{"id":50460,"date":"2019-06-24T11:46:00","date_gmt":"2019-06-24T15:46:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50460"},"modified":"2025-10-29T11:46:54","modified_gmt":"2025-10-29T15:46:54","slug":"june-24-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50460","title":{"rendered":"June 24, 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>\n1.1038 %<\/td>\n1,934.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1038 %<\/td>\n3,550.3<\/td>\n<\/tr>\n
Floater<\/td>\n6.12 %<\/td>\n6.38 %<\/td>\n70,349<\/td>\n13.37<\/td>\n3<\/td>\n1.1038 %<\/td>\n2,046.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1930 %<\/td>\n3,313.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.81 %<\/td>\n73,159<\/td>\n4.20<\/td>\n7<\/td>\n-0.1930 %<\/td>\n3,957.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1930 %<\/td>\n3,087.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-9.20 %<\/td>\n71,558<\/td>\n0.09<\/td>\n7<\/td>\n-0.1162 %<\/td>\n2,949.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.51 %<\/td>\n5.62 %<\/td>\n61,090<\/td>\n14.47<\/td>\n26<\/td>\n0.1211 %<\/td>\n3,071.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n5.37 %<\/td>\n162,474<\/td>\n14.72<\/td>\n70<\/td>\n0.1656 %<\/td>\n2,062.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.28 %<\/td>\n5.97 %<\/td>\n75,871<\/td>\n8.01<\/td>\n27<\/td>\n0.2078 %<\/td>\n3,079.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.08 %<\/td>\n4.92 %<\/td>\n51,144<\/td>\n2.49<\/td>\n4<\/td>\n-0.2515 %<\/td>\n2,333.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n3.73 %<\/td>\n190,664<\/td>\n1.83<\/td>\n16<\/td>\n-0.0121 %<\/td>\n2,583.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.32 %<\/td>\n148,000<\/td>\n2.51<\/td>\n3<\/td>\n0.0976 %<\/td>\n2,640.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.38 %<\/td>\n7.64 %<\/td>\n94,545<\/td>\n8.10<\/td>\n22<\/td>\n0.0395 %<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 11.66
\nEvaluated at bid price : 11.66
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.45
\nBid-YTW : 10.37 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.31
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.81
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.86
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.65
\nBid-YTW : 9.54 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 12.69
\nEvaluated at bid price : 12.69
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.90
\nBid-YTW : 9.21 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 10.88
\nEvaluated at bid price : 10.88
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.99 %<\/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
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n152,046<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.48
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n61,207<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n37,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n33,770<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n33,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
EIT.PR.B<\/td>\nSplitShare<\/td>\n29,600<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
There were 16 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: 19.09 – 20.50
\nSpot Rate : 1.4100
\nAverage : 1.0158<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 19.09
\nEvaluated at bid price : 19.09
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.31 – 22.68
\nSpot Rate : 0.3700
\nAverage : 0.2346<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.31
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.80 – 21.47
\nSpot Rate : 0.6700
\nAverage : 0.5375<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.65 – 18.12
\nSpot Rate : 0.4700
\nAverage : 0.3454<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

TD.PF.L<\/td>\nFixedReset Disc<\/td>\nQuote: 24.51 – 24.80
\nSpot Rate : 0.2900
\nAverage : 0.1885<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 12.90 – 13.34
\nSpot Rate : 0.4400
\nAverage : 0.3404<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-06-24
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 5.65 %<\/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-50460","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50460","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=50460"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50460\/revisions"}],"predecessor-version":[{"id":50461,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50460\/revisions\/50461"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50460"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50460"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50460"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}