{"id":50205,"date":"2019-04-30T21:05:00","date_gmt":"2019-05-01T01:05:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50205"},"modified":"2025-10-07T21:06:09","modified_gmt":"2025-10-08T01:06:09","slug":"april-30-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50205","title":{"rendered":"April 30, 2019"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1625 %<\/td>\n2,088.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1625 %<\/td>\n3,831.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.63 %<\/td>\n5.98 %<\/td>\n50,232<\/td>\n13.90<\/td>\n3<\/td>\n-0.1625 %<\/td>\n2,208.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0298 %<\/td>\n3,282.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n4.84 %<\/td>\n72,432<\/td>\n3.78<\/td>\n8<\/td>\n-0.0298 %<\/td>\n3,919.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0298 %<\/td>\n3,058.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-7.21 %<\/td>\n95,804<\/td>\n0.09<\/td>\n10<\/td>\n0.0788 %<\/td>\n2,957.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.48 %<\/td>\n77,011<\/td>\n14.64<\/td>\n23<\/td>\n-0.2553 %<\/td>\n3,102.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.26 %<\/td>\n5.31 %<\/td>\n182,113<\/td>\n15.02<\/td>\n61<\/td>\n-0.0781 %<\/td>\n2,193.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.79 %<\/td>\n108,311<\/td>\n8.09<\/td>\n27<\/td>\n-0.0914 %<\/td>\n3,079.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.24 %<\/td>\n4.27 %<\/td>\n50,183<\/td>\n2.64<\/td>\n5<\/td>\n-0.1296 %<\/td>\n2,408.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.82 %<\/td>\n280,719<\/td>\n2.18<\/td>\n23<\/td>\n-0.0520 %<\/td>\n2,587.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.91 %<\/td>\n149,334<\/td>\n2.66<\/td>\n3<\/td>\n-0.1628 %<\/td>\n2,640.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.00 %<\/td>\n6.72 %<\/td>\n101,233<\/td>\n8.24<\/td>\n22<\/td>\n-0.0296 %<\/td>\n2,256.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.80
\nBid-YTW : 8.90 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.88
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 18.29
\nEvaluated at bid price : 18.29
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.42
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n97,169<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n85,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n82,259<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n67,005<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n65,665<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n62,896<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.64
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
There were 36 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.35 – 21.97
\nSpot Rate : 0.6200
\nAverage : 0.4603<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-04-30
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.10 – 23.76
\nSpot Rate : 0.6600
\nAverage : 0.5069<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.03 – 25.38
\nSpot Rate : 0.3500
\nAverage : 0.2053<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.88 – 24.27
\nSpot Rate : 0.3900
\nAverage : 0.2627<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.88
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.85 – 22.20
\nSpot Rate : 0.3500
\nAverage : 0.2365<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 24.96 – 25.29
\nSpot Rate : 0.3300
\nAverage : 0.2171<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-50205","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50205","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=50205"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50205\/revisions"}],"predecessor-version":[{"id":50206,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50205\/revisions\/50206"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50205"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50205"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50205"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}