July 23, 2019

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 -0.1776 % 1,936.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1776 % 3,553.3
Floater 6.15 % 6.32 % 38,609 13.43 4 -0.1776 % 2,047.8
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1801 % 3,342.3
SplitShare 4.66 % 4.68 % 78,078 4.13 7 -0.1801 % 3,991.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1801 % 3,114.3
Perpetual-Premium 5.61 % -16.54 % 56,139 0.09 7 0.0786 % 2,982.2
Perpetual-Discount 5.45 % 5.58 % 57,481 14.55 25 0.1302 % 3,120.4
FixedReset Disc 5.41 % 5.31 % 162,833 14.95 69 0.7197 % 2,126.2
Deemed-Retractible 5.22 % 5.86 % 64,704 7.96 27 0.1548 % 3,115.8
FloatingReset 4.05 % 4.20 % 40,043 2.43 4 0.4105 % 2,354.6
FixedReset Prem 5.13 % 3.78 % 163,106 1.90 17 0.2705 % 2,598.6
FixedReset Bank Non 1.98 % 3.95 % 91,815 2.44 3 0.4189 % 2,655.4
FixedReset Ins Non 5.24 % 7.21 % 84,711 8.07 22 0.4785 % 2,177.2
Performance Highlights
Issue Index Change Notes
CCS.PR.C Deemed-Retractible -1.63 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.10
Bid-YTW : 5.53 %
PWF.PR.A Floater -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 11.82
Evaluated at bid price : 11.82
Bid-YTW : 5.96 %
IFC.PR.A FixedReset Ins Non -1.36 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.25
Bid-YTW : 9.15 %
GWO.PR.N FixedReset Ins Non -1.33 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.06
Bid-YTW : 9.22 %
PWF.PR.T FixedReset Disc -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 18.06
Evaluated at bid price : 18.06
Bid-YTW : 5.39 %
TRP.PR.A FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 13.76
Evaluated at bid price : 13.76
Bid-YTW : 6.08 %
BAM.PF.A FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.94 %
TRP.PR.G FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 18.42
Evaluated at bid price : 18.42
Bid-YTW : 5.94 %
TRP.PR.F FloatingReset 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 6.55 %
CM.PR.R FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 21.79
Evaluated at bid price : 22.06
Bid-YTW : 5.34 %
CM.PR.P FixedReset Disc 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.20
Evaluated at bid price : 17.20
Bid-YTW : 5.31 %
TD.PF.B FixedReset Disc 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 5.14 %
BAM.PF.C Perpetual-Discount 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.88 %
BMO.PR.D FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 21.87
Evaluated at bid price : 22.17
Bid-YTW : 5.18 %
TRP.PR.D FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 16.64
Evaluated at bid price : 16.64
Bid-YTW : 5.75 %
BIP.PR.A FixedReset Disc 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 6.56 %
HSE.PR.A FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 12.41
Evaluated at bid price : 12.41
Bid-YTW : 6.18 %
RY.PR.M FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 5.23 %
SLF.PR.G FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 13.70
Bid-YTW : 9.77 %
TD.PF.J FixedReset Disc 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 5.12 %
TD.PF.E FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 5.23 %
RY.PR.J FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 5.19 %
SLF.PR.I FixedReset Ins Non 1.51 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.54
Bid-YTW : 7.07 %
BMO.PR.Y FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.81
Evaluated at bid price : 19.81
Bid-YTW : 5.24 %
BMO.PR.T FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.79
Evaluated at bid price : 17.79
Bid-YTW : 5.19 %
NA.PR.C FixedReset Disc 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 21.66
Evaluated at bid price : 21.91
Bid-YTW : 5.42 %
TD.PF.A FixedReset Disc 1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.84
Evaluated at bid price : 17.84
Bid-YTW : 5.11 %
CU.PR.H Perpetual-Discount 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 24.24
Evaluated at bid price : 24.71
Bid-YTW : 5.37 %
TD.PF.C FixedReset Disc 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.91
Evaluated at bid price : 17.91
Bid-YTW : 5.11 %
BAM.PF.G FixedReset Disc 1.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 17.48
Evaluated at bid price : 17.48
Bid-YTW : 6.14 %
BAM.PR.X FixedReset Disc 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 12.94
Evaluated at bid price : 12.94
Bid-YTW : 6.07 %
CM.PR.Q FixedReset Disc 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.24
Evaluated at bid price : 19.24
Bid-YTW : 5.41 %
HSE.PR.E FixedReset Disc 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.32 %
HSE.PR.G FixedReset Disc 2.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 6.37 %
BMO.PR.C FixedReset Disc 2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 22.61
Evaluated at bid price : 23.25
Bid-YTW : 5.08 %
IAF.PR.I FixedReset Ins Non 2.22 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.16
Bid-YTW : 6.54 %
MFC.PR.H FixedReset Ins Non 2.51 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.20
Bid-YTW : 6.57 %
TRP.PR.B FixedReset Disc 2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 11.81
Evaluated at bid price : 11.81
Bid-YTW : 5.66 %
TD.PF.D FixedReset Disc 2.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 5.08 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PF.M FixedReset Disc 125,945 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 23.17
Evaluated at bid price : 25.04
Bid-YTW : 4.95 %
POW.PR.D Perpetual-Discount 72,032 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 22.05
Evaluated at bid price : 22.28
Bid-YTW : 5.64 %
MFC.PR.R FixedReset Ins Non 70,063 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.18
Bid-YTW : 5.62 %
BNS.PR.I FixedReset Disc 56,392 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.00 %
TD.PF.D FixedReset Disc 55,432 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 5.08 %
CM.PR.S FixedReset Disc 53,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 18.82
Evaluated at bid price : 18.82
Bid-YTW : 5.32 %
There were 28 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
IAF.PR.G FixedReset Ins Non Quote: 20.63 – 21.10
Spot Rate : 0.4700
Average : 0.2764

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.63
Bid-YTW : 6.47 %

BMO.PR.Y FixedReset Disc Quote: 19.81 – 20.48
Spot Rate : 0.6700
Average : 0.4804

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 19.81
Evaluated at bid price : 19.81
Bid-YTW : 5.24 %

BAM.PR.T FixedReset Disc Quote: 15.19 – 15.61
Spot Rate : 0.4200
Average : 0.2798

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 15.19
Evaluated at bid price : 15.19
Bid-YTW : 6.09 %

BMO.PR.D FixedReset Disc Quote: 22.17 – 22.58
Spot Rate : 0.4100
Average : 0.2838

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 21.87
Evaluated at bid price : 22.17
Bid-YTW : 5.18 %

PVS.PR.F SplitShare Quote: 25.30 – 25.59
Spot Rate : 0.2900
Average : 0.1839

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 4.69 %

NA.PR.G FixedReset Disc Quote: 20.38 – 21.01
Spot Rate : 0.6300
Average : 0.5277

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-07-23
Maturity Price : 20.38
Evaluated at bid price : 20.38
Bid-YTW : 5.35 %

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