{"id":50365,"date":"2019-05-28T10:45:00","date_gmt":"2019-05-28T14:45:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50365"},"modified":"2025-10-17T10:45:45","modified_gmt":"2025-10-17T14:45:45","slug":"may-28-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50365","title":{"rendered":"May 28, 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-1.6098 %<\/td>\n2,042.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6098 %<\/td>\n3,748.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.75 %<\/td>\n6.10 %<\/td>\n53,780<\/td>\n13.66<\/td>\n3<\/td>\n-1.6098 %<\/td>\n2,160.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0741 %<\/td>\n3,306.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.71 %<\/td>\n78,060<\/td>\n4.27<\/td>\n7<\/td>\n0.0741 %<\/td>\n3,949.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0741 %<\/td>\n3,081.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n4.93 %<\/td>\n83,517<\/td>\n1.81<\/td>\n12<\/td>\n-0.1352 %<\/td>\n2,946.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.48 %<\/td>\n72,316<\/td>\n14.65<\/td>\n20<\/td>\n-0.1367 %<\/td>\n3,100.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n5.43 %<\/td>\n151,171<\/td>\n14.81<\/td>\n63<\/td>\n-0.4282 %<\/td>\n2,131.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.89 %<\/td>\n96,312<\/td>\n8.00<\/td>\n27<\/td>\n0.0544 %<\/td>\n3,081.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.99 %<\/td>\n4.43 %<\/td>\n48,400<\/td>\n2.56<\/td>\n4<\/td>\n-0.3167 %<\/td>\n2,401.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.85 %<\/td>\n229,531<\/td>\n2.08<\/td>\n21<\/td>\n-0.0390 %<\/td>\n2,581.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.01 %<\/td>\n140,313<\/td>\n2.58<\/td>\n3<\/td>\n0.0695 %<\/td>\n2,648.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.14 %<\/td>\n6.91 %<\/td>\n104,608<\/td>\n8.20<\/td>\n22<\/td>\n-0.5643 %<\/td>\n2,211.3<\/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\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.F<\/td>\nFixedReset Ins Non<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.17
\nBid-YTW : 10.07 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 13.04
\nEvaluated at bid price : 13.04
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.35
\nBid-YTW : 9.17 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 9.38 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/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 : 16.55
\nBid-YTW : 8.27 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.03
\nEvaluated at bid price : 18.03
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 19.79
\nEvaluated at bid price : 19.79
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.13
\nEvaluated at bid price : 18.13
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.28
\nEvaluated at bid price : 18.28
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 11.86
\nEvaluated at bid price : 11.86
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 11.52
\nEvaluated at bid price : 11.52
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.62
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
MFC.PR.G<\/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 : 19.97
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/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 : 20.40
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 16.53
\nEvaluated at bid price : 16.53
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 12.18
\nEvaluated at bid price : 12.18
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.59 %<\/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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n121,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n112,106<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n73,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n59,275<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.11
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n54,922<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 13.04
\nEvaluated at bid price : 13.04
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n54,643<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
There were 41 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.17 – 13.64
\nSpot Rate : 0.4700
\nAverage : 0.3303<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.17
\nBid-YTW : 10.07 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 18.00 – 18.44
\nSpot Rate : 0.4400
\nAverage : 0.3082<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 20.48
\nSpot Rate : 0.4800
\nAverage : 0.3485<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.28 – 18.70
\nSpot Rate : 0.4200
\nAverage : 0.2931<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 18.28
\nEvaluated at bid price : 18.28
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.80 – 20.34
\nSpot Rate : 0.5400
\nAverage : 0.4160<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.35
\nSpot Rate : 0.3500
\nAverage : 0.2514<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-05-28
\nMaturity Price : 24.63
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.67 %<\/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-50365","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50365","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=50365"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50365\/revisions"}],"predecessor-version":[{"id":50366,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50365\/revisions\/50366"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50365"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50365"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50365"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}