{"id":41115,"date":"2020-07-10T22:00:21","date_gmt":"2020-07-11T03:00:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=41115"},"modified":"2020-07-10T22:00:21","modified_gmt":"2020-07-11T03:00:21","slug":"july-10-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41115","title":{"rendered":"July 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>\n1.0431 %<\/td>\n1,446.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0431 %<\/td>\n2,654.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.77 %<\/td>\n5.81 %<\/td>\n75,447<\/td>\n14.21<\/td>\n3<\/td>\n1.0431 %<\/td>\n1,529.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0114 %<\/td>\n3,464.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n4.84 %<\/td>\n58,379<\/td>\n3.79<\/td>\n7<\/td>\n0.0114 %<\/td>\n4,137.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0114 %<\/td>\n3,228.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n5.18 %<\/td>\n65,593<\/td>\n4.06<\/td>\n1<\/td>\n0.0792 %<\/td>\n3,033.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.62 %<\/td>\n5.75 %<\/td>\n78,717<\/td>\n14.30<\/td>\n35<\/td>\n-0.0274 %<\/td>\n3,245.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.18 %<\/td>\n5.05 %<\/td>\n140,132<\/td>\n15.00<\/td>\n75<\/td>\n-0.0372 %<\/td>\n1,829.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.34 %<\/td>\n5.66 %<\/td>\n80,265<\/td>\n14.34<\/td>\n27<\/td>\n0.1131 %<\/td>\n3,206.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.45 %<\/td>\n3.20 %<\/td>\n29,965<\/td>\n1.54<\/td>\n4<\/td>\n0.1498 %<\/td>\n1,716.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.51 %<\/td>\n5.10 %<\/td>\n341,603<\/td>\n15.31<\/td>\n3<\/td>\n-0.0267 %<\/td>\n2,555.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.01 %<\/td>\n127,773<\/td>\n1.53<\/td>\n2<\/td>\n-0.1632 %<\/td>\n2,796.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.45 %<\/td>\n5.17 %<\/td>\n101,473<\/td>\n14.78<\/td>\n22<\/td>\n0.3638 %<\/td>\n1,845.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-12.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 8.86
\nEvaluated at bid price : 8.86
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 8.35
\nEvaluated at bid price : 8.35
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 11.36
\nEvaluated at bid price : 11.36
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 7.46
\nEvaluated at bid price : 7.46
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 14.37
\nEvaluated at bid price : 14.37
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 7.45
\nEvaluated at bid price : 7.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 10.95
\nEvaluated at bid price : 10.95
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 13.82
\nEvaluated at bid price : 13.82
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 13.46
\nEvaluated at bid price : 13.46
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n5.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.89
\nEvaluated at bid price : 15.89
\nBid-YTW : 4.95 %<\/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
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n55,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n50,137<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n42,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n33,406<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n29,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.44
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n27,173<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
There were 16 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.E<\/td>\nFixedReset Disc<\/td>\nQuote: 14.30 – 16.67
\nSpot Rate : 2.3700
\nAverage : 1.4047<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 14.61 – 15.30
\nSpot Rate : 0.6900
\nAverage : 0.3656<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 14.61
\nEvaluated at bid price : 14.61
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.79
\nSpot Rate : 0.7900
\nAverage : 0.4975<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

NA.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.80 – 24.70
\nSpot Rate : 0.9000
\nAverage : 0.6113<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.27 – 25.89
\nSpot Rate : 0.6200
\nAverage : 0.3869<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.75 – 16.50
\nSpot Rate : 0.7500
\nAverage : 0.5329<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-10
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 5.22 %<\/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-41115","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41115","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=41115"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41115\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41115"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41115"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41115"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}