{"id":40160,"date":"2020-01-22T03:18:14","date_gmt":"2020-01-22T08:18:14","guid":{"rendered":"http:\/\/prefblog.com\/?p=40160"},"modified":"2020-01-22T03:18:14","modified_gmt":"2020-01-22T08:18:14","slug":"january-21-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40160","title":{"rendered":"January 21, 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-0.2249 %<\/td>\n2,152.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2249 %<\/td>\n3,950.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.67 %<\/td>\n5.79 %<\/td>\n47,359<\/td>\n14.21<\/td>\n4<\/td>\n-0.2249 %<\/td>\n2,276.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2677 %<\/td>\n3,451.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.45 %<\/td>\n32,871<\/td>\n4.17<\/td>\n6<\/td>\n0.2677 %<\/td>\n4,121.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2677 %<\/td>\n3,215.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-1.07 %<\/td>\n59,500<\/td>\n0.09<\/td>\n11<\/td>\n-0.0502 %<\/td>\n3,057.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.25 %<\/td>\n5.33 %<\/td>\n70,134<\/td>\n14.88<\/td>\n24<\/td>\n-0.0751 %<\/td>\n3,308.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n5.57 %<\/td>\n197,529<\/td>\n14.62<\/td>\n64<\/td>\n-0.5437 %<\/td>\n2,215.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.24 %<\/td>\n66,594<\/td>\n14.89<\/td>\n27<\/td>\n0.0653 %<\/td>\n3,246.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.90 %<\/td>\n5.88 %<\/td>\n72,836<\/td>\n14.09<\/td>\n3<\/td>\n-1.2727 %<\/td>\n2,595.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.10 %<\/td>\n3.55 %<\/td>\n130,224<\/td>\n1.50<\/td>\n22<\/td>\n-0.1884 %<\/td>\n2,641.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.67 %<\/td>\n68,788<\/td>\n1.97<\/td>\n3<\/td>\n-0.1633 %<\/td>\n2,735.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n5.47 %<\/td>\n132,684<\/td>\n14.65<\/td>\n22<\/td>\n-0.3814 %<\/td>\n2,255.3<\/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\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-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 15.93
\nEvaluated at bid price : 15.93
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 13.26
\nEvaluated at bid price : 13.26
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 17.73
\nEvaluated at bid price : 17.73
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 12.09
\nEvaluated at bid price : 12.09
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 11.89
\nEvaluated at bid price : 11.89
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.19 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n104,295<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n90,019<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n78,206<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n75,279<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 13.63
\nEvaluated at bid price : 13.63
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n67,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 17.16
\nEvaluated at bid price : 17.16
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n58,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
There were 31 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
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.77 – 22.29
\nSpot Rate : 0.5200
\nAverage : 0.3575<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

BIP.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 25.27 – 25.69
\nSpot Rate : 0.4200
\nAverage : 0.2615<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.58 – 21.89
\nSpot Rate : 0.3100
\nAverage : 0.2191<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.58
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 14.70 – 15.04
\nSpot Rate : 0.3400
\nAverage : 0.2498<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.80 – 19.24
\nSpot Rate : 0.4400
\nAverage : 0.3608<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.58 – 21.83
\nSpot Rate : 0.2500
\nAverage : 0.1793<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-21
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.58
\nBid-YTW : 5.55 %<\/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-40160","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40160","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=40160"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40160\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40160"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40160"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40160"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}