{"id":50861,"date":"2019-10-25T21:07:00","date_gmt":"2019-10-26T01:07:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50861"},"modified":"2025-11-21T21:08:10","modified_gmt":"2025-11-22T02:08:10","slug":"october-25-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50861","title":{"rendered":"October 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>\n1.1862 %<\/td>\n1,975.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1862 %<\/td>\n3,625.6<\/td>\n<\/tr>\n
Floater<\/td>\n6.12 %<\/td>\n6.29 %<\/td>\n50,797<\/td>\n13.46<\/td>\n4<\/td>\n1.1862 %<\/td>\n2,089.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0056 %<\/td>\n3,386.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.63 %<\/td>\n49,073<\/td>\n3.92<\/td>\n7<\/td>\n0.0056 %<\/td>\n4,044.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0056 %<\/td>\n3,155.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.51 %<\/td>\n-20.28 %<\/td>\n59,357<\/td>\n0.09<\/td>\n8<\/td>\n0.0442 %<\/td>\n3,028.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.38 %<\/td>\n68,883<\/td>\n14.76<\/td>\n25<\/td>\n0.0908 %<\/td>\n3,232.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n5.73 %<\/td>\n173,637<\/td>\n14.31<\/td>\n66<\/td>\n0.1921 %<\/td>\n2,091.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.20 %<\/td>\n5.72 %<\/td>\n66,947<\/td>\n7.83<\/td>\n27<\/td>\n0.0519 %<\/td>\n3,176.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.27 %<\/td>\n6.73 %<\/td>\n91,069<\/td>\n12.86<\/td>\n2<\/td>\n0.5708 %<\/td>\n2,416.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.94 %<\/td>\n154,403<\/td>\n1.67<\/td>\n20<\/td>\n0.1293 %<\/td>\n2,608.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.35 %<\/td>\n86,154<\/td>\n2.20<\/td>\n3<\/td>\n-0.0828 %<\/td>\n2,685.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.45 %<\/td>\n8.16 %<\/td>\n113,875<\/td>\n7.76<\/td>\n21<\/td>\n0.0859 %<\/td>\n2,119.4<\/td>\n<\/tr>\n<\/table>\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.D<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 12.08
\nEvaluated at bid price : 12.08
\nBid-YTW : 5.73 %<\/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 : 13.00
\nBid-YTW : 11.06 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 11.12
\nEvaluated at bid price : 11.12
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
IAF.PR.G<\/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 : 19.13
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.61
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 11.01
\nEvaluated at bid price : 11.01
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 11.74
\nEvaluated at bid price : 11.74
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 15.01
\nEvaluated at bid price : 15.01
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 7.28 %<\/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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n158,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n112,310<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n86,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n62,575<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n44,825<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.83
\nBid-YTW : 8.16 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n41,407<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
There were 39 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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 19.40 – 19.88
\nSpot Rate : 0.4800
\nAverage : 0.2899<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.46 – 23.94
\nSpot Rate : 0.4800
\nAverage : 0.3448<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.45 – 24.83
\nSpot Rate : 0.3800
\nAverage : 0.2469<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.45
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 17.65 – 18.05
\nSpot Rate : 0.4000
\nAverage : 0.2683<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.55 – 25.89
\nSpot Rate : 0.3400
\nAverage : 0.2328<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 19.37 – 19.74
\nSpot Rate : 0.3700
\nAverage : 0.2651<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-25
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 5.49 %<\/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-50861","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50861","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=50861"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50861\/revisions"}],"predecessor-version":[{"id":50862,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50861\/revisions\/50862"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50861"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50861"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50861"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}