{"id":50989,"date":"2019-11-29T11:32:00","date_gmt":"2019-11-29T16:32:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50989"},"modified":"2025-11-25T11:33:30","modified_gmt":"2025-11-25T16:33:30","slug":"november-29-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50989","title":{"rendered":"November 29, 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-0.5306 %<\/td>\n1,966.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5306 %<\/td>\n3,607.9<\/td>\n<\/tr>\n
Floater<\/td>\n6.15 %<\/td>\n6.31 %<\/td>\n42,679<\/td>\n13.35<\/td>\n4<\/td>\n-0.5306 %<\/td>\n2,079.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0901 %<\/td>\n3,422.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.51 %<\/td>\n47,920<\/td>\n3.87<\/td>\n7<\/td>\n-0.0901 %<\/td>\n4,087.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0901 %<\/td>\n3,189.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n-19.03 %<\/td>\n54,531<\/td>\n0.09<\/td>\n10<\/td>\n-0.0274 %<\/td>\n3,045.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.29 %<\/td>\n5.38 %<\/td>\n68,606<\/td>\n14.84<\/td>\n25<\/td>\n0.1293 %<\/td>\n3,267.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n5.67 %<\/td>\n183,511<\/td>\n14.33<\/td>\n66<\/td>\n0.1113 %<\/td>\n2,096.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.28 %<\/td>\n65,390<\/td>\n14.78<\/td>\n27<\/td>\n0.1450 %<\/td>\n3,217.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.34 %<\/td>\n6.59 %<\/td>\n111,922<\/td>\n13.13<\/td>\n2<\/td>\n-0.6081 %<\/td>\n2,437.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.63 %<\/td>\n153,806<\/td>\n1.57<\/td>\n20<\/td>\n-0.0039 %<\/td>\n2,626.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n4.13 %<\/td>\n61,885<\/td>\n2.10<\/td>\n3<\/td>\n-0.1100 %<\/td>\n2,700.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.49 %<\/td>\n5.72 %<\/td>\n120,132<\/td>\n14.34<\/td>\n22<\/td>\n-0.1877 %<\/td>\n2,132.9<\/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
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 11.06
\nEvaluated at bid price : 11.06
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 12.71
\nEvaluated at bid price : 12.71
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 23.39
\nEvaluated at bid price : 25.07
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 13.76
\nEvaluated at bid price : 13.76
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\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
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n115,285<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n94,382<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.71
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n86,549<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 13.76
\nEvaluated at bid price : 13.76
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n74,932<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n51,451<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n47,526<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
There were 33 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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 12.71 – 13.16
\nSpot Rate : 0.4500
\nAverage : 0.3226<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 12.71
\nEvaluated at bid price : 12.71
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.40 – 16.83
\nSpot Rate : 0.4300
\nAverage : 0.3109<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.17 – 24.50
\nSpot Rate : 0.3300
\nAverage : 0.2157<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.17
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 17.20 – 17.47
\nSpot Rate : 0.2700
\nAverage : 0.1658<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.45 – 16.82
\nSpot Rate : 0.3700
\nAverage : 0.2679<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.26 – 18.58
\nSpot Rate : 0.3200
\nAverage : 0.2314<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-29
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\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-50989","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50989","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=50989"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50989\/revisions"}],"predecessor-version":[{"id":50990,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50989\/revisions\/50990"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50989"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50989"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50989"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}