{"id":50978,"date":"2019-11-12T22:31:00","date_gmt":"2019-11-13T03:31:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50978"},"modified":"2025-11-24T22:32:04","modified_gmt":"2025-11-25T03:32:04","slug":"november-12-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50978","title":{"rendered":"November 12, 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>\n0.3109 %<\/td>\n1,974.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3109 %<\/td>\n3,622.4<\/td>\n<\/tr>\n
Floater<\/td>\n6.12 %<\/td>\n6.28 %<\/td>\n43,607<\/td>\n13.44<\/td>\n4<\/td>\n0.3109 %<\/td>\n2,087.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2528 %<\/td>\n3,403.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.54 %<\/td>\n49,306<\/td>\n3.87<\/td>\n7<\/td>\n0.2528 %<\/td>\n4,064.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2528 %<\/td>\n3,171.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-17.64 %<\/td>\n52,173<\/td>\n0.09<\/td>\n10<\/td>\n-0.0745 %<\/td>\n3,031.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.41 %<\/td>\n70,263<\/td>\n14.78<\/td>\n25<\/td>\n0.0191 %<\/td>\n3,244.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n5.73 %<\/td>\n173,476<\/td>\n14.33<\/td>\n66<\/td>\n0.1505 %<\/td>\n2,111.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.64 %<\/td>\n62,983<\/td>\n7.79<\/td>\n27<\/td>\n0.0484 %<\/td>\n3,195.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.05 %<\/td>\n10.29 %<\/td>\n69,143<\/td>\n7.90<\/td>\n2<\/td>\n0.2901 %<\/td>\n2,528.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.10 %<\/td>\n3.54 %<\/td>\n148,335<\/td>\n1.62<\/td>\n20<\/td>\n0.0409 %<\/td>\n2,626.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.30 %<\/td>\n82,064<\/td>\n2.15<\/td>\n3<\/td>\n-0.2070 %<\/td>\n2,687.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n8.15 %<\/td>\n113,971<\/td>\n7.80<\/td>\n22<\/td>\n0.4923 %<\/td>\n2,159.8<\/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.A<\/td>\nFixedReset Disc<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 11.14
\nEvaluated at bid price : 11.14
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.91
\nBid-YTW : 10.29 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.82
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
MFC.PR.I<\/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 : 19.40
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.90
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.18 %<\/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
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n57,920<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n50,194<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 16.97
\nEvaluated at bid price : 16.97
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n48,732<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n45,330<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n44,977<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n38,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.79
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
There were 43 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
PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 11.77 – 12.16
\nSpot Rate : 0.3900
\nAverage : 0.2568<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.47 – 25.87
\nSpot Rate : 0.4000
\nAverage : 0.2726<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 19.30 – 19.74
\nSpot Rate : 0.4400
\nAverage : 0.3163<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.91 – 18.21
\nSpot Rate : 0.3000
\nAverage : 0.1792<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

HSE.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.45 – 18.89
\nSpot Rate : 0.4400
\nAverage : 0.3280<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.40 – 17.66
\nSpot Rate : 0.2600
\nAverage : 0.1686<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-12
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 5.80 %<\/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-50978","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50978","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=50978"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50978\/revisions"}],"predecessor-version":[{"id":50979,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50978\/revisions\/50979"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50978"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50978"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50978"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}