{"id":40196,"date":"2020-01-30T23:45:00","date_gmt":"2020-01-31T04:45:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=40196"},"modified":"2020-01-30T23:45:00","modified_gmt":"2020-01-31T04:45:00","slug":"january-30-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40196","title":{"rendered":"January 30, 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-0.8876 %<\/td>\n2,075.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8876 %<\/td>\n3,807.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.90 %<\/td>\n6.03 %<\/td>\n47,496<\/td>\n13.82<\/td>\n4<\/td>\n-0.8876 %<\/td>\n2,194.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0130 %<\/td>\n3,462.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.14 %<\/td>\n35,994<\/td>\n3.71<\/td>\n6<\/td>\n0.0130 %<\/td>\n4,134.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0130 %<\/td>\n3,226.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n0.24 %<\/td>\n59,808<\/td>\n0.09<\/td>\n11<\/td>\n0.0287 %<\/td>\n3,063.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.32 %<\/td>\n72,193<\/td>\n14.91<\/td>\n24<\/td>\n0.0555 %<\/td>\n3,325.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n5.38 %<\/td>\n197,265<\/td>\n14.82<\/td>\n64<\/td>\n-0.4468 %<\/td>\n2,179.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.23 %<\/td>\n70,518<\/td>\n14.92<\/td>\n27<\/td>\n0.0884 %<\/td>\n3,262.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.02 %<\/td>\n5.93 %<\/td>\n71,401<\/td>\n13.99<\/td>\n3<\/td>\n-0.1221 %<\/td>\n2,534.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.49 %<\/td>\n127,898<\/td>\n1.48<\/td>\n22<\/td>\n-0.1177 %<\/td>\n2,653.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.54 %<\/td>\n72,314<\/td>\n1.95<\/td>\n3<\/td>\n0.1361 %<\/td>\n2,743.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n5.34 %<\/td>\n123,474<\/td>\n14.79<\/td>\n22<\/td>\n-0.2117 %<\/td>\n2,199.3<\/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
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-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.53
\nEvaluated at bid price : 18.53
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 11.39
\nEvaluated at bid price : 11.39
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.47
\nEvaluated at bid price : 18.47
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 12.05
\nEvaluated at bid price : 12.05
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.71
\nEvaluated at bid price : 18.71
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.58
\nEvaluated at bid price : 18.58
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 12.37
\nEvaluated at bid price : 12.37
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.53
\nBid-YTW : 5.22 %<\/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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n592,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n125,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.42
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n82,999<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 21.82
\nEvaluated at bid price : 21.82
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n67,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 17.06
\nEvaluated at bid price : 17.06
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n44,140<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n42,655<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
There were 28 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
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.56 – 24.25
\nSpot Rate : 0.6900
\nAverage : 0.5445<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.10 – 17.54
\nSpot Rate : 0.4400
\nAverage : 0.3013<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.66 – 24.99
\nSpot Rate : 0.3300
\nAverage : 0.2129<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 24.24
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 17.57 – 17.95
\nSpot Rate : 0.3800
\nAverage : 0.2643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 20.04 – 20.43
\nSpot Rate : 0.3900
\nAverage : 0.2781<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 20.04
\nEvaluated at bid price : 20.04
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.34 – 18.70
\nSpot Rate : 0.3600
\nAverage : 0.2582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-30
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 5.77 %<\/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-40196","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40196","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=40196"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40196\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40196"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40196"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40196"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}