June 20, 2022

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 0.4026 % 2,554.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.4026 % 4,900.0
Floater 4.87 % 4.87 % 51,784 15.74 3 0.4026 % 2,823.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.4633 % 3,489.8
SplitShare 4.87 % 5.51 % 40,423 3.18 8 0.4633 % 4,167.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.4633 % 3,251.7
Perpetual-Premium 5.95 % 6.07 % 79,257 13.72 2 -0.6261 % 2,908.0
Perpetual-Discount 5.95 % 6.07 % 63,270 13.73 34 -0.5033 % 3,116.2
FixedReset Disc 4.67 % 6.66 % 116,924 13.27 57 0.2264 % 2,499.5
Insurance Straight 5.99 % 6.09 % 88,084 13.80 19 -0.6743 % 3,001.2
FloatingReset 5.60 % 5.89 % 46,206 14.07 2 3.1569 % 2,625.7
FixedReset Prem 5.11 % 5.21 % 135,585 1.98 9 -0.2032 % 2,583.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2264 % 2,555.0
FixedReset Ins Non 4.47 % 6.47 % 77,735 13.46 15 0.4653 % 2,684.7
Performance Highlights
Issue Index Change Notes
NA.PR.W FixedReset Disc -3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.87 %
IFC.PR.F Insurance Straight -3.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.60
Evaluated at bid price : 21.90
Bid-YTW : 6.07 %
PWF.PR.S Perpetual-Discount -2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.27 %
SLF.PR.E Insurance Straight -2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.80 %
BAM.PF.C Perpetual-Discount -2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 6.27 %
BAM.PR.M Perpetual-Discount -2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 6.16 %
IFC.PR.C FixedReset Disc -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.75 %
GWO.PR.I Insurance Straight -1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.74
Evaluated at bid price : 18.74
Bid-YTW : 6.04 %
CU.PR.D Perpetual-Discount -1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.04 %
FTS.PR.K FixedReset Disc -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 7.36 %
TRP.PR.D FixedReset Disc -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.55
Evaluated at bid price : 18.55
Bid-YTW : 7.62 %
CU.PR.F Perpetual-Discount -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.61
Evaluated at bid price : 18.61
Bid-YTW : 6.11 %
GWO.PR.R Insurance Straight -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.53
Evaluated at bid price : 19.53
Bid-YTW : 6.18 %
GWO.PR.M Insurance Straight -1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 23.62
Evaluated at bid price : 23.89
Bid-YTW : 6.09 %
GWO.PR.P Insurance Straight -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 6.09 %
SLF.PR.C Insurance Straight -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.24
Evaluated at bid price : 19.24
Bid-YTW : 5.81 %
MFC.PR.C Insurance Straight -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.87 %
BAM.PF.J FixedReset Disc -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 23.84
Evaluated at bid price : 24.51
Bid-YTW : 6.59 %
PWF.PR.H Perpetual-Discount -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 6.13 %
SLF.PR.H FixedReset Ins Non -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.88 %
MFC.PR.B Insurance Straight -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 5.90 %
GWO.PR.H Insurance Straight -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.88
Evaluated at bid price : 19.88
Bid-YTW : 6.13 %
POW.PR.B Perpetual-Discount -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.73
Evaluated at bid price : 21.98
Bid-YTW : 6.20 %
PVS.PR.I SplitShare 1.03 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 24.45
Bid-YTW : 5.56 %
CCS.PR.C Insurance Straight 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.87 %
MFC.PR.M FixedReset Ins Non 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.67 %
PVS.PR.J SplitShare 1.09 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 23.25
Bid-YTW : 5.93 %
BAM.PF.B FixedReset Disc 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 7.19 %
BAM.PR.T FixedReset Disc 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 7.31 %
NA.PR.E FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 22.64
Evaluated at bid price : 23.20
Bid-YTW : 6.45 %
BAM.PF.E FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.78
Evaluated at bid price : 18.78
Bid-YTW : 7.34 %
SLF.PR.D Insurance Straight 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.27
Evaluated at bid price : 19.27
Bid-YTW : 5.80 %
BAM.PR.R FixedReset Disc 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 17.47
Evaluated at bid price : 17.47
Bid-YTW : 7.28 %
TRP.PR.G FixedReset Disc 1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.93 %
TD.PF.E FixedReset Disc 1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 6.65 %
GWO.PR.Y Insurance Straight 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.47
Evaluated at bid price : 18.47
Bid-YTW : 6.12 %
CM.PR.O FixedReset Disc 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.57 %
TRP.PR.C FixedReset Disc 2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 13.74
Evaluated at bid price : 13.74
Bid-YTW : 7.76 %
NA.PR.S FixedReset Disc 3.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 6.71 %
MFC.PR.K FixedReset Ins Non 4.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 21.62
Evaluated at bid price : 22.02
Bid-YTW : 6.33 %
SLF.PR.J FloatingReset 6.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 15.85
Evaluated at bid price : 15.85
Bid-YTW : 5.32 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PF.K FixedReset Disc 106,890 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 22.56
Evaluated at bid price : 23.00
Bid-YTW : 6.48 %
TRP.PR.G FixedReset Disc 76,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.93 %
BAM.PR.N Perpetual-Discount 58,640 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.28
Evaluated at bid price : 19.28
Bid-YTW : 6.19 %
SLF.PR.D Insurance Straight 47,501 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.27
Evaluated at bid price : 19.27
Bid-YTW : 5.80 %
SLF.PR.E Insurance Straight 31,483 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.80 %
MFC.PR.I FixedReset Ins Non 27,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 23.91
Evaluated at bid price : 24.75
Bid-YTW : 6.35 %
There were 6 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
SLF.PR.J FloatingReset Quote: 15.85 – 25.00
Spot Rate : 9.1500
Average : 6.5752

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 15.85
Evaluated at bid price : 15.85
Bid-YTW : 5.32 %

CU.PR.F Perpetual-Discount Quote: 18.61 – 22.75
Spot Rate : 4.1400
Average : 2.5180

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 18.61
Evaluated at bid price : 18.61
Bid-YTW : 6.11 %

CU.PR.G Perpetual-Discount Quote: 19.30 – 23.00
Spot Rate : 3.7000
Average : 2.4236

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.89 %

SLF.PR.H FixedReset Ins Non Quote: 17.80 – 23.50
Spot Rate : 5.7000
Average : 4.6089

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.88 %

BAM.PF.B FixedReset Disc Quote: 20.41 – 22.65
Spot Rate : 2.2400
Average : 1.3805

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 7.19 %

BAM.PF.G FixedReset Disc Quote: 19.10 – 21.64
Spot Rate : 2.5400
Average : 1.6848

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-20
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 7.43 %

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