{"id":50488,"date":"2019-07-16T20:49:00","date_gmt":"2019-07-17T00:49:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50488"},"modified":"2025-10-29T20:49:44","modified_gmt":"2025-10-30T00:49:44","slug":"july-16-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50488","title":{"rendered":"July 16, 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-0.7175 %<\/td>\n1,966.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7175 %<\/td>\n3,608.6<\/td>\n<\/tr>\n
Floater<\/td>\n6.06 %<\/td>\n6.23 %<\/td>\n37,997<\/td>\n13.57<\/td>\n4<\/td>\n-0.7175 %<\/td>\n2,079.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0619 %<\/td>\n3,347.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.63 %<\/td>\n79,630<\/td>\n4.15<\/td>\n7<\/td>\n-0.0619 %<\/td>\n3,997.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0619 %<\/td>\n3,118.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-16.02 %<\/td>\n54,956<\/td>\n0.09<\/td>\n7<\/td>\n0.0900 %<\/td>\n2,978.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.46 %<\/td>\n5.56 %<\/td>\n61,369<\/td>\n14.59<\/td>\n25<\/td>\n0.0000 %<\/td>\n3,116.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.41 %<\/td>\n5.43 %<\/td>\n159,167<\/td>\n14.68<\/td>\n69<\/td>\n-0.5216 %<\/td>\n2,125.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.82 %<\/td>\n65,918<\/td>\n7.99<\/td>\n27<\/td>\n0.0696 %<\/td>\n3,108.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.03 %<\/td>\n4.37 %<\/td>\n39,650<\/td>\n2.45<\/td>\n4<\/td>\n0.2099 %<\/td>\n2,371.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n4.01 %<\/td>\n166,973<\/td>\n1.92<\/td>\n17<\/td>\n0.0252 %<\/td>\n2,591.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n4.29 %<\/td>\n95,980<\/td>\n2.46<\/td>\n3<\/td>\n-0.1951 %<\/td>\n2,643.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n7.41 %<\/td>\n87,502<\/td>\n8.02<\/td>\n22<\/td>\n-0.0288 %<\/td>\n2,172.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.24
\nEvaluated at bid price : 18.24
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.21
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 19.33
\nEvaluated at bid price : 19.33
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 20.49
\nEvaluated at bid price : 20.49
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.58
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 17.67
\nEvaluated at bid price : 17.67
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.61
\nBid-YTW : 8.97 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.39
\nBid-YTW : 8.33 %<\/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
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n178,653<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n157,110<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n79,736<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n71,850<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n71,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n69,261<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
There were 33 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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.55 – 21.07
\nSpot Rate : 0.5200
\nAverage : 0.3112<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.21 – 18.83
\nSpot Rate : 0.6200
\nAverage : 0.4692<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.21
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n

SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.10 – 22.49
\nSpot Rate : 0.3900
\nAverage : 0.2421<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.71 – 23.07
\nSpot Rate : 0.3600
\nAverage : 0.2427<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.09 – 20.48
\nSpot Rate : 0.3900
\nAverage : 0.2754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 18.01 – 18.39
\nSpot Rate : 0.3800
\nAverage : 0.2704<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-16
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.20 %<\/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-50488","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50488","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=50488"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50488\/revisions"}],"predecessor-version":[{"id":50489,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50488\/revisions\/50489"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50488"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50488"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50488"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}