{"id":40312,"date":"2020-02-22T00:01:45","date_gmt":"2020-02-22T05:01:45","guid":{"rendered":"http:\/\/prefblog.com\/?p=40312"},"modified":"2020-02-22T00:01:45","modified_gmt":"2020-02-22T05:01:45","slug":"february-21-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40312","title":{"rendered":"February 21, 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>\n0.0647 %<\/td>\n2,053.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0647 %<\/td>\n3,767.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.96 %<\/td>\n6.17 %<\/td>\n49,747<\/td>\n13.57<\/td>\n4<\/td>\n0.0647 %<\/td>\n2,171.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0195 %<\/td>\n3,492.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.91 %<\/td>\n43,855<\/td>\n3.69<\/td>\n6<\/td>\n0.0195 %<\/td>\n4,170.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0195 %<\/td>\n3,253.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n-0.71 %<\/td>\n56,046<\/td>\n0.09<\/td>\n12<\/td>\n0.0557 %<\/td>\n3,077.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.16 %<\/td>\n67,238<\/td>\n14.98<\/td>\n24<\/td>\n0.1799 %<\/td>\n3,383.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.42 %<\/td>\n177,472<\/td>\n14.75<\/td>\n64<\/td>\n-0.1616 %<\/td>\n2,180.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.08 %<\/td>\n5.17 %<\/td>\n72,891<\/td>\n14.93<\/td>\n27<\/td>\n0.1106 %<\/td>\n3,293.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.01 %<\/td>\n6.10 %<\/td>\n58,364<\/td>\n13.74<\/td>\n3<\/td>\n-0.4598 %<\/td>\n2,548.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.38 %<\/td>\n133,718<\/td>\n1.42<\/td>\n22<\/td>\n0.0531 %<\/td>\n2,664.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n3.51 %<\/td>\n84,040<\/td>\n1.89<\/td>\n3<\/td>\n-0.2849 %<\/td>\n2,744.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.39 %<\/td>\n102,285<\/td>\n14.67<\/td>\n22<\/td>\n0.0461 %<\/td>\n2,209.1<\/td>\n<\/tr>\n<\/table>\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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 11.29
\nEvaluated at bid price : 11.29
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 12.14
\nEvaluated at bid price : 12.14
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 11.38
\nEvaluated at bid price : 11.38
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
EMA.PR.E<\/td>\nPerpetual-Discount<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.37
\nBid-YTW : 5.04 %<\/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
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n244,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n180,217<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n125,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.94
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n86,922<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n61,949<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n55,009<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
There were 34 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.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.49 – 19.98
\nSpot Rate : 0.4900
\nAverage : 0.3139<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.31 – 18.75
\nSpot Rate : 0.4400
\nAverage : 0.2987<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.91 – 21.32
\nSpot Rate : 0.4100
\nAverage : 0.2695<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 20.36
\nSpot Rate : 0.3100
\nAverage : 0.2094<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.40 – 16.77
\nSpot Rate : 0.3700
\nAverage : 0.2712<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.52 – 19.80
\nSpot Rate : 0.2800
\nAverage : 0.1897<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-02-21
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 5.56 %<\/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-40312","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40312","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=40312"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40312\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40312"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40312"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40312"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}