{"id":40090,"date":"2020-01-08T00:33:18","date_gmt":"2020-01-08T05:33:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=40090"},"modified":"2020-01-08T00:33:18","modified_gmt":"2020-01-08T05:33:18","slug":"january-7-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40090","title":{"rendered":"January 7, 2020"},"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>\n0.1671 %<\/td>\n2,116.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1671 %<\/td>\n3,883.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.77 %<\/td>\n5.93 %<\/td>\n46,607<\/td>\n14.02<\/td>\n4<\/td>\n0.1671 %<\/td>\n2,237.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0327 %<\/td>\n3,438.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.48 %<\/td>\n33,242<\/td>\n4.20<\/td>\n6<\/td>\n-0.0327 %<\/td>\n4,106.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0327 %<\/td>\n3,203.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n-0.69 %<\/td>\n61,578<\/td>\n0.09<\/td>\n11<\/td>\n-0.0214 %<\/td>\n3,046.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.33 %<\/td>\n68,455<\/td>\n14.86<\/td>\n24<\/td>\n0.1526 %<\/td>\n3,292.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n5.65 %<\/td>\n198,471<\/td>\n14.48<\/td>\n64<\/td>\n0.1989 %<\/td>\n2,177.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.29 %<\/td>\n64,592<\/td>\n14.91<\/td>\n27<\/td>\n0.1486 %<\/td>\n3,229.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.02 %<\/td>\n6.08 %<\/td>\n79,936<\/td>\n13.67<\/td>\n3<\/td>\n-0.6042 %<\/td>\n2,540.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.50 %<\/td>\n142,011<\/td>\n1.54<\/td>\n22<\/td>\n-0.1082 %<\/td>\n2,644.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.72 %<\/td>\n68,419<\/td>\n2.01<\/td>\n3<\/td>\n0.0546 %<\/td>\n2,731.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n5.60 %<\/td>\n135,395<\/td>\n14.46<\/td>\n22<\/td>\n0.0268 %<\/td>\n2,199.9<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 18.39
\nEvaluated at bid price : 18.39
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 12.74
\nEvaluated at bid price : 12.74
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.58
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.96
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 13.77
\nEvaluated at bid price : 13.77
\nBid-YTW : 5.76 %<\/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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n290,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n135,502<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n45,737<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n45,066<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n41,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n41,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
There were 32 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
W.PR.M<\/td>\nFixedReset Prem<\/td>\nQuote: 25.75 – 26.25
\nSpot Rate : 0.5000
\nAverage : 0.3223<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n

EMA.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.37 – 18.75
\nSpot Rate : 0.3800
\nAverage : 0.2349<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 19.73 – 20.03
\nSpot Rate : 0.3000
\nAverage : 0.1974<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 18.20 – 18.47
\nSpot Rate : 0.2700
\nAverage : 0.1710<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.68 – 19.96
\nSpot Rate : 0.2800
\nAverage : 0.1824<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 13.60 – 13.95
\nSpot Rate : 0.3500
\nAverage : 0.2618<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-07
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 6.07 %<\/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-40090","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40090","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=40090"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40090\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40090"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40090"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40090"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}