{"id":40124,"date":"2020-01-15T03:57:13","date_gmt":"2020-01-15T08:57:13","guid":{"rendered":"http:\/\/prefblog.com\/?p=40124"},"modified":"2020-01-15T03:57:13","modified_gmt":"2020-01-15T08:57:13","slug":"january-14-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40124","title":{"rendered":"January 14, 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>\n1.2256 %<\/td>\n2,150.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2256 %<\/td>\n3,945.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.67 %<\/td>\n5.81 %<\/td>\n50,180<\/td>\n14.19<\/td>\n4<\/td>\n1.2256 %<\/td>\n2,273.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0393 %<\/td>\n3,434.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.52 %<\/td>\n32,499<\/td>\n3.74<\/td>\n6<\/td>\n0.0393 %<\/td>\n4,101.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0393 %<\/td>\n3,200.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.59 %<\/td>\n-1.53 %<\/td>\n58,165<\/td>\n0.09<\/td>\n11<\/td>\n0.0503 %<\/td>\n3,055.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.34 %<\/td>\n67,258<\/td>\n14.90<\/td>\n24<\/td>\n0.1636 %<\/td>\n3,299.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n5.56 %<\/td>\n196,192<\/td>\n14.59<\/td>\n64<\/td>\n0.4092 %<\/td>\n2,215.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.24 %<\/td>\n72,919<\/td>\n14.88<\/td>\n27<\/td>\n0.1105 %<\/td>\n3,242.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.95 %<\/td>\n5.90 %<\/td>\n74,861<\/td>\n14.08<\/td>\n3<\/td>\n-0.2881 %<\/td>\n2,573.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.51 %<\/td>\n145,704<\/td>\n1.52<\/td>\n22<\/td>\n0.0782 %<\/td>\n2,647.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.65 %<\/td>\n66,356<\/td>\n1.99<\/td>\n3<\/td>\n0.2456 %<\/td>\n2,740.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n5.51 %<\/td>\n140,504<\/td>\n14.65<\/td>\n22<\/td>\n0.4992 %<\/td>\n2,245.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 13.71
\nEvaluated at bid price : 13.71
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 17.46
\nEvaluated at bid price : 17.46
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.71
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.80
\nEvaluated at bid price : 12.80
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 16.18
\nEvaluated at bid price : 16.18
\nBid-YTW : 5.98 %<\/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
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n200,363<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 17.73
\nEvaluated at bid price : 17.73
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n199,957<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n125,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.81
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n110,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n101,975<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n96,916<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
There were 51 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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 13.37 – 13.70
\nSpot Rate : 0.3300
\nAverage : 0.2075<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 13.37
\nEvaluated at bid price : 13.37
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.60 – 24.93
\nSpot Rate : 0.3300
\nAverage : 0.2414<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 24.12
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.28 – 23.55
\nSpot Rate : 0.2700
\nAverage : 0.1902<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.28
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.60 – 21.84
\nSpot Rate : 0.2400
\nAverage : 0.1676<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-14
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.05 – 25.33
\nSpot Rate : 0.2800
\nAverage : 0.2144<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n

TRP.PR.K<\/td>\nFixedReset Prem<\/td>\nQuote: 25.55 – 25.74
\nSpot Rate : 0.1900
\nAverage : 0.1303<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.21 %<\/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-40124","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40124","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=40124"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40124\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40124"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40124"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40124"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}