{"id":40230,"date":"2020-02-04T00:32:54","date_gmt":"2020-02-04T05:32:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=40230"},"modified":"2020-02-04T00:32:54","modified_gmt":"2020-02-04T05:32:54","slug":"february-3-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40230","title":{"rendered":"February 3, 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>\n0.7508 %<\/td>\n2,078.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7508 %<\/td>\n3,813.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.89 %<\/td>\n6.06 %<\/td>\n46,292<\/td>\n13.78<\/td>\n4<\/td>\n0.7508 %<\/td>\n2,197.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1428 %<\/td>\n3,467.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.15 %<\/td>\n34,044<\/td>\n3.70<\/td>\n6<\/td>\n0.1428 %<\/td>\n4,140.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1428 %<\/td>\n3,230.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n0.55 %<\/td>\n58,930<\/td>\n0.09<\/td>\n11<\/td>\n0.0359 %<\/td>\n3,065.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.31 %<\/td>\n71,145<\/td>\n14.92<\/td>\n24<\/td>\n0.0910 %<\/td>\n3,330.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n5.42 %<\/td>\n191,738<\/td>\n14.78<\/td>\n64<\/td>\n-0.2632 %<\/td>\n2,164.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.24 %<\/td>\n72,186<\/td>\n14.93<\/td>\n27<\/td>\n0.0729 %<\/td>\n3,260.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.04 %<\/td>\n5.98 %<\/td>\n68,888<\/td>\n13.96<\/td>\n3<\/td>\n-0.1465 %<\/td>\n2,533.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.59 %<\/td>\n132,969<\/td>\n1.47<\/td>\n22<\/td>\n0.0178 %<\/td>\n2,651.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.49 %<\/td>\n75,118<\/td>\n1.94<\/td>\n3<\/td>\n0.0272 %<\/td>\n2,745.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n5.33 %<\/td>\n120,411<\/td>\n14.70<\/td>\n22<\/td>\n-0.2542 %<\/td>\n2,188.4<\/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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 14.14
\nEvaluated at bid price : 14.14
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 17.29
\nEvaluated at bid price : 17.29
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 13.24
\nEvaluated at bid price : 13.24
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 16.74
\nEvaluated at bid price : 16.74
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.56
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 12.88
\nEvaluated at bid price : 12.88
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 11.15
\nEvaluated at bid price : 11.15
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 11.56
\nEvaluated at bid price : 11.56
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 15.57
\nEvaluated at bid price : 15.57
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.47 %<\/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.G<\/td>\nPerpetual-Premium<\/td>\n210,535<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : -1.48 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n114,144<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 0.55 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n56,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 23.22
\nEvaluated at bid price : 23.52
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n29,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n28,153<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.58
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n23,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 18.43
\nEvaluated at bid price : 18.43
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
There were 11 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: 22.12 – 22.58
\nSpot Rate : 0.4600
\nAverage : 0.2771<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.12
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.55 – 23.98
\nSpot Rate : 0.4300
\nAverage : 0.2543<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 24.90 – 25.29
\nSpot Rate : 0.3900
\nAverage : 0.2582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.15 – 23.49
\nSpot Rate : 0.3400
\nAverage : 0.2163<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.01 – 20.30
\nSpot Rate : 0.2900
\nAverage : 0.1761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.25 – 19.63
\nSpot Rate : 0.3800
\nAverage : 0.2692<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.31 %<\/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-40230","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40230","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=40230"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40230\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40230"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40230"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40230"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}