{"id":50863,"date":"2019-10-24T21:08:00","date_gmt":"2019-10-25T01:08:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50863"},"modified":"2025-11-21T21:09:09","modified_gmt":"2025-11-22T02:09:09","slug":"october-24-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50863","title":{"rendered":"October 24, 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>\n0.7221 %<\/td>\n1,952.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7221 %<\/td>\n3,583.1<\/td>\n<\/tr>\n
Floater<\/td>\n6.19 %<\/td>\n6.36 %<\/td>\n48,083<\/td>\n13.37<\/td>\n4<\/td>\n0.7221 %<\/td>\n2,064.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1855 %<\/td>\n3,386.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.63 %<\/td>\n50,458<\/td>\n3.92<\/td>\n7<\/td>\n-0.1855 %<\/td>\n4,043.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1855 %<\/td>\n3,155.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.51 %<\/td>\n-19.17 %<\/td>\n59,729<\/td>\n0.09<\/td>\n8<\/td>\n0.0638 %<\/td>\n3,027.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.37 %<\/td>\n5.42 %<\/td>\n66,285<\/td>\n14.75<\/td>\n25<\/td>\n0.0635 %<\/td>\n3,229.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n5.74 %<\/td>\n172,193<\/td>\n14.31<\/td>\n66<\/td>\n-0.0165 %<\/td>\n2,087.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.20 %<\/td>\n5.72 %<\/td>\n67,937<\/td>\n7.83<\/td>\n27<\/td>\n0.0519 %<\/td>\n3,174.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.31 %<\/td>\n6.74 %<\/td>\n84,296<\/td>\n12.86<\/td>\n2<\/td>\n0.0381 %<\/td>\n2,402.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n4.05 %<\/td>\n155,035<\/td>\n1.67<\/td>\n20<\/td>\n0.0118 %<\/td>\n2,605.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.28 %<\/td>\n84,440<\/td>\n2.20<\/td>\n3<\/td>\n0.0967 %<\/td>\n2,688.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.45 %<\/td>\n8.16 %<\/td>\n114,510<\/td>\n7.75<\/td>\n21<\/td>\n-0.0703 %<\/td>\n2,117.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.42
\nBid-YTW : 10.15 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 10.83
\nEvaluated at bid price : 10.83
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 11.54
\nEvaluated at bid price : 11.54
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.85
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.86
\nBid-YTW : 11.19 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.70
\nBid-YTW : 8.52 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n3.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 11.95
\nEvaluated at bid price : 11.95
\nBid-YTW : 5.79 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n168,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 11.54
\nEvaluated at bid price : 11.54
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n126,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n102,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 17.23
\nEvaluated at bid price : 17.23
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n78,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset Prem<\/td>\n77,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n51,075<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
There were 19 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
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.60 – 23.21
\nSpot Rate : 0.6100
\nAverage : 0.4059<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.42 – 14.77
\nSpot Rate : 0.3500
\nAverage : 0.2358<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.42
\nBid-YTW : 10.15 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.88 – 24.39
\nSpot Rate : 0.5100
\nAverage : 0.4046<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.88
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

RY.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.21 – 25.49
\nSpot Rate : 0.2800
\nAverage : 0.1769<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-11-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : -10.07 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.91 – 19.35
\nSpot Rate : 0.4400
\nAverage : 0.3446<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.91
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.91 – 17.19
\nSpot Rate : 0.2800
\nAverage : 0.1946<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-24
\nMaturity Price : 16.91
\nEvaluated at bid price : 16.91
\nBid-YTW : 5.86 %<\/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-50863","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50863","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=50863"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50863\/revisions"}],"predecessor-version":[{"id":50864,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50863\/revisions\/50864"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50863"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50863"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50863"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}