{"id":50913,"date":"2019-10-17T22:16:00","date_gmt":"2019-10-18T02:16:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50913"},"modified":"2025-11-21T22:16:49","modified_gmt":"2025-11-22T03:16:49","slug":"october-17-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50913","title":{"rendered":"October 17, 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-0.0461 %<\/td>\n1,890.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0461 %<\/td>\n3,468.6<\/td>\n<\/tr>\n
Floater<\/td>\n6.37 %<\/td>\n6.54 %<\/td>\n48,065<\/td>\n13.13<\/td>\n4<\/td>\n-0.0461 %<\/td>\n1,999.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0788 %<\/td>\n3,392.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.57 %<\/td>\n50,779<\/td>\n3.94<\/td>\n7<\/td>\n0.0788 %<\/td>\n4,050.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0788 %<\/td>\n3,160.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n-20.81 %<\/td>\n56,200<\/td>\n0.09<\/td>\n8<\/td>\n-0.0490 %<\/td>\n3,023.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.39 %<\/td>\n69,550<\/td>\n14.75<\/td>\n25<\/td>\n0.1188 %<\/td>\n3,214.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.65 %<\/td>\n5.72 %<\/td>\n166,632<\/td>\n14.32<\/td>\n66<\/td>\n0.1907 %<\/td>\n2,077.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.76 %<\/td>\n63,371<\/td>\n7.85<\/td>\n27<\/td>\n0.0598 %<\/td>\n3,163.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.30 %<\/td>\n6.84 %<\/td>\n81,838<\/td>\n12.74<\/td>\n2<\/td>\n1.1115 %<\/td>\n2,411.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.85 %<\/td>\n162,685<\/td>\n1.69<\/td>\n20<\/td>\n0.0628 %<\/td>\n2,600.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.39 %<\/td>\n82,004<\/td>\n2.22<\/td>\n3<\/td>\n-0.0416 %<\/td>\n2,672.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.46 %<\/td>\n8.18 %<\/td>\n116,260<\/td>\n7.78<\/td>\n21<\/td>\n0.1462 %<\/td>\n2,114.6<\/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
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 16.94
\nEvaluated at bid price : 16.94
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.45
\nBid-YTW : 8.52 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.03
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 13.07
\nEvaluated at bid price : 13.07
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 11.10
\nEvaluated at bid price : 11.10
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.15
\nBid-YTW : 10.89 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 6.41 %<\/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
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n107,025<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n62,526<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n48,318<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 15.52
\nEvaluated at bid price : 15.52
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n41,702<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n40,603<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n40,440<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.16
\nBid-YTW : 9.42 %<\/td>\n<\/tr>\n
There were 36 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
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.94 – 17.43
\nSpot Rate : 0.4900
\nAverage : 0.3345<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 16.94
\nEvaluated at bid price : 16.94
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.02 – 23.40
\nSpot Rate : 0.3800
\nAverage : 0.2767<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.03 – 21.36
\nSpot Rate : 0.3300
\nAverage : 0.2313<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.79 – 21.18
\nSpot Rate : 0.3900
\nAverage : 0.2931<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.95 – 17.20
\nSpot Rate : 0.2500
\nAverage : 0.1534<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.04 – 16.33
\nSpot Rate : 0.2900
\nAverage : 0.1989<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-10-17
\nMaturity Price : 16.04
\nEvaluated at bid price : 16.04
\nBid-YTW : 5.90 %<\/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-50913","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50913","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=50913"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50913\/revisions"}],"predecessor-version":[{"id":50914,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50913\/revisions\/50914"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50913"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50913"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50913"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}