{"id":50982,"date":"2019-11-14T22:34:00","date_gmt":"2019-11-15T03:34:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50982"},"modified":"2025-11-24T22:34:37","modified_gmt":"2025-11-25T03:34:37","slug":"november-14-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50982","title":{"rendered":"November 14, 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-0.1767 %<\/td>\n1,975.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1767 %<\/td>\n3,624.8<\/td>\n<\/tr>\n
Floater<\/td>\n6.12 %<\/td>\n6.31 %<\/td>\n45,324<\/td>\n13.39<\/td>\n4<\/td>\n-0.1767 %<\/td>\n2,089.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0504 %<\/td>\n3,402.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.55 %<\/td>\n47,962<\/td>\n3.86<\/td>\n7<\/td>\n-0.0504 %<\/td>\n4,063.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0504 %<\/td>\n3,170.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n-19.46 %<\/td>\n51,656<\/td>\n0.09<\/td>\n10<\/td>\n-0.0941 %<\/td>\n3,032.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.33 %<\/td>\n5.44 %<\/td>\n68,996<\/td>\n14.73<\/td>\n25<\/td>\n-0.0329 %<\/td>\n3,243.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n5.75 %<\/td>\n173,562<\/td>\n14.31<\/td>\n66<\/td>\n-0.3591 %<\/td>\n2,102.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.63 %<\/td>\n62,411<\/td>\n7.79<\/td>\n27<\/td>\n0.0047 %<\/td>\n3,195.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.16 %<\/td>\n6.73 %<\/td>\n102,519<\/td>\n12.82<\/td>\n2<\/td>\n-0.9482 %<\/td>\n2,482.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.72 %<\/td>\n125,106<\/td>\n1.61<\/td>\n20<\/td>\n-0.1207 %<\/td>\n2,623.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.17 %<\/td>\n80,202<\/td>\n2.14<\/td>\n3<\/td>\n0.0691 %<\/td>\n2,692.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.42 %<\/td>\n8.32 %<\/td>\n114,602<\/td>\n7.78<\/td>\n22<\/td>\n-0.5244 %<\/td>\n2,137.5<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 12.81
\nEvaluated at bid price : 12.81
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 15.19
\nEvaluated at bid price : 15.19
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.67
\nBid-YTW : 11.08 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.43
\nBid-YTW : 10.51 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.56
\nBid-YTW : 10.63 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 11.18
\nEvaluated at bid price : 11.18
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.66
\nBid-YTW : 10.01 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.51
\nBid-YTW : 8.59 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 11.19
\nEvaluated at bid price : 11.19
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.62
\nBid-YTW : 9.10 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.68
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.40
\nBid-YTW : 10.22 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 5.61 %<\/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
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n96,732<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n76,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.09
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n68,754<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n63,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 11.08
\nEvaluated at bid price : 11.08
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n62,383<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n60,712<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 8.88 %<\/td>\n<\/tr>\n
There were 52 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
CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 16.38 – 16.74
\nSpot Rate : 0.3600
\nAverage : 0.2234<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.43 – 13.89
\nSpot Rate : 0.4600
\nAverage : 0.3321<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.43
\nBid-YTW : 10.51 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset Prem<\/td>\nQuote: 25.88 – 26.25
\nSpot Rate : 0.3700
\nAverage : 0.2686<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.88
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.71 – 21.95
\nSpot Rate : 0.2400
\nAverage : 0.1406<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 16.09 – 16.40
\nSpot Rate : 0.3100
\nAverage : 0.2143<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 16.09
\nEvaluated at bid price : 16.09
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.63 – 16.00
\nSpot Rate : 0.3700
\nAverage : 0.2768<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-14
\nMaturity Price : 15.63
\nEvaluated at bid price : 15.63
\nBid-YTW : 6.25 %<\/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-50982","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50982","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=50982"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50982\/revisions"}],"predecessor-version":[{"id":50983,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50982\/revisions\/50983"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50982"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50982"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50982"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}