{"id":40096,"date":"2020-01-08T22:40:33","date_gmt":"2020-01-09T03:40:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=40096"},"modified":"2020-01-08T22:40:33","modified_gmt":"2020-01-09T03:40:33","slug":"january-8-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40096","title":{"rendered":"January 8, 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>\n0.2502 %<\/td>\n2,121.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2502 %<\/td>\n3,892.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.75 %<\/td>\n5.88 %<\/td>\n46,004<\/td>\n14.10<\/td>\n4<\/td>\n0.2502 %<\/td>\n2,243.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0261 %<\/td>\n3,437.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.48 %<\/td>\n32,782<\/td>\n4.20<\/td>\n6<\/td>\n-0.0261 %<\/td>\n4,105.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0261 %<\/td>\n3,203.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n-1.45 %<\/td>\n61,719<\/td>\n0.09<\/td>\n11<\/td>\n0.0679 %<\/td>\n3,048.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.36 %<\/td>\n68,237<\/td>\n14.83<\/td>\n24<\/td>\n0.0323 %<\/td>\n3,293.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n5.63 %<\/td>\n196,707<\/td>\n14.50<\/td>\n64<\/td>\n0.1786 %<\/td>\n2,181.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.28 %<\/td>\n65,176<\/td>\n14.91<\/td>\n27<\/td>\n0.0172 %<\/td>\n3,230.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.01 %<\/td>\n6.10 %<\/td>\n78,761<\/td>\n13.64<\/td>\n3<\/td>\n0.2674 %<\/td>\n2,547.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.45 %<\/td>\n141,526<\/td>\n1.54<\/td>\n22<\/td>\n0.0089 %<\/td>\n2,645.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.74 %<\/td>\n67,645<\/td>\n2.01<\/td>\n3<\/td>\n0.1365 %<\/td>\n2,735.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n5.61 %<\/td>\n135,051<\/td>\n14.46<\/td>\n22<\/td>\n0.1463 %<\/td>\n2,203.1<\/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
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.59
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 12.66
\nEvaluated at bid price : 12.66
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.74 %<\/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
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n85,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-02-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : -20.43 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n46,765<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n45,280<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\n42,510<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-02-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -9.98 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n40,916<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.59
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n39,190<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
There were 24 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
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 19.08 – 19.61
\nSpot Rate : 0.5300
\nAverage : 0.3238<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.65 – 22.08
\nSpot Rate : 0.4300
\nAverage : 0.2902<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.60 – 19.05
\nSpot Rate : 0.4500
\nAverage : 0.3112<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.37 – 23.74
\nSpot Rate : 0.3700
\nAverage : 0.2478<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

CM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 21.48 – 21.84
\nSpot Rate : 0.3600
\nAverage : 0.2385<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.42 – 17.79
\nSpot Rate : 0.3700
\nAverage : 0.2637<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-08
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 5.61 %<\/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-40096","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40096","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=40096"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40096\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40096"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40096"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40096"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}