{"id":50877,"date":"2019-10-04T21:22:00","date_gmt":"2019-10-05T01:22:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50877"},"modified":"2025-11-21T21:22:46","modified_gmt":"2025-11-22T02:22:46","slug":"october-4-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50877","title":{"rendered":"October 4, 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-0.2136 %<\/td>\n1,831.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2136 %<\/td>\n3,361.5<\/td>\n<\/tr>\n
Floater<\/td>\n6.58 %<\/td>\n6.81 %<\/td>\n43,737<\/td>\n12.81<\/td>\n4<\/td>\n-0.2136 %<\/td>\n1,937.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0787 %<\/td>\n3,387.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.54 %<\/td>\n53,861<\/td>\n3.98<\/td>\n7<\/td>\n-0.0787 %<\/td>\n4,045.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0787 %<\/td>\n3,156.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-20.28 %<\/td>\n58,469<\/td>\n0.09<\/td>\n6<\/td>\n0.0583 %<\/td>\n3,005.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.49 %<\/td>\n68,512<\/td>\n14.51<\/td>\n28<\/td>\n0.1651 %<\/td>\n3,176.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n5.59 %<\/td>\n178,416<\/td>\n14.36<\/td>\n72<\/td>\n0.1843 %<\/td>\n2,050.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.23 %<\/td>\n5.77 %<\/td>\n63,773<\/td>\n7.88<\/td>\n27<\/td>\n0.2298 %<\/td>\n3,148.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.69 %<\/td>\n7.03 %<\/td>\n63,906<\/td>\n7.84<\/td>\n3<\/td>\n0.5676 %<\/td>\n2,299.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n3.89 %<\/td>\n124,184<\/td>\n1.55<\/td>\n14<\/td>\n0.1474 %<\/td>\n2,591.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.21 %<\/td>\n84,989<\/td>\n2.25<\/td>\n3<\/td>\n0.2367 %<\/td>\n2,671.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.58 %<\/td>\n8.21 %<\/td>\n99,969<\/td>\n7.82<\/td>\n21<\/td>\n0.2190 %<\/td>\n2,069.2<\/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
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.24
\nBid-YTW : 8.34 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.40
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 10.43
\nEvaluated at bid price : 10.43
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 7.03 %<\/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
PVS.PR.E<\/td>\nSplitShare<\/td>\n57,600<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n51,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n30,853<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n28,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n24,579<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n20,364<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
There were 21 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: 18.13 – 18.47
\nSpot Rate : 0.3400
\nAverage : 0.2061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 18.13
\nEvaluated at bid price : 18.13
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 12.16 – 12.51
\nSpot Rate : 0.3500
\nAverage : 0.2307<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 12.16
\nEvaluated at bid price : 12.16
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.20 – 17.69
\nSpot Rate : 0.4900
\nAverage : 0.3787<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.11 – 21.49
\nSpot Rate : 0.3800
\nAverage : 0.2694<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-04
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.46 – 25.88
\nSpot Rate : 0.4200
\nAverage : 0.3133<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.50 – 25.75
\nSpot Rate : 0.2500
\nAverage : 0.1473<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.63 %<\/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-50877","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50877","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=50877"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50877\/revisions"}],"predecessor-version":[{"id":50878,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50877\/revisions\/50878"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50877"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50877"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50877"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}