{"id":50587,"date":"2019-07-26T11:22:00","date_gmt":"2019-07-26T15:22:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50587"},"modified":"2025-11-11T11:23:06","modified_gmt":"2025-11-11T16:23:06","slug":"july-26-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50587","title":{"rendered":"July 26, 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>\n0.1316 %<\/td>\n1,971.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1316 %<\/td>\n3,617.5<\/td>\n<\/tr>\n
Floater<\/td>\n6.06 %<\/td>\n6.18 %<\/td>\n38,211<\/td>\n13.61<\/td>\n4<\/td>\n0.1316 %<\/td>\n2,084.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0677 %<\/td>\n3,338.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.67 %<\/td>\n76,612<\/td>\n4.12<\/td>\n7<\/td>\n-0.0677 %<\/td>\n3,986.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0677 %<\/td>\n3,110.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-18.19 %<\/td>\n58,178<\/td>\n0.09<\/td>\n7<\/td>\n0.0393 %<\/td>\n2,986.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.55 %<\/td>\n57,936<\/td>\n14.63<\/td>\n25<\/td>\n0.1821 %<\/td>\n3,131.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n5.18 %<\/td>\n164,444<\/td>\n15.03<\/td>\n69<\/td>\n-0.0826 %<\/td>\n2,134.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.87 %<\/td>\n64,036<\/td>\n7.95<\/td>\n27<\/td>\n0.0946 %<\/td>\n3,124.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.04 %<\/td>\n4.25 %<\/td>\n37,481<\/td>\n2.42<\/td>\n4<\/td>\n0.0659 %<\/td>\n2,359.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.81 %<\/td>\n162,505<\/td>\n1.89<\/td>\n17<\/td>\n-0.0389 %<\/td>\n2,597.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.92 %<\/td>\n91,479<\/td>\n2.43<\/td>\n3<\/td>\n0.0139 %<\/td>\n2,657.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n7.34 %<\/td>\n85,464<\/td>\n8.03<\/td>\n22<\/td>\n-0.3200 %<\/td>\n2,174.5<\/td>\n<\/tr>\n<\/table>\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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.21
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 11.95
\nEvaluated at bid price : 11.95
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.34
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.37
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 12.27
\nEvaluated at bid price : 12.27
\nBid-YTW : 6.26 %<\/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
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n102,804<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.53
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n76,859<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 22.50
\nEvaluated at bid price : 22.79
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n41,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 17.23
\nEvaluated at bid price : 17.23
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n34,355<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n32,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n26,535<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.05 %<\/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.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.27 – 18.59
\nSpot Rate : 0.3200
\nAverage : 0.2173<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 11.19 – 11.61
\nSpot Rate : 0.4200
\nAverage : 0.3277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 11.19
\nEvaluated at bid price : 11.19
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.41 – 22.80
\nSpot Rate : 0.3900
\nAverage : 0.2996<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.41
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n

BNS.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 24.42 – 24.68
\nSpot Rate : 0.2600
\nAverage : 0.1773<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.42
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.45 – 21.80
\nSpot Rate : 0.3500
\nAverage : 0.2687<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.92 – 23.29
\nSpot Rate : 0.3700
\nAverage : 0.2968<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-26
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.63 %<\/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-50587","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50587","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=50587"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50587\/revisions"}],"predecessor-version":[{"id":50588,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50587\/revisions\/50588"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50587"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50587"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50587"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}