{"id":51071,"date":"2019-12-06T21:14:00","date_gmt":"2019-12-07T02:14:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51071"},"modified":"2025-11-26T21:15:07","modified_gmt":"2025-11-27T02:15:07","slug":"december-6-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51071","title":{"rendered":"December 6, 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>\n0.0
\n0<\/td>\n		0<\/td>\n-0.0443 %<\/td>\n1,972.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0443 %<\/td>\n3,619.2<\/td>\n<\/tr>\n
Floater<\/td>\n6.13 %<\/td>\n6.29 %<\/td>\n55,052<\/td>\n13.37<\/td>\n4<\/td>\n-0.0443 %<\/td>\n2,085.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0506 %<\/td>\n3,429.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.43 %<\/td>\n44,846<\/td>\n3.85<\/td>\n7<\/td>\n-0.0506 %<\/td>\n4,095.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0506 %<\/td>\n3,195.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n-15.65 %<\/td>\n55,592<\/td>\n0.09<\/td>\n10<\/td>\n0.1135 %<\/td>\n3,044.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.29 %<\/td>\n5.41 %<\/td>\n70,783<\/td>\n14.76<\/td>\n25<\/td>\n-0.0706 %<\/td>\n3,263.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.64 %<\/td>\n5.75 %<\/td>\n193,111<\/td>\n14
\n.21<\/td>\n		66<\/td>\n-0.0166 %<\/td>\n2,087.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.27 %<\/td>\n76,231<\/td>\n14.93<\/td>\n27<\/td>\n-0.0282 %<\/td>\n3,214.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.28 %<\/td>\n6.46 %<\/td>\n131,329<\/td>\n13.29<\/td>\n2<\/td>\n0.7227 %<\/td>\n2,452.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.71 %<\/td>\n152,298<\/td>\n1.55<\/td>\n20<\/td>\n0.0215 %<\/td>\n2,628.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n3.96 %\n<\/td>\n66,836<\/td>\n2.09<\/td>\n3<\/td>\n0.0686 %<\/td>\n2,712.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.54 %<\/td>\n5.83 %<\/td>\n121,171<\/td>\n14.17<\/td>\n22<\/td>\n-0.2070 %<\/td>\n2,114.4<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 15.46
\nEvaluated at bid price : 15.46
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 11.69
\nEvaluated at bid price : 11.69
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 10.56
\nEvaluated at bid price : 10.56
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 18.63
\nEvaluated at bid price : 18.63
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 12.62
\nEvaluated at bid price : 12.62
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 13.86
\nEvaluated at bid price : 13.86
\nBid-YTW : 6.46 %<\/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
BAM.PR.C<\/td>\nFloater<\/td>\n135,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 11.09
\nEvaluated at bid price : 11.09
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n81,418<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n76,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n74,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n59,735<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n59,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 15.89
\nEvaluated at bid price : 15.89
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
There were 53 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
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 17.80 – 18.34
\nSpot Rate : 0.5400
\nAverage : 0.3434
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 10.56 – 11.15
\nSpot Rate : 0.5900
\nAverage : 0.4211
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 10.56
\nEvaluated at bid price : 10.56
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.51 – 21.00
\nSpot Rate : 0.4900
\nAverage : 0.3565
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 12.66 – 13.04
\nSpot Rate : 0.3800
\nAverage : 0.2774
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 12.66
\nEvaluated at bid price : 12.66
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.26 – 24.64
\nSpot Rate : 0.3800
\nAverage : 0.2858
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 24.01
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 16.71 – 17.00
\nSpot Rate : 0.2900
\nAverage : 0.2057
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-06
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 6.31 %<\/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-51071","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51071","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=51071"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51071\/revisions"}],"predecessor-version":[{"id":51072,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51071\/revisions\/51072"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51071"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51071"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51071"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}