{"id":40263,"date":"2020-02-12T00:13:33","date_gmt":"2020-02-12T05:13:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=40263"},"modified":"2020-02-12T00:13:33","modified_gmt":"2020-02-12T05:13:33","slug":"february-11-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40263","title":{"rendered":"February 11, 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>\n1.0450 %<\/td>\n2,096.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0450 %<\/td>\n3,846.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.84 %<\/td>\n5.97 %<\/td>\n52,859<\/td>\n13.89<\/td>\n4<\/td>\n1.0450 %<\/td>\n2,216.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1744 %<\/td>\n3,484.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n3.96 %<\/td>\n41,014<\/td>\n3.68<\/td>\n6<\/td>\n0.1744 %<\/td>\n4,161.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1744 %<\/td>\n3,246.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n-0.28 %<\/td>\n56,799<\/td>\n0.09<\/td>\n11<\/td>\n-0.0107 %<\/td>\n3,069.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.20 %<\/td>\n5.25 %<\/td>\n68,610<\/td>\n15.08<\/td>\n24<\/td>\n0.2468 %<\/td>\n3,363.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.36 %<\/td>\n170,374<\/td>\n14.83<\/td>\n64<\/td>\n0.0200 %<\/td>\n2,181.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.10 %<\/td>\n5.21 %<\/td>\n78,840<\/td>\n14.91<\/td>\n27<\/td>\n0.1298 %<\/td>\n3,276.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.02 %<\/td>\n6.08 %<\/td>\n61,909<\/td>\n13.80<\/td>\n3<\/td>\n-0.6536 %<\/td>\n2,543.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.27 %<\/td>\n131,479<\/td>\n1.45<\/td>\n22<\/td>\n0.0266 %<\/td>\n2,662.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.21 %<\/td>\n73,753<\/td>\n1.92<\/td>\n3<\/td>\n0.1085 %<\/td>\n2,756.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n5.35 %<\/td>\n112,374<\/td>\n14.77<\/td>\n22<\/td>\n0.0852 %<\/td>\n2,204.2<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 13.02
\nEvaluated at bid price : 13.02
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 12.06
\nEvaluated at bid price : 12.06
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 15.69
\nEvaluated at bid price : 15.69
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 16.93
\nEvaluated at bid price : 16.93
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 11.67
\nEvaluated at bid price : 11.67
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 11.67
\nEvaluated at bid price : 11.67
\nBid-YTW : 6.01 %<\/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
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n40,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n30,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n30,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n29,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n28,407<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n24,849<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 17.44
\nEvaluated at bid price : 17.44
\nBid-YTW : 5.18 %<\/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
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.89 – 22.35
\nSpot Rate : 0.4600
\nAverage : 0.3315<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 21.89
\nEvaluated at bid price : 21.89
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n

ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.52 – 23.00
\nSpot Rate : 0.4800
\nAverage : 0.3684<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.52
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.87 – 18.19
\nSpot Rate : 0.3200
\nAverage : 0.2089<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.41 – 16.73
\nSpot Rate : 0.3200
\nAverage : 0.2204<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 16.41
\nEvaluated at bid price : 16.41
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 17.75 – 18.20
\nSpot Rate : 0.4500
\nAverage : 0.3539<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.89 – 19.20
\nSpot Rate : 0.3100
\nAverage : 0.2141<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-11
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 5.40 %<\/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-40263","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40263","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=40263"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40263\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40263"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40263"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40263"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}