{"id":50317,"date":"2019-05-07T22:28:00","date_gmt":"2019-05-08T02:28:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50317"},"modified":"2025-10-15T22:28:44","modified_gmt":"2025-10-16T02:28:44","slug":"may-7-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50317","title":{"rendered":"May 7, 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-0.1911 %<\/td>\n2,071.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1911 %<\/td>\n3,800.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.67 %<\/td>\n6.03 %<\/td>\n49,336<\/td>\n13.82<\/td>\n3<\/td>\n-0.1911 %<\/td>\n2,190.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1928 %<\/td>\n3,292.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.85 %<\/td>\n80,176<\/td>\n4.28<\/td>\n7<\/td>\n0.1928 %<\/td>\n3,931.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1928 %<\/td>\n3,067.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.52 %<\/td>\n2.13 %<\/td>\n96,354<\/td>\n0.09<\/td>\n12<\/td>\n-0.0329 %<\/td>\n2,953.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.47 %<\/td>\n77,542<\/td>\n14.70<\/td>\n20<\/td>\n0.2577 %<\/td>\n3,105.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.27 %<\/td>\n5.38 %<\/td>\n171,845<\/td>\n14.92<\/td>\n63<\/td>\n-0.2618 %<\/td>\n2,181.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.83 %<\/td>\n101,034<\/td>\n8.07<\/td>\n27<\/td>\n-0.0016 %<\/td>\n3,075.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.96 %<\/td>\n4.44 %<\/td>\n51,918<\/td>\n2.62<\/td>\n4<\/td>\n-0.3962 %<\/td>\n2,402.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n3.90 %<\/td>\n260,651<\/td>\n2.14<\/td>\n21<\/td>\n-0.1611 %<\/td>\n2,582.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.96 %<\/td>\n160,325<\/td>\n2.64<\/td>\n3<\/td>\n-0.0139 %<\/td>\n2,646.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n6.88 %<\/td>\n98,043<\/td>\n8.20<\/td>\n22<\/td>\n-0.3781 %<\/td>\n2,235.8<\/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
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.01
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/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 : 8.97 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 11.49
\nEvaluated at bid price : 11.49
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.02
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.60
\nBid-YTW : 9.38 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.77
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.38 %<\/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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n126,277<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.62
\nBid-YTW : 8.89 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n114,532<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n112,510<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.60
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n87,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n82,841<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 18.38
\nEvaluated at bid price : 18.38
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n71,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
There were 35 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.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.75 – 20.50
\nSpot Rate : 0.7500
\nAverage : 0.5179<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.12 – 18.57
\nSpot Rate : 0.4500
\nAverage : 0.2719<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 18.12
\nEvaluated at bid price : 18.12
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.10 – 25.50
\nSpot Rate : 0.4000
\nAverage : 0.2476<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.06 – 21.39
\nSpot Rate : 0.3300
\nAverage : 0.1985<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.06
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 20.42 – 20.68
\nSpot Rate : 0.2600
\nAverage : 0.1737<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-07
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.51 – 20.96
\nSpot Rate : 0.4500
\nAverage : 0.3649<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.80 %<\/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-50317","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50317","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=50317"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50317\/revisions"}],"predecessor-version":[{"id":50318,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50317\/revisions\/50318"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50317"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50317"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50317"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}