{"id":50581,"date":"2019-07-29T11:16:00","date_gmt":"2019-07-29T15:16:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50581"},"modified":"2025-11-11T11:17:23","modified_gmt":"2025-11-11T16:17:23","slug":"july-29-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50581","title":{"rendered":"July 29, 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>\n1.1394 %<\/td>\n1,993.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1394 %<\/td>\n3,658.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.99 %<\/td>\n6.11 %<\/td>\n40,112<\/td>\n13.71<\/td>\n4<\/td>\n1.1394 %<\/td>\n2,108.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1694 %<\/td>\n3,344.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.63 %<\/td>\n75,790<\/td>\n4.11<\/td>\n7<\/td>\n0.1694 %<\/td>\n3,993.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1694 %<\/td>\n3,116.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-17.66 %<\/td>\n58,999<\/td>\n0.09<\/td>\n7<\/td>\n0.0281 %<\/td>\n2,987.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.56 %<\/td>\n56,934<\/td>\n14.53<\/td>\n25<\/td>\n-0.0138 %<\/td>\n3,130.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.40 %<\/td>\n5.18 %<\/td>\n163,790<\/td>\n14.98<\/td>\n69<\/td>\n-0.1080 %<\/td>\n2,131.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.84 %<\/td>\n67,891<\/td>\n7.94<\/td>\n27<\/td>\n-0.0047 %<\/td>\n3,124.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.04 %<\/td>\n4.27 %<\/td>\n35,999<\/td>\n2.41<\/td>\n4<\/td>\n-0.1711 %<\/td>\n2,355.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.82 %<\/td>\n162,734<\/td>\n1.89<\/td>\n17<\/td>\n0.0481 %<\/td>\n2,598.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n3.99 %<\/td>\n91,449<\/td>\n2.42<\/td>\n3<\/td>\n0.0556 %<\/td>\n2,659.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n7.39 %<\/td>\n85,899<\/td>\n8.03<\/td>\n22<\/td>\n-0.1701 %<\/td>\n2,170.8<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 11.17
\nEvaluated at bid price : 11.17
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.83
\nBid-YTW : 9.53 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.11
\nBid-YTW : 8.67 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 16.58
\nEvaluated at bid price : 16.58
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.21 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 16.18
\nEvaluated at bid price : 16.18
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
MFC.PR.K<\/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 : 18.60
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 6.11 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n72,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n55,091<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n34,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n28,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n28,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 23.18
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n27,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 16.58
\nEvaluated at bid price : 16.58
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
There were 10 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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.83 – 15.49
\nSpot Rate : 0.6600
\nAverage : 0.4322<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.83
\nBid-YTW : 9.53 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.90 – 13.35
\nSpot Rate : 0.4500
\nAverage : 0.2956<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 11.17 – 11.63
\nSpot Rate : 0.4600
\nAverage : 0.3076<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 11.17
\nEvaluated at bid price : 11.17
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.10 – 21.61
\nSpot Rate : 0.5100
\nAverage : 0.3608<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 20.65
\nSpot Rate : 0.3500
\nAverage : 0.2218<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-29
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 25.55 – 25.90
\nSpot Rate : 0.3500
\nAverage : 0.2235<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.70 %<\/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-50581","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50581","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=50581"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50581\/revisions"}],"predecessor-version":[{"id":50582,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50581\/revisions\/50582"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50581"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50581"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50581"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}