{"id":50621,"date":"2019-08-02T22:05:00","date_gmt":"2019-08-03T02:05:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50621"},"modified":"2025-11-11T22:06:17","modified_gmt":"2025-11-12T03:06:17","slug":"august-2-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50621","title":{"rendered":"August 2, 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-0.6292 %<\/td>\n1,978.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6292 %<\/td>\n3,630.2<\/td>\n<\/tr>\n
Floater<\/td>\n6.04 %<\/td>\n6.13 %<\/td>\n38,510<\/td>\n13.67<\/td>\n4<\/td>\n-0.6292 %<\/td>\n2,092.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0958 %<\/td>\n3,342.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.71 %<\/td>\n72,720<\/td>\n4.10<\/td>\n7<\/td>\n-0.0958 %<\/td>\n3,991.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0958 %<\/td>\n3,114.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.60 %<\/td>\n-18.70 %<\/td>\n56,110<\/td>\n0.09<\/td>\n7<\/td>\n0.0280 %<\/td>\n2,992.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.43 %<\/td>\n5.58 %<\/td>\n58,756<\/td>\n14.49<\/td>\n25<\/td>\n0.2792 %<\/td>\n3,135.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n5.27 %<\/td>\n158,823<\/td>\n14.99<\/td>\n69<\/td>\n-0.2434 %<\/td>\n2,121.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.78 %<\/td>\n63,150<\/td>\n7.93<\/td>\n27<\/td>\n0.1136 %<\/td>\n3,124.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.06 %<\/td>\n4.41 %<\/td>\n35,005<\/td>\n2.40<\/td>\n4<\/td>\n0.0529 %<\/td>\n2,348.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.88 %<\/td>\n156,875<\/td>\n1.88<\/td>\n17<\/td>\n-0.0710 %<\/td>\n2,597.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.06 %<\/td>\n84,320<\/td>\n2.42<\/td>\n3<\/td>\n-0.0139 %<\/td>\n2,656.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.26 %<\/td>\n7.46 %<\/td>\n82,643<\/td>\n8.02<\/td>\n22<\/td>\n-0.1296 %<\/td>\n2,167.5<\/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
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 12.11
\nEvaluated at bid price : 12.11
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 11.78
\nEvaluated at bid price : 11.78
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 11.61
\nEvaluated at bid price : 11.61
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 16.01
\nEvaluated at bid price : 16.01
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/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 : 6.84 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 17.19
\nEvaluated at bid price : 17.19
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.36
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.78
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.51
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.34 %<\/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 : 7.98 %<\/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
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n257,510<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n73,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n43,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.10
\nBid-YTW : 9.32 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n30,672<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n30,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n28,913<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.15
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
There were 8 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.05 – 16.53
\nSpot Rate : 0.4800
\nAverage : 0.3071<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.05
\nBid-YTW : 8.73 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.19 – 17.70
\nSpot Rate : 0.5100
\nAverage : 0.3761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 17.19
\nEvaluated at bid price : 17.19
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n

HSE.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.80 – 19.50
\nSpot Rate : 0.7000
\nAverage : 0.5887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 18.85 – 19.19
\nSpot Rate : 0.3400
\nAverage : 0.2352<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.64 – 21.95
\nSpot Rate : 0.3100
\nAverage : 0.2076<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-08-02
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.64
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

BMO.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 25.25 – 25.60
\nSpot Rate : 0.3500
\nAverage : 0.2573<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.33 %<\/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-50621","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50621","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=50621"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50621\/revisions"}],"predecessor-version":[{"id":50622,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50621\/revisions\/50622"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50621"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50621"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50621"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}