{"id":50995,"date":"2019-11-28T11:37:00","date_gmt":"2019-11-28T16:37:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50995"},"modified":"2025-11-25T11:37:30","modified_gmt":"2025-11-25T16:37:30","slug":"november-28-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50995","title":{"rendered":"November 28, 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>\n0.1107 %<\/td>\n1,976.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1107 %<\/td>\n3,627.2<\/td>\n<\/tr>\n
Floater<\/td>\n6.11 %<\/td>\n6.29 %<\/td>\n43,180<\/td>\n13.39<\/td>\n4<\/td>\n0.1107 %<\/td>\n2,090.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3127 %<\/td>\n3,425.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.50 %<\/td>\n48,325<\/td>\n3.87<\/td>\n7<\/td>\n0.3127 %<\/td>\n4,091.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3127 %<\/td>\n3,192.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n-19.20 %<\/td>\n52,530<\/td>\n0.09<\/td>\n10<\/td>\n0.0000 %<\/td>\n3,046.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.29 %<\/td>\n5.37 %<\/td>\n68,408<\/td>\n14.74<\/td>\n25<\/td>\n-0.0431 %<\/td>\n3,263.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n5.66 %<\/td>\n183,410<\/td>\n14.34<\/td>\n66<\/td>\n-0.1652 %<\/td>\n2,093.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.30 %<\/td>\n65,955<\/td>\n14.79<\/td>\n27<\/td>\n0.0078 %<\/td>\n3,212.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.26 %<\/td>\n6.64 %<\/td>\n111,486<\/td>\n12.91<\/td>\n2<\/td>\n-0.1500 %<\/td>\n2,452.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.68 %<\/td>\n154,305<\/td>\n1.57<\/td>\n20<\/td>\n0.1451 %<\/td>\n2,626.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n4.01 %<\/td>\n64,324<\/td>\n2.11<\/td>\n3<\/td>\n0.0413 %<\/td>\n2,703.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.48 %<\/td>\n5.68 %<\/td>\n121,205<\/td>\n14.35<\/td>\n22<\/td>\n-0.2900 %<\/td>\n2,136.9<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 12.87
\nEvaluated at bid price : 12.87
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.67
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.36
\nEvaluated at bid price : 17.36
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 14.07
\nEvaluated at bid price : 14.07
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 19.33
\nEvaluated at bid price : 19.33
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 12.80
\nEvaluated at bid price : 12.80
\nBid-YTW : 6.04 %<\/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
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n201,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n57,798<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n55,858<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n53,966<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n51,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.57
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n49,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
There were 45 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
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.30 – 18.39
\nSpot Rate : 1.0900
\nAverage : 0.6636<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.87 – 13.55
\nSpot Rate : 0.6800
\nAverage : 0.4335<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 12.87
\nEvaluated at bid price : 12.87
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.21 – 25.51
\nSpot Rate : 0.3000
\nAverage : 0.1883<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.36 – 17.83
\nSpot Rate : 0.4700
\nAverage : 0.3604<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 17.36
\nEvaluated at bid price : 17.36
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.67 – 21.96
\nSpot Rate : 0.2900
\nAverage : 0.1836<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.67
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 13.76 – 14.13
\nSpot Rate : 0.3700
\nAverage : 0.2667<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-11-28
\nMaturity Price : 13.76
\nEvaluated at bid price : 13.76
\nBid-YTW : 6.35 %<\/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-50995","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50995","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=50995"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50995\/revisions"}],"predecessor-version":[{"id":50996,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50995\/revisions\/50996"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50995"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50995"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50995"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}