{"id":50802,"date":"2019-09-30T11:01:00","date_gmt":"2019-09-30T15:01:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50802"},"modified":"2025-11-18T11:02:00","modified_gmt":"2025-11-18T16:02:00","slug":"september-30-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50802","title":{"rendered":"September 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>\n0.1614 %<\/td>\n1,893.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1614 %<\/td>\n3,474.2<\/td>\n<\/tr>\n
Floater<\/td>\n6.36 %<\/td>\n6.54 %<\/td>\n47,664<\/td>\n13.13<\/td>\n4<\/td>\n0.1614 %<\/td>\n2,002.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0846 %<\/td>\n3,385.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.61 %<\/td>\n53,950<\/td>\n3.99<\/td>\n7<\/td>\n0.0846 %<\/td>\n4,042.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0846 %<\/td>\n3,154.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-21.67 %<\/td>\n60,173<\/td>\n0.09<\/td>\n6<\/td>\n0.2010 %<\/td>\n3,006.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.46 %<\/td>\n68,768<\/td>\n14.53<\/td>\n28<\/td>\n0.1987 %<\/td>\n3,182.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.51 %<\/td>\n5.47 %<\/td>\n166,113<\/td>\n14.42<\/td>\n73<\/td>\n0.2546 %<\/td>\n2,084.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.78 %<\/td>\n68,625<\/td>\n7.89<\/td>\n27<\/td>\n-0.0079 %<\/td>\n3,157.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.60 %<\/td>\n6.76 %<\/td>\n56,535<\/td>\n7.95<\/td>\n3<\/td>\n0.0074 %<\/td>\n2,345.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.23 %<\/td>\n3.44 %<\/td>\n127,624<\/td>\n1.57<\/td>\n14<\/td>\n0.2330 %<\/td>\n2,604.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n3.99 %<\/td>\n85,985<\/td>\n2.27<\/td>\n3<\/td>\n0.0451 %<\/td>\n2,681.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.48 %<\/td>\n8.02 %<\/td>\n100,958<\/td>\n7.90<\/td>\n21<\/td>\n0.2624 %<\/td>\n2,106.8<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 15.91
\nEvaluated at bid price : 15.91
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 15.92
\nEvaluated at bid price : 15.92
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.09
\nEvaluated at bid price : 18.09
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.04
\nBid-YTW : 10.94 %<\/td>\n<\/tr>\n
MFC.PR.M<\/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 : 16.56
\nBid-YTW : 8.89 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 10.90
\nEvaluated at bid price : 10.90
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.75
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.36
\nBid-YTW : 9.08 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 11.04
\nEvaluated at bid price : 11.04
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.44 %<\/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
EIT.PR.B<\/td>\nSplitShare<\/td>\n80,200<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n42,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 22.89
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n39,083<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 11.04
\nEvaluated at bid price : 11.04
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n30,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 12.72
\nEvaluated at bid price : 12.72
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n30,280<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.69
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n30,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.29
\nBid-YTW : 5.55 %<\/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
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.38 – 17.88
\nSpot Rate : 0.5000
\nAverage : 0.3277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

CGI.PR.D<\/td>\nSplitShare<\/td>\nQuote: 25.10 – 25.50
\nSpot Rate : 0.4000
\nAverage : 0.2292<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2023-06-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.87 – 22.46
\nSpot Rate : 0.5900
\nAverage : 0.4302<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.87
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.64 – 23.99
\nSpot Rate : 0.3500
\nAverage : 0.2334<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.64
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.15 – 21.53
\nSpot Rate : 0.3800
\nAverage : 0.2636<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

EMA.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.10 – 18.49
\nSpot Rate : 0.3900
\nAverage : 0.2785<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-09-30
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.92 %<\/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-50802","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50802","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=50802"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50802\/revisions"}],"predecessor-version":[{"id":50803,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50802\/revisions\/50803"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50802"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50802"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50802"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}