{"id":50379,"date":"2019-06-18T11:27:00","date_gmt":"2019-06-18T15:27:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50379"},"modified":"2025-10-17T11:28:11","modified_gmt":"2025-10-17T15:28:11","slug":"june-18-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50379","title":{"rendered":"June 18, 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>\n0.0299 %<\/td>\n1,912.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0299 %<\/td>\n3,509.5<\/td>\n<\/tr>\n
Floater<\/td>\n6.19 %<\/td>\n6.45 %<\/td>\n68,829<\/td>\n13.28<\/td>\n3<\/td>\n0.0299 %<\/td>\n2,022.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0397 %<\/td>\n3,320.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.64 %<\/td>\n75,110<\/td>\n4.22<\/td>\n7<\/td>\n-0.0397 %<\/td>\n3,965.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0397 %<\/td>\n3,093.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-5.97 %<\/td>\n78,094<\/td>\n0.08<\/td>\n7<\/td>\n0.0169 %<\/td>\n2,938.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.54 %<\/td>\n5.66 %<\/td>\n59,324<\/td>\n14.33<\/td>\n26<\/td>\n0.1039 %<\/td>\n3,043.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n5.47 %<\/td>\n163,137<\/td>\n14.55<\/td>\n70<\/td>\n-0.2684 %<\/td>\n2,033.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.33 %<\/td>\n6.00 %<\/td>\n83,311<\/td>\n8.02<\/td>\n27<\/td>\n-0.0515 %<\/td>\n3,050.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.10 %<\/td>\n4.91 %<\/td>\n48,823<\/td>\n2.51<\/td>\n4<\/td>\n-0.2134 %<\/td>\n2,316.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n4.14 %<\/td>\n200,070<\/td>\n1.84<\/td>\n16<\/td>\n0.1046 %<\/td>\n2,576.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n4.34 %<\/td>\n161,503<\/td>\n2.53<\/td>\n3<\/td>\n-0.1676 %<\/td>\n2,630.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n7.69 %<\/td>\n96,143<\/td>\n8.10<\/td>\n22<\/td>\n-0.3335 %<\/td>\n2,102.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 13.07
\nEvaluated at bid price : 13.07
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.23
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.87
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.18
\nBid-YTW : 9.23 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.12
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 15.57
\nEvaluated at bid price : 15.57
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 12.10
\nEvaluated at bid price : 12.10
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.24
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.83
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.68
\nBid-YTW : 7.70 %<\/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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n104,347<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.38
\nBid-YTW : 10.40 %<\/td>\n<\/tr>\n
EIT.PR.B<\/td>\nSplitShare<\/td>\n97,400<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n64,069<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n57,576<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n57,200<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n56,410<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 6.23 %<\/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
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.56 – 21.08
\nSpot Rate : 0.5200
\nAverage : 0.3217<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.23 – 21.95
\nSpot Rate : 0.7200
\nAverage : 0.5229<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.23
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.27 – 18.74
\nSpot Rate : 0.4700
\nAverage : 0.3311<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 12.10 – 12.44
\nSpot Rate : 0.3400
\nAverage : 0.2271<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 12.10
\nEvaluated at bid price : 12.10
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

RY.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 20.80 – 21.10
\nSpot Rate : 0.3000
\nAverage : 0.1954<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.51 – 22.92
\nSpot Rate : 0.4100
\nAverage : 0.3146<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-18
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.74 %<\/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-50379","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50379","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=50379"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50379\/revisions"}],"predecessor-version":[{"id":50380,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50379\/revisions\/50380"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50379"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50379"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50379"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}