{"id":40099,"date":"2020-01-10T01:04:41","date_gmt":"2020-01-10T06:04:41","guid":{"rendered":"http:\/\/prefblog.com\/?p=40099"},"modified":"2020-01-10T01:04:41","modified_gmt":"2020-01-10T06:04:41","slug":"january-9-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40099","title":{"rendered":"January 9, 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>\n0.0832 %<\/td>\n2,123.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0832 %<\/td>\n3,896.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.75 %<\/td>\n5.87 %<\/td>\n45,432<\/td>\n14.11<\/td>\n4<\/td>\n0.0832 %<\/td>\n2,245.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0196 %<\/td>\n3,438.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.48 %<\/td>\n31,586<\/td>\n4.20<\/td>\n6<\/td>\n0.0196 %<\/td>\n4,106.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0196 %<\/td>\n3,203.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.60 %<\/td>\n-1.99 %<\/td>\n61,149<\/td>\n0.09<\/td>\n11<\/td>\n0.0297 %<\/td>\n3,049.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.35 %<\/td>\n67,781<\/td>\n14.93<\/td>\n24<\/td>\n-0.0225 %<\/td>\n3,292.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n5.61 %<\/td>\n195,535<\/td>\n14.58<\/td>\n64<\/td>\n0.4239 %<\/td>\n2,190.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.28 %<\/td>\n66,480<\/td>\n14.91<\/td>\n27<\/td>\n0.0999 %<\/td>\n3,233.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.97 %<\/td>\n5.90 %<\/td>\n77,823<\/td>\n14.09<\/td>\n3<\/td>\n0.9487 %<\/td>\n2,571.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.34 %<\/td>\n139,705<\/td>\n1.54<\/td>\n22<\/td>\n0.0545 %<\/td>\n2,646.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.73 %<\/td>\n66,649<\/td>\n2.00<\/td>\n3<\/td>\n-0.0818 %<\/td>\n2,733.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.30 %<\/td>\n5.58 %<\/td>\n140,787<\/td>\n14.53<\/td>\n22<\/td>\n0.4357 %<\/td>\n2,212.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 12.56
\nEvaluated at bid price : 12.56
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 12.81
\nEvaluated at bid price : 12.81
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 11.88
\nEvaluated at bid price : 11.88
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 13.82
\nEvaluated at bid price : 13.82
\nBid-YTW : 5.90 %<\/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
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n116,285<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.56
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n92,895<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n81,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n69,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 24.41
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n62,570<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-02-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -4.22 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n48,013<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
There were 33 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
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.79 – 26.15
\nSpot Rate : 0.3600
\nAverage : 0.2331<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.79
\nBid-YTW : 3.11 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.36 – 22.79
\nSpot Rate : 0.4300
\nAverage : 0.3147<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.36
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n

MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.63 – 24.92
\nSpot Rate : 0.2900
\nAverage : 0.1912<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.63
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.60 – 22.95
\nSpot Rate : 0.3500
\nAverage : 0.2576<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.70 – 24.00
\nSpot Rate : 0.3000
\nAverage : 0.2089<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 13.60 – 13.95
\nSpot Rate : 0.3500
\nAverage : 0.2800<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-09
\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-40099","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40099","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=40099"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40099\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40099"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40099"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40099"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}