{"id":50579,"date":"2019-07-30T10:59:00","date_gmt":"2019-07-30T14:59:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50579"},"modified":"2025-11-11T10:59:40","modified_gmt":"2025-11-11T15:59:40","slug":"july-30-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50579","title":{"rendered":"July 30, 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>\n0.0433 %<\/td>\n1,994.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0433 %<\/td>\n3,660.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.99 %<\/td>\n6.06 %<\/td>\n39,640<\/td>\n13.79<\/td>\n4<\/td>\n0.0433 %<\/td>\n2,109.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1071 %<\/td>\n3,347.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.59 %<\/td>\n76,042<\/td>\n4.11<\/td>\n7<\/td>\n0.1071 %<\/td>\n3,998.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1071 %<\/td>\n3,119.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-18.36 %<\/td>\n58,671<\/td>\n0.09<\/td>\n7<\/td>\n0.0842 %<\/td>\n2,989.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.58 %<\/td>\n57,098<\/td>\n14.52<\/td>\n25<\/td>\n-0.0346 %<\/td>\n3,129.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.40 %<\/td>\n5.21 %<\/td>\n162,651<\/td>\n14.99<\/td>\n69<\/td>\n0.0485 %<\/td>\n2,132.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.88 %<\/td>\n68,803<\/td>\n7.94<\/td>\n27<\/td>\n-0.1875 %<\/td>\n3,118.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.06 %<\/td>\n4.41 %<\/td>\n35,768<\/td>\n2.41<\/td>\n4<\/td>\n-0.4483 %<\/td>\n2,344.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.61 %<\/td>\n161,839<\/td>\n1.88<\/td>\n17<\/td>\n0.1626 %<\/td>\n2,603.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n3.95 %<\/td>\n90,147<\/td>\n2.42<\/td>\n3<\/td>\n-0.0139 %<\/td>\n2,659.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n7.39 %<\/td>\n85,605<\/td>\n8.03<\/td>\n22<\/td>\n0.1968 %<\/td>\n2,175.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.33
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 12.07
\nEvaluated at bid price : 12.07
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.27
\nBid-YTW : 10.65 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.69
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/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 : 23.66
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.18
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n
SLF.PR.H<\/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 : 16.35
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.58
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 11.37
\nEvaluated at bid price : 11.37
\nBid-YTW : 5.91 %<\/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>\n53,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n43,722<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n42,401<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n32,310<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n25,100<\/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 : 9.85 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n24,415<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
There were 17 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
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.33 – 23.76
\nSpot Rate : 0.4300
\nAverage : 0.2470<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.33
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

HSE.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.38 – 19.88
\nSpot Rate : 0.5000
\nAverage : 0.3281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n

BNS.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 24.17 – 24.68
\nSpot Rate : 0.5100
\nAverage : 0.3549<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.17
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 13.63 – 13.99
\nSpot Rate : 0.3600
\nAverage : 0.2459<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 13.63
\nEvaluated at bid price : 13.63
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.85 – 23.30
\nSpot Rate : 0.4500
\nAverage : 0.3403<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 12.07 – 12.39
\nSpot Rate : 0.3200
\nAverage : 0.2112<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-30
\nMaturity Price : 12.07
\nEvaluated at bid price : 12.07
\nBid-YTW : 6.38 %<\/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-50579","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50579","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=50579"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50579\/revisions"}],"predecessor-version":[{"id":50580,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50579\/revisions\/50580"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50579"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50579"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50579"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}