{"id":50591,"date":"2019-07-25T11:27:00","date_gmt":"2019-07-25T15:27:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50591"},"modified":"2025-11-11T11:28:24","modified_gmt":"2025-11-11T16:28:24","slug":"july-25-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50591","title":{"rendered":"July 25, 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>\n0.6625 %<\/td>\n1,968.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6625 %<\/td>\n3,612.7<\/td>\n<\/tr>\n
Floater<\/td>\n6.07 %<\/td>\n6.19 %<\/td>\n37,911<\/td>\n13.61<\/td>\n4<\/td>\n0.6625 %<\/td>\n2,082.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0338 %<\/td>\n3,340.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.63 %<\/td>\n77,130<\/td>\n4.12<\/td>\n7<\/td>\n-0.0338 %<\/td>\n3,989.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0338 %<\/td>\n3,112.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-18.36 %<\/td>\n56,828<\/td>\n0.09<\/td>\n7<\/td>\n-0.0168 %<\/td>\n2,985.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.45 %<\/td>\n5.55 %<\/td>\n59,426<\/td>\n14.58<\/td>\n25<\/td>\n0.0382 %<\/td>\n3,125.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n5.20 %<\/td>\n164,120<\/td>\n15.04<\/td>\n69<\/td>\n0.4034 %<\/td>\n2,135.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.85 %<\/td>\n63,900<\/td>\n7.95<\/td>\n27<\/td>\n0.0758 %<\/td>\n3,121.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.04 %<\/td>\n4.25 %<\/td>\n37,398<\/td>\n2.43<\/td>\n4<\/td>\n0.1583 %<\/td>\n2,357.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.62 %<\/td>\n164,169<\/td>\n1.90<\/td>\n17<\/td>\n-0.0732 %<\/td>\n2,598.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.92 %<\/td>\n90,795<\/td>\n2.44<\/td>\n3<\/td>\n0.0139 %<\/td>\n2,657.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n7.37 %<\/td>\n84,808<\/td>\n8.05<\/td>\n22<\/td>\n0.4197 %<\/td>\n2,181.5<\/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
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.44
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 21.74
\nEvaluated at bid price : 21.74
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.50
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.20
\nBid-YTW : 9.10 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 12.10
\nEvaluated at bid price : 12.10
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.12
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.49
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.95
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.53
\nBid-YTW : 7.73 %<\/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.M<\/td>\nFixedReset Disc<\/td>\n168,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 23.18
\nEvaluated at bid price : 25.06
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n143,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n100,130<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n87,760<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n61,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n43,820<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
There were 29 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
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.29 – 19.67
\nSpot Rate : 0.3800
\nAverage : 0.2497<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.29
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.25 – 24.60
\nSpot Rate : 0.3500
\nAverage : 0.2482<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 13.51 – 13.76
\nSpot Rate : 0.2500
\nAverage : 0.1500<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.76 – 22.23
\nSpot Rate : 0.4700
\nAverage : 0.3909<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 11.55 – 11.83
\nSpot Rate : 0.2800
\nAverage : 0.2067<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-07-25
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.81 – 24.04
\nSpot Rate : 0.2300
\nAverage : 0.1590<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.81
\nBid-YTW : 5.90 %<\/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-50591","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50591","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=50591"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50591\/revisions"}],"predecessor-version":[{"id":50592,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50591\/revisions\/50592"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50591"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50591"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50591"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}