{"id":51103,"date":"2019-12-30T11:41:00","date_gmt":"2019-12-30T16:41:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51103"},"modified":"2025-11-28T11:42:48","modified_gmt":"2025-11-28T16:42:48","slug":"december-30-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51103","title":{"rendered":"December 30, 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>\n2.9686 %<\/td>\n2,142.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.9686 %<\/td>\n3,931.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.69 %<\/td>\n5.78 %<\/td>\n51,233<\/td>\n14.22<\/td>\n4<\/td>\n2.9686 %<\/td>\n2,265.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1066 %<\/td>\n3,442.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.53 %<\/td>\n38,314<\/td>\n3.79<\/td>\n7<\/td>\n0.1066 %<\/td>\n4,110.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1066 %<\/td>\n3,207.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-5.97 %<\/td>\n66,552<\/td>\n0.09<\/td>\n10<\/td>\n0.0918 %<\/td>\n3,045.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.28 %<\/td>\n5.36 %<\/td>\n72,559<\/td>\n14.85<\/td>\n25<\/td>\n0.0923 %<\/td>\n3,284.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n5.80 %<\/td>\n211,813<\/td>\n14.20<\/td>\n66<\/td>\n0.5140 %<\/td>\n2,158.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.27 %<\/td>\n68,938<\/td>\n14.90<\/td>\n27<\/td>\n-0.0078 %<\/td>\n3,231.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.14 %<\/td>\n6.43 %<\/td>\n126,013<\/td>\n13.29<\/td>\n2<\/td>\n-0.1467 %<\/td>\n2,521.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.39 %<\/td>\n148,642<\/td>\n1.49<\/td>\n20<\/td>\n0.0705 %<\/td>\n2,647.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.71 %<\/td>\n69,032<\/td>\n2.02<\/td>\n3<\/td>\n0.1363 %<\/td>\n2,731.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.37 %<\/td>\n5.77 %<\/td>\n154,434<\/td>\n14.24<\/td>\n22<\/td>\n0.3931 %<\/td>\n2,191.2<\/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\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.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.33
\nEvaluated at bid price : 18.33
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 20.84
\nEvaluated at bid price : 20.84
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.74
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.48
\nEvaluated at bid price : 17.48
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.54
\nEvaluated at bid price : 17.54
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 12.79
\nEvaluated at bid price : 12.79
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 12.53
\nEvaluated at bid price : 12.53
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 12.10
\nEvaluated at bid price : 12.10
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.19
\nEvaluated at bid price : 19.19
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 12.81
\nEvaluated at bid price : 12.81
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 5.83 %<\/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.S<\/td>\nFixedReset Disc<\/td>\n40,879<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n36,484<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n31,463<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n30,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n29,501<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n28,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
There were 16 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: 18.52 – 19.50
\nSpot Rate : 0.9800
\nAverage : 0.7111<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.33 – 18.84
\nSpot Rate : 0.5100
\nAverage : 0.3621<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 18.33
\nEvaluated at bid price : 18.33
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.55 – 17.99
\nSpot Rate : 0.4400
\nAverage : 0.2934<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.53 – 14.00
\nSpot Rate : 0.4700
\nAverage : 0.3306<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 13.53
\nEvaluated at bid price : 13.53
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 11.85 – 12.30
\nSpot Rate : 0.4500
\nAverage : 0.3150<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.95 – 21.23
\nSpot Rate : 0.2800
\nAverage : 0.1621<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-30
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 5.71 %<\/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-51103","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51103","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=51103"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51103\/revisions"}],"predecessor-version":[{"id":51104,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51103\/revisions\/51104"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51103"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51103"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51103"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}