{"id":51036,"date":"2019-12-17T20:33:00","date_gmt":"2019-12-18T01:33:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51036"},"modified":"2025-11-26T20:33:53","modified_gmt":"2025-11-27T01:33:53","slug":"december-17-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51036","title":{"rendered":"December 17, 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>\n0.3053 %<\/td>\n2,029.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3053 %<\/td>\n3,724.5<\/td>\n<\/tr>\n
Floater<\/td>\n6.01 %<\/td>\n6.19 %<\/td>\n57,013<\/td>\n13.65<\/td>\n4<\/td>\n0.3053 %<\/td>\n2,146.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1400 %<\/td>\n3,441.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.34 %<\/td>\n40,437<\/td>\n3.82<\/td>\n7<\/td>\n-0.1400 %<\/td>\n4,109.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1400 %<\/td>\n3,206.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n-9.17 %<\/td>\n60,543<\/td>\n0.09<\/td>\n10<\/td>\n0.0274 %<\/td>\n3,043.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.35 %<\/td>\n73,896<\/td>\n14.89<\/td>\n25<\/td>\n-0.0497 %<\/td>\n3,286.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n5.72 %<\/td>\n216,505<\/td>\n14.26<\/td>\n66<\/td>\n0.2922 %<\/td>\n2,140.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.28 %<\/td>\n72,205<\/td>\n14.95<\/td>\n27<\/td>\n0.1033 %<\/td>\n3,224.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.13 %<\/td>\n6.36 %<\/td>\n134,531<\/td>\n13.40<\/td>\n2<\/td>\n-0.1106 %<\/td>\n2,509.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.10 %<\/td>\n3.54 %<\/td>\n157,677<\/td>\n1.52<\/td>\n20<\/td>\n0.1090 %<\/td>\n2,640.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n3.97 %<\/td>\n61,934<\/td>\n2.05<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,716.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.44 %<\/td>\n5.77 %<\/td>\n145,060<\/td>\n14.23<\/td>\n22<\/td>\n0.3137 %<\/td>\n2,157.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 13.16
\nEvaluated at bid price : 13.16
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 13.66
\nEvaluated at bid price : 13.66
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 19.13
\nEvaluated at bid price : 19.13
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.12 %<\/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.G<\/td>\nPerpetual-Premium<\/td>\n79,625<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-01-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : -11.13 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n73,161<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 17.23
\nEvaluated at bid price : 17.23
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n57,133<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n48,529<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n47,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n43,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
There were 64 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.10 – 19.60
\nSpot Rate : 1.5000
\nAverage : 0.9584<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 19.21 – 19.74
\nSpot Rate : 0.5300
\nAverage : 0.3505<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.01 – 18.57
\nSpot Rate : 0.5600
\nAverage : 0.4047<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.15 – 22.58
\nSpot Rate : 0.4300
\nAverage : 0.2844<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.32 – 23.98
\nSpot Rate : 0.6600
\nAverage : 0.5203<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.15 – 18.60
\nSpot Rate : 0.4500
\nAverage : 0.3219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-17
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 5.99 %<\/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-51036","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51036","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=51036"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51036\/revisions"}],"predecessor-version":[{"id":51037,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51036\/revisions\/51037"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51036"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51036"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51036"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}