{"id":40259,"date":"2020-02-10T23:34:21","date_gmt":"2020-02-11T04:34:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=40259"},"modified":"2020-02-10T23:34:21","modified_gmt":"2020-02-11T04:34:21","slug":"february-10-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40259","title":{"rendered":"February 10, 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-0.1065 %<\/td>\n2,074.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1065 %<\/td>\n3,806.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.90 %<\/td>\n6.04 %<\/td>\n49,616<\/td>\n13.78<\/td>\n4<\/td>\n-0.1065 %<\/td>\n2,193.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n3,478.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n3.95 %<\/td>\n38,719<\/td>\n3.68<\/td>\n6<\/td>\n0.0711 %<\/td>\n4,153.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n3,241.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-0.12 %<\/td>\n56,128<\/td>\n0.09<\/td>\n11<\/td>\n0.0179 %<\/td>\n3,069.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.21 %<\/td>\n5.26 %<\/td>\n69,426<\/td>\n15.06<\/td>\n24<\/td>\n-0.0018 %<\/td>\n3,354.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.37 %<\/td>\n172,328<\/td>\n14.85<\/td>\n64<\/td>\n-0.1350 %<\/td>\n2,180.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.11 %<\/td>\n5.22 %<\/td>\n78,180<\/td>\n14.91<\/td>\n27<\/td>\n0.0340 %<\/td>\n3,271.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.98 %<\/td>\n5.98 %<\/td>\n62,813<\/td>\n13.94<\/td>\n3<\/td>\n0.7807 %<\/td>\n2,559.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.08 %<\/td>\n3.38 %<\/td>\n133,082<\/td>\n1.45<\/td>\n22<\/td>\n-0.0071 %<\/td>\n2,661.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.18 %<\/td>\n74,237<\/td>\n1.92<\/td>\n3<\/td>\n-0.1354 %<\/td>\n2,753.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n5.34 %<\/td>\n112,625<\/td>\n14.75<\/td>\n22<\/td>\n-0.2066 %<\/td>\n2,202.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 15.52
\nEvaluated at bid price : 15.52
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 13.33
\nEvaluated at bid price : 13.33
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 19.29
\nEvaluated at bid price : 19.29
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 11.39
\nEvaluated at bid price : 11.39
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 16.23
\nEvaluated at bid price : 16.23
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.73 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n72,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n56,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n48,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n44,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n34,754<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n30,641<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.23
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
There were 27 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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.82 – 18.39
\nSpot Rate : 0.5700
\nAverage : 0.3795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 16.70 – 17.04
\nSpot Rate : 0.3400
\nAverage : 0.1984<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 15.52 – 15.96
\nSpot Rate : 0.4400
\nAverage : 0.3176<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 15.52
\nEvaluated at bid price : 15.52
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.71 – 26.09
\nSpot Rate : 0.3800
\nAverage : 0.2692<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.33 – 22.64
\nSpot Rate : 0.3100
\nAverage : 0.2008<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.62 – 20.99
\nSpot Rate : 0.3700
\nAverage : 0.2708<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-10
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 6.00 %<\/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-40259","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40259","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=40259"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40259\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40259"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40259"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40259"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}