{"id":40269,"date":"2020-02-14T01:55:20","date_gmt":"2020-02-14T06:55:20","guid":{"rendered":"http:\/\/prefblog.com\/?p=40269"},"modified":"2020-02-14T01:55:20","modified_gmt":"2020-02-14T06:55:20","slug":"february-13-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40269","title":{"rendered":"February 13, 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-0.4279 %<\/td>\n2,059.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4279 %<\/td>\n3,778.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.94 %<\/td>\n6.15 %<\/td>\n54,404<\/td>\n13.62<\/td>\n4<\/td>\n-0.4279 %<\/td>\n2,177.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0710 %<\/td>\n3,480.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n4.24 %<\/td>\n39,802<\/td>\n4.10<\/td>\n6<\/td>\n-0.0710 %<\/td>\n4,156.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0710 %<\/td>\n3,243.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n0.12 %<\/td>\n58,619<\/td>\n0.09<\/td>\n11<\/td>\n0.0179 %<\/td>\n3,071.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.19 %<\/td>\n5.23 %<\/td>\n68,248<\/td>\n14.95<\/td>\n24<\/td>\n0.1576 %<\/td>\n3,368.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n5.34 %<\/td>\n166,557<\/td>\n14.85<\/td>\n64<\/td>\n0.0300 %<\/td>\n2,184.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.10 %<\/td>\n5.19 %<\/td>\n73,014<\/td>\n14.93<\/td>\n27<\/td>\n0.0693 %<\/td>\n3,281.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.98 %<\/td>\n6.07 %<\/td>\n59,923<\/td>\n13.80<\/td>\n3<\/td>\n-0.0967 %<\/td>\n2,560.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.41 %<\/td>\n139,414<\/td>\n1.44<\/td>\n22<\/td>\n-0.0460 %<\/td>\n2,662.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.28 %<\/td>\n74,153<\/td>\n1.91<\/td>\n3<\/td>\n-0.0136 %<\/td>\n2,753.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.31 %<\/td>\n109,147<\/td>\n14.76<\/td>\n22<\/td>\n-0.2883 %<\/td>\n2,207.4<\/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\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-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 16.16
\nEvaluated at bid price : 16.16
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 11.34
\nEvaluated at bid price : 11.34
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 23.52
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 14.82
\nEvaluated at bid price : 14.82
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 16.59
\nEvaluated at bid price : 16.59
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 13.58
\nEvaluated at bid price : 13.58
\nBid-YTW : 5.37 %<\/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.E<\/td>\nFixedReset Disc<\/td>\n85,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n76,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 16.59
\nEvaluated at bid price : 16.59
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n64,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n58,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 16.16
\nEvaluated at bid price : 16.16
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n54,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n51,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 24.45
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
There were 19 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.32 – 20.72
\nSpot Rate : 0.4000
\nAverage : 0.2838<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset Prem<\/td>\nQuote: 25.82 – 26.19
\nSpot Rate : 0.3700
\nAverage : 0.2560<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 13.51 – 13.86
\nSpot Rate : 0.3500
\nAverage : 0.2571<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 13.51
\nEvaluated at bid price : 13.51
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.72 – 19.03
\nSpot Rate : 0.3100
\nAverage : 0.2215<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 23.53
\nSpot Rate : 0.2800
\nAverage : 0.1965<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.29 – 13.63
\nSpot Rate : 0.3400
\nAverage : 0.2572<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-13
\nMaturity Price : 13.29
\nEvaluated at bid price : 13.29
\nBid-YTW : 4.96 %<\/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-40269","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40269","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=40269"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40269\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40269"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40269"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40269"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}