{"id":40252,"date":"2020-02-06T20:29:13","date_gmt":"2020-02-07T01:29:13","guid":{"rendered":"http:\/\/prefblog.com\/?p=40252"},"modified":"2020-02-06T20:29:13","modified_gmt":"2020-02-07T01:29:13","slug":"february-6-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40252","title":{"rendered":"February 6, 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-0.4433 %<\/td>\n2,086.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4433 %<\/td>\n3,828.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.86 %<\/td>\n6.01 %<\/td>\n46,047<\/td>\n13.84<\/td>\n4<\/td>\n-0.4433 %<\/td>\n2,206.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0388 %<\/td>\n3,477.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n4.14 %<\/td>\n38,600<\/td>\n4.12<\/td>\n6<\/td>\n0.0388 %<\/td>\n4,152.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0388 %<\/td>\n3,240.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-0.79 %<\/td>\n55,301<\/td>\n0.09<\/td>\n11<\/td>\n0.0681 %<\/td>\n3,068.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.22 %<\/td>\n5.29 %<\/td>\n71,373<\/td>\n14.94<\/td>\n24<\/td>\n0.2979 %<\/td>\n3,348.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n5.33 %<\/td>\n185,864<\/td>\n14.90<\/td>\n64<\/td>\n0.1341 %<\/td>\n2,187.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.12 %<\/td>\n5.22 %<\/td>\n76,238<\/td>\n14.89<\/td>\n27<\/td>\n-0.0263 %<\/td>\n3,268.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.95 %<\/td>\n5.94 %<\/td>\n67,836<\/td>\n14.02<\/td>\n3<\/td>\n0.3387 %<\/td>\n2,570.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.39 %<\/td>\n134,608<\/td>\n1.46<\/td>\n22<\/td>\n0.0390 %<\/td>\n2,663.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.14 %<\/td>\n76,257<\/td>\n1.93<\/td>\n3<\/td>\n0.1494 %<\/td>\n2,753.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.29 %<\/td>\n115,123<\/td>\n14.85<\/td>\n22<\/td>\n0.0049 %<\/td>\n2,210.5<\/td>\n<\/tr>\n<\/table>\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-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 15.62
\nEvaluated at bid price : 15.62
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.19
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.67
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 14.67
\nEvaluated at bid price : 14.67
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 5.13 %<\/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
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n197,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n113,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n91,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n80,620<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.87
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n38,924<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n38,910<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 24.12
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
There were 10 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
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.10 – 21.46
\nSpot Rate : 0.3600
\nAverage : 0.2233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 18.91 – 19.29
\nSpot Rate : 0.3800
\nAverage : 0.2479<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.94 – 17.38
\nSpot Rate : 0.4400
\nAverage : 0.3161<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 16.94
\nEvaluated at bid price : 16.94
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.48 – 19.80
\nSpot Rate : 0.3200
\nAverage : 0.2035<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 11.55 – 11.94
\nSpot Rate : 0.3900
\nAverage : 0.2784<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-06
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.45 – 24.69
\nSpot Rate : 0.2400
\nAverage : 0.1371<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.55 %<\/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-40252","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40252","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=40252"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40252\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40252"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40252"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40252"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}