{"id":40101,"date":"2020-01-11T00:10:16","date_gmt":"2020-01-11T05:10:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=40101"},"modified":"2020-01-11T00:10:16","modified_gmt":"2020-01-11T05:10:16","slug":"january-10-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40101","title":{"rendered":"January 10, 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>\n-0.6027 %<\/td>\n2,110.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6027 %<\/td>\n3,872.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.78 %<\/td>\n5.91 %<\/td>\n46,489<\/td>\n14.06<\/td>\n4<\/td>\n-0.6027 %<\/td>\n2,231.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2157 %<\/td>\n3,430.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.55 %<\/td>\n31,791<\/td>\n3.76<\/td>\n6<\/td>\n-0.2157 %<\/td>\n4,097.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2157 %<\/td>\n3,196.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.59 %<\/td>\n-1.80 %<\/td>\n60,258<\/td>\n0.09<\/td>\n11<\/td>\n0.0936 %<\/td>\n3,052.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.33 %<\/td>\n70,612<\/td>\n14.93<\/td>\n24<\/td>\n0.0467 %<\/td>\n3,294.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n5.62 %<\/td>\n194,911<\/td>\n14.54<\/td>\n64<\/td>\n0.3386 %<\/td>\n2,197.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.26 %<\/td>\n67,734<\/td>\n14.85<\/td>\n27<\/td>\n-0.0639 %<\/td>\n3,231.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.97 %<\/td>\n5.91 %<\/td>\n76,750<\/td>\n14.07<\/td>\n3<\/td>\n-0.3133 %<\/td>\n2,563.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.53 %<\/td>\n149,116<\/td>\n1.53<\/td>\n22<\/td>\n-0.0124 %<\/td>\n2,646.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.74 %<\/td>\n65,724<\/td>\n2.00<\/td>\n3<\/td>\n-0.0273 %<\/td>\n2,732.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.28 %<\/td>\n5.59 %<\/td>\n138,959<\/td>\n14.52<\/td>\n22<\/td>\n0.4532 %<\/td>\n2,222.7<\/td>\n<\/tr>\n<\/table>\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.C<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 12.52
\nEvaluated at bid price : 12.52
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 15.89
\nEvaluated at bid price : 15.89
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 19.66
\nEvaluated at bid price : 19.66
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 20.29
\nEvaluated at bid price : 20.29
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 16.58
\nEvaluated at bid price : 16.58
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 5.89 %<\/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>\n153,880<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.54
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n112,365<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n92,975<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n77,470<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 24.41
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n63,636<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n44,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.83
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
There were 27 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
PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.30 – 25.70
\nSpot Rate : 0.4000
\nAverage : 0.2928<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.43 – 25.72
\nSpot Rate : 0.2900
\nAverage : 0.1905<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-02-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : -18.33 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.57 – 18.99
\nSpot Rate : 0.4200
\nAverage : 0.3243<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.00 – 20.30
\nSpot Rate : 0.3000
\nAverage : 0.2046<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.01 – 19.33
\nSpot Rate : 0.3200
\nAverage : 0.2304<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.50 – 24.80
\nSpot Rate : 0.3000
\nAverage : 0.2184<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-10
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.33 %<\/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-40101","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40101","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=40101"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40101\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40101"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40101"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40101"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}