{"id":50954,"date":"2019-11-01T21:42:00","date_gmt":"2019-11-02T01:42:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50954"},"modified":"2025-11-24T21:42:41","modified_gmt":"2025-11-25T02:42:41","slug":"november-1-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50954","title":{"rendered":"November 1, 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>\n0.3200 %<\/td>\n1,918.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3200 %<\/td>\n3,519.7<\/td>\n<\/tr>\n
Floater<\/td>\n6.30 %<\/td>\n6.49 %<\/td>\n45,695<\/td>\n13.17<\/td>\n4<\/td>\n0.3200 %<\/td>\n2,028.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1070 %<\/td>\n3,381.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.72 %<\/td>\n50,082<\/td>\n3.90<\/td>\n7<\/td>\n-0.1070 %<\/td>\n4,038.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1070 %<\/td>\n3,150.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n-20.78 %<\/td>\n55,761<\/td>\n0.09<\/td>\n8<\/td>\n0.0343 %<\/td>\n3,029.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.40 %<\/td>\n63,098<\/td>\n14.72<\/td>\n25<\/td>\n-0.0120 %<\/td>\n3,236.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.68 %<\/td>\n5.70 %<\/td>\n177,819<\/td>\n14.32<\/td>\n66<\/td>\n0.2053 %<\/td>\n2,070.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.73 %<\/td>\n64,474<\/td>\n7.81<\/td>\n27<\/td>\n0.1303 %<\/td>\n3,181.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.23 %<\/td>\n6.76 %<\/td>\n90,827<\/td>\n12.81<\/td>\n2<\/td>\n0.7505 %<\/td>\n2,454.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.96 %<\/td>\n125,211<\/td>\n1.65<\/td>\n20<\/td>\n0.1255 %<\/td>\n2,609.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.08 %<\/td>\n91,914<\/td>\n2.18<\/td>\n3<\/td>\n-0.0138 %<\/td>\n2,693.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.48 %<\/td>\n8.28 %<\/td>\n114,313<\/td>\n7.83<\/td>\n21<\/td>\n-0.0966 %<\/td>\n2,109.4<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.58
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.22
\nBid-YTW : 10.22 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 16.87
\nEvaluated at bid price : 16.87
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.45
\nBid-YTW : 8.28 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 10.77
\nEvaluated at bid price : 10.77
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 15.03
\nEvaluated at bid price : 15.03
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 11.66
\nEvaluated at bid price : 11.66
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 10.93
\nEvaluated at bid price : 10.93
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 7.21 %<\/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
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n100,633<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n77,428<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n49,675<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.47
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n42,756<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n30,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 21.80
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n30,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 10.93
\nEvaluated at bid price : 10.93
\nBid-YTW : 7.12 %<\/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
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 18.50 – 18.93
\nSpot Rate : 0.4300
\nAverage : 0.2785<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.30 – 24.70
\nSpot Rate : 0.4000
\nAverage : 0.2568<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

BNS.PR.Y<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.63 – 24.99
\nSpot Rate : 0.3600
\nAverage : 0.2347<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.63
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.15 – 18.48
\nSpot Rate : 0.3300
\nAverage : 0.2135<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.15
\nBid-YTW : 8.55 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.50 – 18.98
\nSpot Rate : 0.4800
\nAverage : 0.3729<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.50
\nBid-YTW : 8.23 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 14.95 – 15.34
\nSpot Rate : 0.3900
\nAverage : 0.2939<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-01
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 6.18 %<\/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-50954","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50954","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=50954"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50954\/revisions"}],"predecessor-version":[{"id":50955,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50954\/revisions\/50955"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50954"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50954"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50954"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}