{"id":50859,"date":"2019-10-28T21:06:00","date_gmt":"2019-10-29T01:06:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50859"},"modified":"2025-11-21T21:07:09","modified_gmt":"2025-11-22T02:07:09","slug":"october-28-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50859","title":{"rendered":"October 28, 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-0.0442 %<\/td>\n1,975.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0442 %<\/td>\n3,624.0<\/td>\n<\/tr>\n
Floater<\/td>\n6.12 %<\/td>\n6.31 %<\/td>\n50,462<\/td>\n13.43<\/td>\n4<\/td>\n-0.0442 %<\/td>\n2,088.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0507 %<\/td>\n3,388.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.66 %<\/td>\n48,443<\/td>\n3.91<\/td>\n7<\/td>\n0.0507 %<\/td>\n4,046.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0507 %<\/td>\n3,156.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.51 %<\/td>\n-18.03 %<\/td>\n58,738<\/td>\n0.09<\/td>\n8<\/td>\n-0.0392 %<\/td>\n3,027.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.37 %<\/td>\n66,735<\/td>\n14.74<\/td>\n25<\/td>\n0.1541 %<\/td>\n3,237.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.60 %<\/td>\n5.77 %<\/td>\n175,401<\/td>\n14.30<\/td>\n66<\/td>\n0.4353 %<\/td>\n2,100.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.72 %<\/td>\n66,955<\/td>\n7.82<\/td>\n27<\/td>\n0.0550 %<\/td>\n3,177.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.17 %<\/td>\n6.59 %<\/td>\n91,221<\/td>\n13.04<\/td>\n2<\/td>\n2.1945 %<\/td>\n2,469.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.98 %<\/td>\n154,080<\/td>\n1.66<\/td>\n20<\/td>\n0.0196 %<\/td>\n2,609.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.32 %<\/td>\n92,644<\/td>\n2.19<\/td>\n3<\/td>\n0.0414 %<\/td>\n2,687.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.44 %<\/td>\n8.29 %<\/td>\n113,039<\/td>\n7.74<\/td>\n21<\/td>\n0.2394 %<\/td>\n2,124.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.26
\nBid-YTW : 8.79 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 13.36
\nEvaluated at bid price : 13.36
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.21
\nBid-YTW : 10.89 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 13.38
\nEvaluated at bid price : 13.38
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.28
\nBid-YTW : 9.41 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.61
\nBid-YTW : 9.23 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.59
\nBid-YTW : 11.19 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 6.59 %<\/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
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n122,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n86,488<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n63,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n58,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset Disc<\/td>\n56,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.88
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n55,503<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.55
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
There were 47 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.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 18.65 – 19.31
\nSpot Rate : 0.6600
\nAverage : 0.4467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 12.04 – 12.65
\nSpot Rate : 0.6100
\nAverage : 0.4100<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 12.04
\nEvaluated at bid price : 12.04
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.33 – 17.85
\nSpot Rate : 0.5200
\nAverage : 0.3514<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.39 – 19.71
\nSpot Rate : 0.3200
\nAverage : 0.2161<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.04 – 24.60
\nSpot Rate : 0.5600
\nAverage : 0.4573<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.99 – 19.45
\nSpot Rate : 0.4600
\nAverage : 0.3617<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-28
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 6.90 %<\/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-50859","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50859","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=50859"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50859\/revisions"}],"predecessor-version":[{"id":50860,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50859\/revisions\/50860"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50859"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50859"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50859"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}