November 11, 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 0.5133 % 2,148.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5133 % 4,120.5
Floater 8.86 % 9.41 % 33,056 9.97 4 0.5133 % 2,374.7
OpRet 0.00 % 0.00 % 0 0.00 0 0.0601 % 3,605.9
SplitShare 4.79 % 5.39 % 68,333 3.02 6 0.0601 % 4,306.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0601 % 3,359.9
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.9854 % 2,813.7
Perpetual-Discount 6.12 % 6.24 % 51,410 13.55 31 0.9854 % 3,068.2
FixedReset Disc 5.59 % 6.99 % 92,363 12.40 58 0.0470 % 2,644.3
Insurance Straight 6.02 % 6.11 % 66,637 13.69 21 -0.4844 % 3,004.9
FloatingReset 7.64 % 7.31 % 28,413 12.09 2 -0.5146 % 2,844.8
FixedReset Prem 6.42 % 5.73 % 175,538 3.71 7 -0.2433 % 2,580.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0470 % 2,703.0
FixedReset Ins Non 5.32 % 6.37 % 77,987 13.38 14 0.0419 % 2,763.5
Performance Highlights
Issue Index Change Notes
SLF.PR.C Insurance Straight -21.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 7.36 %
BN.PF.I FixedReset Disc -12.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.32
Evaluated at bid price : 19.32
Bid-YTW : 8.70 %
BN.PR.N Perpetual-Discount -10.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.11 %
BN.PF.F FixedReset Disc -5.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.88 %
MFC.PR.I FixedReset Ins Non 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 23.02
Evaluated at bid price : 24.04
Bid-YTW : 6.22 %
FTS.PR.M FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 20.22
Evaluated at bid price : 20.22
Bid-YTW : 6.95 %
GWO.PR.I Insurance Straight 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 18.94
Evaluated at bid price : 18.94
Bid-YTW : 6.03 %
GWO.PR.Y Insurance Straight 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 6.05 %
SLF.PR.E Insurance Straight 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.65 %
BIP.PR.E FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 22.41
Evaluated at bid price : 23.02
Bid-YTW : 6.81 %
GWO.PR.Q Insurance Straight 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 6.16 %
PWF.PR.A Floater 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 8.02 %
POW.PR.C Perpetual-Discount 1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 6.20 %
CU.PR.C FixedReset Disc 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 6.66 %
GWO.PR.T Insurance Straight 2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 21.09
Evaluated at bid price : 21.09
Bid-YTW : 6.20 %
BN.PF.J FixedReset Disc 3.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 22.10
Evaluated at bid price : 22.50
Bid-YTW : 6.95 %
BN.PF.C Perpetual-Discount 4.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.40 %
CU.PR.J Perpetual-Discount 4.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 6.16 %
FFH.PR.G FixedReset Disc 10.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.84 %
PWF.PR.S Perpetual-Discount 15.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 6.18 %
CU.PR.F Perpetual-Discount 15.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 6.07 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.A Floater 11,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 8.02 %
ENB.PR.B FixedReset Disc 10,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 17.67
Evaluated at bid price : 17.67
Bid-YTW : 7.83 %
PVS.PR.L SplitShare 10,000 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.46
Bid-YTW : 5.28 %
There were 0 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
SLF.PR.C Insurance Straight Quote: 15.40 – 20.25
Spot Rate : 4.8500
Average : 2.7543

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 7.36 %

BN.PF.I FixedReset Disc Quote: 19.32 – 22.15
Spot Rate : 2.8300
Average : 1.5549

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.32
Evaluated at bid price : 19.32
Bid-YTW : 8.70 %

BN.PR.N Perpetual-Discount Quote: 17.00 – 19.10
Spot Rate : 2.1000
Average : 1.4629

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.11 %

MFC.PR.F FixedReset Ins Non Quote: 16.05 – 17.93
Spot Rate : 1.8800
Average : 1.2795

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 16.05
Evaluated at bid price : 16.05
Bid-YTW : 6.65 %

IFC.PR.C FixedReset Ins Non Quote: 18.00 – 21.22
Spot Rate : 3.2200
Average : 2.7768

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.58 %

BN.PF.G FixedReset Disc Quote: 19.30 – 20.40
Spot Rate : 1.1000
Average : 0.6705

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-11-11
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 7.55 %

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