{"id":40240,"date":"2020-02-05T00:05:04","date_gmt":"2020-02-05T05:05:04","guid":{"rendered":"http:\/\/prefblog.com\/?p=40240"},"modified":"2020-02-05T00:05:04","modified_gmt":"2020-02-05T05:05:04","slug":"february-4-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40240","title":{"rendered":"February 4, 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>\n0.1703 %<\/td>\n2,081.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1703 %<\/td>\n3,819.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.88 %<\/td>\n6.06 %<\/td>\n46,307<\/td>\n13.77<\/td>\n4<\/td>\n0.1703 %<\/td>\n2,201.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0389 %<\/td>\n3,468.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.13 %<\/td>\n35,253<\/td>\n3.70<\/td>\n6<\/td>\n0.0389 %<\/td>\n4,142.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0389 %<\/td>\n3,232.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-0.22 %<\/td>\n56,618<\/td>\n0.09<\/td>\n11<\/td>\n0.0108 %<\/td>\n3,065.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.30 %<\/td>\n71,835<\/td>\n14.94<\/td>\n24<\/td>\n0.0802 %<\/td>\n3,332.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.51 %<\/td>\n5.37 %<\/td>\n168,892<\/td>\n14.86<\/td>\n64<\/td>\n0.6320 %<\/td>\n2,178.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.12 %<\/td>\n5.22 %<\/td>\n72,834<\/td>\n14.93<\/td>\n27<\/td>\n0.1597 %<\/td>\n3,265.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.00 %<\/td>\n5.97 %<\/td>\n68,212<\/td>\n13.97<\/td>\n3<\/td>\n0.6603 %<\/td>\n2,550.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.08 %<\/td>\n3.45 %<\/td>\n135,245<\/td>\n1.47<\/td>\n22<\/td>\n0.2898 %<\/td>\n2,659.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.15 %<\/td>\n77,915<\/td>\n1.94<\/td>\n3<\/td>\n0.3128 %<\/td>\n2,754.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n5.33 %<\/td>\n120,311<\/td>\n14.76<\/td>\n22<\/td>\n0.4632 %<\/td>\n2,198.5<\/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\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.54
\nEvaluated at bid price : 17.54
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.49
\nEvaluated at bid price : 13.49
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 22.87
\nEvaluated at bid price : 24.08
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 19.13
\nEvaluated at bid price : 19.13
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 18.47
\nEvaluated at bid price : 18.47
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
EMA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.57
\nEvaluated at bid price : 13.57
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.59
\nEvaluated at bid price : 13.59
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 11.44
\nEvaluated at bid price : 11.44
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 5.32 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n117,014<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.54
\nEvaluated at bid price : 17.54
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n44,249<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 13.59
\nEvaluated at bid price : 13.59
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n40,266<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n38,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset Bank Non<\/td>\n33,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.87
\nBid-YTW : 2.61 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n33,110<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 19.13
\nEvaluated at bid price : 19.13
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
There were 23 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.81 – 26.33
\nSpot Rate : 0.5200
\nAverage : 0.3443<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.04 – 16.46
\nSpot Rate : 0.4200
\nAverage : 0.2731<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 16.04
\nEvaluated at bid price : 16.04
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.14 – 25.39
\nSpot Rate : 0.2500
\nAverage : 0.1454<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.14
\nBid-YTW : -0.22 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 16.81 – 17.08
\nSpot Rate : 0.2700
\nAverage : 0.1783<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.62 – 21.93
\nSpot Rate : 0.3100
\nAverage : 0.2232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 21.62
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 17.38 – 17.67
\nSpot Rate : 0.2900
\nAverage : 0.2130<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-04
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 5.22 %<\/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-40240","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40240","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=40240"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40240\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40240"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40240"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40240"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}