{"id":50480,"date":"2019-07-18T20:41:00","date_gmt":"2019-07-19T00:41:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50480"},"modified":"2025-10-29T20:42:18","modified_gmt":"2025-10-30T00:42:18","slug":"july-18-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50480","title":{"rendered":"July 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>\n-0.2632 %<\/td>\n1,958.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2632 %<\/td>\n3,594.4<\/td>\n<\/tr>\n
Floater<\/td>\n6.08 %<\/td>\n6.26 %<\/td>\n37,141<\/td>\n13.52<\/td>\n4<\/td>\n-0.2632 %<\/td>\n2,071.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0563 %<\/td>\n3,348.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.64 %<\/td>\n78,242<\/td>\n4.14<\/td>\n7<\/td>\n-0.0563 %<\/td>\n3,999.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0563 %<\/td>\n3,120.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.60 %<\/td>\n-18.72 %<\/td>\n53,918<\/td>\n0.09<\/td>\n7<\/td>\n0.2696 %<\/td>\n2,986.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.45 %<\/td>\n5.57 %<\/td>\n58,872<\/td>\n14.58<\/td>\n25<\/td>\n0.0625 %<\/td>\n3,119.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.42 %<\/td>\n5.48 %<\/td>\n164,797<\/td>\n14.62<\/td>\n69<\/td>\n-0.3848 %<\/td>\n2,120.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.78 %<\/td>\n65,053<\/td>\n7.98<\/td>\n27<\/td>\n-0.0158 %<\/td>\n3,111.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.05 %<\/td>\n4.17 %<\/td>\n38,085<\/td>\n2.44<\/td>\n4<\/td>\n-0.2099 %<\/td>\n2,361.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.98 %<\/td>\n164,228<\/td>\n1.91<\/td>\n17<\/td>\n0.1421 %<\/td>\n2,596.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.04 %<\/td>\n94,357<\/td>\n2.45<\/td>\n3<\/td>\n-0.1669 %<\/td>\n2,651.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n7.38 %<\/td>\n88,172<\/td>\n8.01<\/td>\n22<\/td>\n-0.2678 %<\/td>\n2,172.8<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.38
\nBid-YTW : 9.13 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.32
\nBid-YTW : 10.16 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 16.41
\nEvaluated at bid price : 16.41
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 11.73
\nEvaluated at bid price : 11.73
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.45
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.13
\nBid-YTW : 8.53 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.67
\nEvaluated at bid price : 18.67
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 6.19 %<\/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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n205,562<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n169,503<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 20.39
\nEvaluated at bid price : 20.39
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n71,919<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n69,697<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n60,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n52,298<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.57
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
There were 20 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.07 – 20.00
\nSpot Rate : 0.9300
\nAverage : 0.6744<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.10 – 24.70
\nSpot Rate : 0.6000
\nAverage : 0.4117<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 17.27 – 17.71
\nSpot Rate : 0.4400
\nAverage : 0.2779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 18.67 – 19.10
\nSpot Rate : 0.4300
\nAverage : 0.2911<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 18.67
\nEvaluated at bid price : 18.67
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 11.73 – 12.09
\nSpot Rate : 0.3600
\nAverage : 0.2693<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-18
\nMaturity Price : 11.73
\nEvaluated at bid price : 11.73
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

BNS.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 24.35 – 24.70
\nSpot Rate : 0.3500
\nAverage : 0.2603<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.71 %<\/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-50480","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50480","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=50480"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50480\/revisions"}],"predecessor-version":[{"id":50481,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50480\/revisions\/50481"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50480"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50480"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50480"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}