{"id":40927,"date":"2020-06-01T21:31:25","date_gmt":"2020-06-02T02:31:25","guid":{"rendered":"http:\/\/prefblog.com\/?p=40927"},"modified":"2020-06-01T21:31:25","modified_gmt":"2020-06-02T02:31:25","slug":"june-1-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40927","title":{"rendered":"June 1, 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>\n0.2233 %<\/td>\n1,414.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2233 %<\/td>\n2,595.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.46 %<\/td>\n5.84 %<\/td>\n32,284<\/td>\n14.05<\/td>\n4<\/td>\n0.2233 %<\/td>\n1,495.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2892 %<\/td>\n3,426.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.90 %<\/td>\n5.14 %<\/td>\n60,962<\/td>\n3.89<\/td>\n7<\/td>\n0.2892 %<\/td>\n4,092.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2892 %<\/td>\n3,193.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3001 %<\/td>\n2,955.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.69 %<\/td>\n5.93 %<\/td>\n77,736<\/td>\n13.94<\/td>\n35<\/td>\n0.3001 %<\/td>\n3,169.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.47 %<\/td>\n5.36 %<\/td>\n175,607<\/td>\n14.50<\/td>\n83<\/td>\n-0.2678 %<\/td>\n1,761.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.45 %<\/td>\n5.65 %<\/td>\n88,080<\/td>\n14.22<\/td>\n27<\/td>\n0.3420 %<\/td>\n3,138.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.00 %<\/td>\n5.04 %<\/td>\n45,502<\/td>\n15.49<\/td>\n3<\/td>\n-0.9992 %<\/td>\n1,742.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2678 %<\/td>\n2,436.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n2.00 %<\/td>\n3.60 %<\/td>\n147,038<\/td>\n1.63<\/td>\n2<\/td>\n0.1862 %<\/td>\n2,760.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.76 %<\/td>\n5.51 %<\/td>\n107,847<\/td>\n14.43<\/td>\n22<\/td>\n-0.2326 %<\/td>\n1,766.2<\/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\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-14.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 8.15
\nEvaluated at bid price : 8.15
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 8.70
\nEvaluated at bid price : 8.70
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 8.55
\nEvaluated at bid price : 8.55
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 9.48
\nEvaluated at bid price : 9.48
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 10.18
\nEvaluated at bid price : 10.18
\nBid-YTW : 9.94 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.02
\nEvaluated at bid price : 14.02
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 9.10
\nEvaluated at bid price : 9.10
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.91
\nEvaluated at bid price : 14.91
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.18
\nEvaluated at bid price : 14.18
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 23.66
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.43
\nEvaluated at bid price : 14.43
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 6.10
\nEvaluated at bid price : 6.10
\nBid-YTW : 9.09 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 5.36 %<\/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>\n104,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n58,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n56,401<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.43
\nEvaluated at bid price : 14.43
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n45,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n44,303<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 17.53
\nEvaluated at bid price : 17.53
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n43,733<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.02
\nEvaluated at bid price : 14.02
\nBid-YTW : 5.38 %<\/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
TD.PF.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.46 – 24.49
\nSpot Rate : 1.0300
\nAverage : 0.5795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 8.15 – 9.70
\nSpot Rate : 1.5500
\nAverage : 1.2480<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 8.15
\nEvaluated at bid price : 8.15
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 11.40 – 11.95
\nSpot Rate : 0.5500
\nAverage : 0.3144<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 14.15 – 14.76
\nSpot Rate : 0.6100
\nAverage : 0.3869<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 8.70 – 9.31
\nSpot Rate : 0.6100
\nAverage : 0.4233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 8.70
\nEvaluated at bid price : 8.70
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.20 – 23.75
\nSpot Rate : 0.5500
\nAverage : 0.3660<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-01
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.17 %<\/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-40927","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40927","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=40927"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40927\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40927"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40927"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40927"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}