{"id":40045,"date":"2020-01-01T00:30:02","date_gmt":"2020-01-01T05:30:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=40045"},"modified":"2020-01-01T00:30:02","modified_gmt":"2020-01-01T05:30:02","slug":"december-31-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40045","title":{"rendered":"December 31, 2019"},"content":{"rendered":"

Happy New Year, everybody!<\/p>\n\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>\n0.5354 %<\/td>\n2,154.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5354 %<\/td>\n3,952.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.66 %<\/td>\n5.78 %<\/td>\n50,574<\/td>\n14.22<\/td>\n4<\/td>\n0.5354 %<\/td>\n2,278.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0841 %<\/td>\n3,445.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.43 %<\/td>\n36,798<\/td>\n3.79<\/td>\n7<\/td>\n0.0841 %<\/td>\n4,114.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0841 %<\/td>\n3,210.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-6.71 %<\/td>\n64,019<\/td>\n0.09<\/td>\n10<\/td>\n0.0983 %<\/td>\n3,048.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.28 %<\/td>\n5.37 %<\/td>\n69,715<\/td>\n14.84<\/td>\n25<\/td>\n0.0550 %<\/td>\n3,286.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n5.76 %<\/td>\n210,555<\/td>\n14.26<\/td>\n66<\/td>\n0.4522 %<\/td>\n2,168.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.27 %<\/td>\n67,875<\/td>\n14.92<\/td>\n27<\/td>\n0.0671 %<\/td>\n3,233.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.13 %<\/td>\n6.41 %<\/td>\n121,133<\/td>\n13.31<\/td>\n2<\/td>\n0.2203 %<\/td>\n2,527.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.38 %<\/td>\n143,575<\/td>\n1.49<\/td>\n20<\/td>\n-0.0058 %<\/td>\n2,647.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.71 %<\/td>\n66,320<\/td>\n2.02<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,731.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n5.73 %<\/td>\n148,378<\/td>\n14.29<\/td>\n22<\/td>\n0.5972 %<\/td>\n2,204.2<\/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
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>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.67
\nEvaluated at bid price : 19.67
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.94
\nEvaluated at bid price : 18.94
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 5.82 %<\/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
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n31,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n27,313<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n26,406<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.94
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n23,835<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n19,435<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
There were 10 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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.60 – 18.49
\nSpot Rate : 0.8900
\nAverage : 0.6054<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 13.17 – 13.69
\nSpot Rate : 0.5200
\nAverage : 0.3693<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.93 – 19.34
\nSpot Rate : 0.4100
\nAverage : 0.2673<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.36 – 25.85
\nSpot Rate : 0.4900
\nAverage : 0.3515<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.40 – 14.86
\nSpot Rate : 0.4600
\nAverage : 0.3282<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 17.64 – 17.96
\nSpot Rate : 0.3200
\nAverage : 0.2287<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-12-31
\nMaturity Price : 17.64
\nEvaluated at bid price : 17.64
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Happy New Year, everybody! 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 …<\/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-40045","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40045","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=40045"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40045\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40045"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40045"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40045"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}