
Evaluated at bid price : 19.76
Bid-YTW : 6.17 %

PWF.PR.L Perpetual-Discount Quote: 20.45 – 21.95
Spot Rate : 1.5000
Average : 1.0565

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 6.29 %

POW.PR.C Perpetual-Discount Quote: 23.25 – 24.47
Spot Rate : 1.2200
Average : 0.9133

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 6.30 %

MFC.PR.B Insurance Straight Quote: 20.12 – 20.99
Spot Rate : 0.8700
Average : 0.5940

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-08
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.88 %

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