{"id":50270,"date":"2019-05-17T21:10:00","date_gmt":"2019-05-18T01:10:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50270"},"modified":"2025-10-15T21:11:44","modified_gmt":"2025-10-16T01:11:44","slug":"may-17-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50270","title":{"rendered":"May 17, 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>\n0.5517 %<\/td>\n2,065.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5517 %<\/td>\n3,789.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.69 %<\/td>\n6.05 %<\/td>\n50,994<\/td>\n13.76<\/td>\n3<\/td>\n0.5517 %<\/td>\n2,183.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0227 %<\/td>\n3,283.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.95 %<\/td>\n81,498<\/td>\n4.25<\/td>\n7<\/td>\n-0.0227 %<\/td>\n3,920.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0227 %<\/td>\n3,059.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.52 %<\/td>\n3.79 %<\/td>\n87,121<\/td>\n0.09<\/td>\n12<\/td>\n0.0857 %<\/td>\n2,953.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.40 %<\/td>\n72,417<\/td>\n14.80<\/td>\n20<\/td>\n0.4751 %<\/td>\n3,112.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.29 %<\/td>\n5.40 %<\/td>\n149,209<\/td>\n14.87<\/td>\n63<\/td>\n0.0858 %<\/td>\n2,171.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.89 %<\/td>\n96,003<\/td>\n8.04<\/td>\n27<\/td>\n0.2725 %<\/td>\n3,078.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.96 %<\/td>\n4.30 %<\/td>\n45,217<\/td>\n2.60<\/td>\n4<\/td>\n0.1281 %<\/td>\n2,410.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n3.77 %<\/td>\n246,227<\/td>\n2.11<\/td>\n21<\/td>\n-0.0352 %<\/td>\n2,588.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.98 %<\/td>\n153,026<\/td>\n2.61<\/td>\n3<\/td>\n-0.0278 %<\/td>\n2,646.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.10 %<\/td>\n6.75 %<\/td>\n95,807<\/td>\n8.24<\/td>\n22<\/td>\n0.0722 %<\/td>\n2,226.8<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.38
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.59
\nBid-YTW : 5.76 %<\/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
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n148,717<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n37,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n30,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.86
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n21,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n17,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.67
\nBid-YTW : 8.88 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n15,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
There were 5 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.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.21 – 20.65
\nSpot Rate : 0.4400
\nAverage : 0.2988<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.86 – 20.22
\nSpot Rate : 0.3600
\nAverage : 0.2508<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.03 – 20.50
\nSpot Rate : 0.4700
\nAverage : 0.3656<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.57 – 21.88
\nSpot Rate : 0.3100
\nAverage : 0.2059<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.57
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.58 – 20.88
\nSpot Rate : 0.3000
\nAverage : 0.2007<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.58
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 17.12 – 17.45
\nSpot Rate : 0.3300
\nAverage : 0.2432<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-17
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.83 %<\/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-50270","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50270","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=50270"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50270\/revisions"}],"predecessor-version":[{"id":50271,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50270\/revisions\/50271"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50270"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50270"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50270"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}