{"id":40256,"date":"2020-02-09T01:21:32","date_gmt":"2020-02-09T06:21:32","guid":{"rendered":"http:\/\/prefblog.com\/?p=40256"},"modified":"2020-02-09T01:21:32","modified_gmt":"2020-02-09T06:21:32","slug":"february-7-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40256","title":{"rendered":"February 7, 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-0.4665 %<\/td>\n2,076.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4665 %<\/td>\n3,811.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.89 %<\/td>\n5.99 %<\/td>\n46,707<\/td>\n13.87<\/td>\n4<\/td>\n-0.4665 %<\/td>\n2,196.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0452 %<\/td>\n3,475.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.23 %<\/td>\n37,156<\/td>\n4.12<\/td>\n6<\/td>\n-0.0452 %<\/td>\n4,150.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0452 %<\/td>\n3,238.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-2.03 %<\/td>\n55,787<\/td>\n0.09<\/td>\n11<\/td>\n0.0143 %<\/td>\n3,069.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.21 %<\/td>\n5.28 %<\/td>\n71,013<\/td>\n14.94<\/td>\n24<\/td>\n0.1903 %<\/td>\n3,354.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n5.34 %<\/td>\n182,092<\/td>\n14.90<\/td>\n64<\/td>\n-0.1755 %<\/td>\n2,183.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.11 %<\/td>\n5.22 %<\/td>\n76,272<\/td>\n14.91<\/td>\n27<\/td>\n0.0618 %<\/td>\n3,270.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.03 %<\/td>\n6.09 %<\/td>\n65,163<\/td>\n13.79<\/td>\n3<\/td>\n-1.1813 %<\/td>\n2,540.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.53 %<\/td>\n132,602<\/td>\n1.46<\/td>\n22<\/td>\n-0.0673 %<\/td>\n2,661.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n2.98 %<\/td>\n75,238<\/td>\n1.93<\/td>\n3<\/td>\n0.1492 %<\/td>\n2,757.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.28 %<\/td>\n112,812<\/td>\n14.85<\/td>\n22<\/td>\n-0.1601 %<\/td>\n2,206.9<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 11.33
\nEvaluated at bid price : 11.33
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 18.47
\nEvaluated at bid price : 18.47
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.00
\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
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n87,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n42,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n40,669<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n38,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 18.39
\nEvaluated at bid price : 18.39
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n38,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 16.97
\nEvaluated at bid price : 16.97
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n33,439<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 16.97
\nEvaluated at bid price : 16.97
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
There were 21 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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 18.96 – 20.85
\nSpot Rate : 1.8900
\nAverage : 1.1920<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 18.96
\nEvaluated at bid price : 18.96
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.96 – 17.95
\nSpot Rate : 0.9900
\nAverage : 0.6685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 16.96
\nEvaluated at bid price : 16.96
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 11.50 – 12.20
\nSpot Rate : 0.7000
\nAverage : 0.4989<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.15 – 17.80
\nSpot Rate : 0.6500
\nAverage : 0.4513<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.10 – 18.77
\nSpot Rate : 0.6700
\nAverage : 0.4766<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.20 – 14.73
\nSpot Rate : 0.5300
\nAverage : 0.3614<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-07
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.52 %<\/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-40256","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40256","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=40256"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40256\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40256"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40256"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40256"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}