{"id":50895,"date":"2019-10-10T21:59:00","date_gmt":"2019-10-11T01:59:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50895"},"modified":"2025-11-21T21:59:34","modified_gmt":"2025-11-22T02:59:34","slug":"october-10-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50895","title":{"rendered":"October 10, 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-1.1980 %<\/td>\n1,832.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1980 %<\/td>\n3,363.1<\/td>\n<\/tr>\n
Floater<\/td>\n6.57 %<\/td>\n6.79 %<\/td>\n47,573<\/td>\n12.82<\/td>\n4<\/td>\n-1.1980 %<\/td>\n1,938.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0225 %<\/td>\n3,391.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.64 %<\/td>\n56,722<\/td>\n3.96<\/td>\n7<\/td>\n-0.0225 %<\/td>\n4,050.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0225 %<\/td>\n3,160.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n-21.59 %<\/td>\n60,242<\/td>\n0.09<\/td>\n8<\/td>\n0.0735 %<\/td>\n3,024.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.44 %<\/td>\n71,975<\/td>\n14.71<\/td>\n25<\/td>\n0.0795 %<\/td>\n3,199.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.71 %<\/td>\n5.45 %<\/td>\n168,265<\/td>\n14.70<\/td>\n66<\/td>\n0.2580 %<\/td>\n2,057.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.77 %<\/td>\n61,419<\/td>\n7.87<\/td>\n27<\/td>\n0.0567 %<\/td>\n3,162.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.50 %<\/td>\n6.97 %<\/td>\n80,878<\/td>\n12.60<\/td>\n2<\/td>\n0.1576 %<\/td>\n2,323.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n3.96 %<\/td>\n169,823<\/td>\n1.71<\/td>\n20<\/td>\n0.0039 %<\/td>\n2,594.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.09 %<\/td>\n79,251<\/td>\n2.24<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,678.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.54 %<\/td>\n7.96 %<\/td>\n103,256<\/td>\n7.87<\/td>\n21<\/td>\n0.2121 %<\/td>\n2,084.1<\/td>\n<\/tr>\n<\/table>\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
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 10.27
\nEvaluated at bid price : 10.27
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.14
\nBid-YTW : 8.48 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.61
\nBid-YTW : 9.61 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 7.01 %<\/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
W.PR.M<\/td>\nFixedReset Prem<\/td>\n111,178<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n83,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 12.26
\nEvaluated at bid price : 12.26
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n60,785<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n50,162<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.86
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n49,075<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n37,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
There were 27 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
BNS.PR.Y<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.53 – 24.83
\nSpot Rate : 0.3000
\nAverage : 0.1964<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.53
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 16.66 – 17.00
\nSpot Rate : 0.3400
\nAverage : 0.2410<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.60 – 15.94
\nSpot Rate : 0.3400
\nAverage : 0.2427<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 20.17 – 20.45
\nSpot Rate : 0.2800
\nAverage : 0.1919<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.10 – 17.39
\nSpot Rate : 0.2900
\nAverage : 0.2146<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.31 – 23.74
\nSpot Rate : 0.4300
\nAverage : 0.3546<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-10
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.47 %<\/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-50895","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50895","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=50895"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50895\/revisions"}],"predecessor-version":[{"id":50896,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50895\/revisions\/50896"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50895"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50895"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50895"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}