{"id":50458,"date":"2019-06-25T11:45:00","date_gmt":"2019-06-25T15:45:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50458"},"modified":"2025-10-29T11:45:43","modified_gmt":"2025-10-29T15:45:43","slug":"june-25-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50458","title":{"rendered":"June 25, 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-2.5671 %<\/td>\n1,885.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.5671 %<\/td>\n3,459.2<\/td>\n<\/tr>\n
Floater<\/td>\n6.28 %<\/td>\n6.54 %<\/td>\n72,646<\/td>\n13.14<\/td>\n3<\/td>\n-2.5671 %<\/td>\n1,993.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0569 %<\/td>\n3,312.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.79 %<\/td>\n77,817<\/td>\n4.20<\/td>\n7<\/td>\n-0.0569 %<\/td>\n3,955.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0569 %<\/td>\n3,086.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-10.19 %<\/td>\n72,645<\/td>\n0.09<\/td>\n7<\/td>\n0.0225 %<\/td>\n2,950.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.60 %<\/td>\n60,969<\/td>\n14.49<\/td>\n26<\/td>\n0.1758 %<\/td>\n3,077.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n5.39 %<\/td>\n163,225<\/td>\n14.70<\/td>\n70<\/td>\n-0.0173 %<\/td>\n2,062.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.28 %<\/td>\n5.97 %<\/td>\n74,749<\/td>\n8.01<\/td>\n27<\/td>\n-0.0112 %<\/td>\n3,078.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.08 %<\/td>\n4.62 %<\/td>\n53,335<\/td>\n2.49<\/td>\n4<\/td>\n0.0796 %<\/td>\n2,335.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n3.91 %<\/td>\n188,672<\/td>\n1.82<\/td>\n16<\/td>\n-0.0048 %<\/td>\n2,583.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.05 %<\/td>\n147,435<\/td>\n2.51<\/td>\n3<\/td>\n0.3763 %<\/td>\n2,650.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.38 %<\/td>\n7.57 %<\/td>\n94,974<\/td>\n8.10<\/td>\n22<\/td>\n0.0025 %<\/td>\n2,112.5<\/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\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 11.91
\nEvaluated at bid price : 11.91
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 10.61
\nEvaluated at bid price : 10.61
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.46
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 13.38
\nEvaluated at bid price : 13.38
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.58
\nBid-YTW : 8.68 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
MFC.PR.F<\/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 : 13.50
\nBid-YTW : 9.68 %<\/td>\n<\/tr>\n
IAF.PR.I<\/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 : 20.04
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.96
\nBid-YTW : 8.63 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.21
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.15 %<\/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.G<\/td>\nDeemed-Retractible<\/td>\n312,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.37
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n57,338<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n45,127<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n41,103<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n37,778<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n29,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
There were 37 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
PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.15 – 25.56
\nSpot Rate : 0.4100
\nAverage : 0.2401<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.81 – 19.31
\nSpot Rate : 0.5000
\nAverage : 0.3357<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.81
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.87 – 18.30
\nSpot Rate : 0.4300
\nAverage : 0.2754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.85 – 24.20
\nSpot Rate : 0.3500
\nAverage : 0.2378<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.98 – 18.33
\nSpot Rate : 0.3500
\nAverage : 0.2397<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.98
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.13 – 22.39
\nSpot Rate : 0.2600
\nAverage : 0.1613<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-25
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.68 %<\/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-50458","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50458","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=50458"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50458\/revisions"}],"predecessor-version":[{"id":50459,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50458\/revisions\/50459"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50458"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50458"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50458"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}