{"id":50987,"date":"2019-11-19T22:38:00","date_gmt":"2019-11-20T03:38:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50987"},"modified":"2025-11-24T22:39:01","modified_gmt":"2025-11-25T03:39:01","slug":"november-19-2019-2","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50987","title":{"rendered":"November 19, 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-0.3764 %<\/td>\n1,966.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3764 %<\/td>\n3,607.9<\/td>\n<\/tr>\n
Floater<\/td>\n6.15 %<\/td>\n6.30 %<\/td>\n47,139<\/td>\n13.40<\/td>\n4<\/td>\n-0.3764 %<\/td>\n2,079.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1399 %<\/td>\n3,402.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.62 %<\/td>\n48,293<\/td>\n3.85<\/td>\n7<\/td>\n-0.1399 %<\/td>\n4,063.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1399 %<\/td>\n3,170.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n-18.60 %<\/td>\n48,440<\/td>\n0.09<\/td>\n10<\/td>\n0.0274 %<\/td>\n3,036.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.43 %<\/td>\n69,995<\/td>\n14.74<\/td>\n25<\/td>\n-0.0208 %<\/td>\n3,249.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n5.62 %<\/td>\n180,578<\/td>\n14.43<\/td>\n66<\/td>\n-0.1531 %<\/td>\n2,104.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.61 %<\/td>\n64,257<\/td>\n7.77<\/td>\n27<\/td>\n0.0219 %<\/td>\n3,199.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.16 %<\/td>\n6.72 %<\/td>\n100,543<\/td>\n12.81<\/td>\n2<\/td>\n0.7440 %<\/td>\n2,475.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.79 %<\/td>\n120,476<\/td>\n1.60<\/td>\n20<\/td>\n-0.0312 %<\/td>\n2,621.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.18 %<\/td>\n74,798<\/td>\n2.13<\/td>\n3<\/td>\n-0.2069 %<\/td>\n2,689.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n8.00 %<\/td>\n111,490<\/td>\n7.86<\/td>\n22<\/td>\n-0.0967 %<\/td>\n2,149.3<\/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
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 11.16
\nEvaluated at bid price : 11.16
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 11.71
\nEvaluated at bid price : 11.71
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.53
\nBid-YTW : 10.04 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 17.39
\nEvaluated at bid price : 17.39
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 15.22
\nEvaluated at bid price : 15.22
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.34
\nEvaluated at bid price : 16.34
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.70
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.59 %<\/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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n178,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n121,893<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n116,721<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.04
\nEvaluated at bid price : 16.04
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n94,578<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n73,897<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\n65,978<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
There were 48 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
TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 17.00
\nSpot Rate : 0.3500
\nAverage : 0.2146<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.46 – 25.96
\nSpot Rate : 0.5000
\nAverage : 0.3768<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.45 – 16.88
\nSpot Rate : 0.4300
\nAverage : 0.3261<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

TD.PF.L<\/td>\nFixedReset Disc<\/td>\nQuote: 23.96 – 24.18
\nSpot Rate : 0.2200
\nAverage : 0.1299<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.96
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.33 – 25.63
\nSpot Rate : 0.3000
\nAverage : 0.2125<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.91 – 22.18
\nSpot Rate : 0.2700
\nAverage : 0.1830<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-19
\nMaturity Price : 21.91
\nEvaluated at bid price : 21.91
\nBid-YTW : 5.63 %<\/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-50987","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50987","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=50987"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50987\/revisions"}],"predecessor-version":[{"id":50988,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50987\/revisions\/50988"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50987"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50987"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50987"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}