{"id":50285,"date":"2019-05-14T21:23:00","date_gmt":"2019-05-15T01:23:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50285"},"modified":"2025-10-15T21:24:14","modified_gmt":"2025-10-16T01:24:14","slug":"may-14-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50285","title":{"rendered":"May 14, 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>\n0.2504 %<\/td>\n2,041.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2504 %<\/td>\n3,745.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.76 %<\/td>\n6.10 %<\/td>\n49,003<\/td>\n13.70<\/td>\n3<\/td>\n0.2504 %<\/td>\n2,158.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0453 %<\/td>\n3,290.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.92 %<\/td>\n77,812<\/td>\n4.26<\/td>\n7<\/td>\n-0.0453 %<\/td>\n3,929.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0453 %<\/td>\n3,065.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.53 %<\/td>\n3.29 %<\/td>\n89,981<\/td>\n0.09<\/td>\n12<\/td>\n-0.0198 %<\/td>\n2,952.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.46 %<\/td>\n73,455<\/td>\n14.69<\/td>\n20<\/td>\n0.1542 %<\/td>\n3,112.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.29 %<\/td>\n5.41 %<\/td>\n155,737<\/td>\n14.92<\/td>\n63<\/td>\n0.3024 %<\/td>\n2,174.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.82 %<\/td>\n92,738<\/td>\n8.05<\/td>\n27<\/td>\n0.2868 %<\/td>\n3,078.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.95 %<\/td>\n4.37 %<\/td>\n48,000<\/td>\n2.60<\/td>\n4<\/td>\n0.9126 %<\/td>\n2,420.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n3.78 %<\/td>\n252,811<\/td>\n2.12<\/td>\n21<\/td>\n0.0816 %<\/td>\n2,586.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.00 %<\/td>\n147,543<\/td>\n2.62<\/td>\n3<\/td>\n0.0417 %<\/td>\n2,649.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.09 %<\/td>\n6.81 %<\/td>\n98,246<\/td>\n8.25<\/td>\n22<\/td>\n0.1046 %<\/td>\n2,230.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.48
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.63
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.79
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.29
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 15.01
\nEvaluated at bid price : 15.01
\nBid-YTW : 6.08 %<\/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
RY.PR.W<\/td>\nPerpetual-Premium<\/td>\n86,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-06-13
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n46,500<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.26
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n39,218<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n38,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n36,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n34,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
There were 32 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
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 12.51 – 13.15
\nSpot Rate : 0.6400
\nAverage : 0.4512<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 12.51
\nEvaluated at bid price : 12.51
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n

EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 18.37 – 18.94
\nSpot Rate : 0.5700
\nAverage : 0.3840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 13.03 – 13.50
\nSpot Rate : 0.4700
\nAverage : 0.3356<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.48 – 14.88
\nSpot Rate : 0.4000
\nAverage : 0.2708<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.48
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 13.60 – 13.99
\nSpot Rate : 0.3900
\nAverage : 0.2626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.64 – 19.05
\nSpot Rate : 0.4100
\nAverage : 0.3029<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-14
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 6.04 %<\/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-50285","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50285","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=50285"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50285\/revisions"}],"predecessor-version":[{"id":50286,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50285\/revisions\/50286"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50285"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50285"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50285"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}