{"id":41186,"date":"2020-07-30T22:33:12","date_gmt":"2020-07-31T03:33:12","guid":{"rendered":"http:\/\/prefblog.com\/?p=41186"},"modified":"2020-07-30T22:33:12","modified_gmt":"2020-07-31T03:33:12","slug":"july-30-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41186","title":{"rendered":"July 30, 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-0.8403 %<\/td>\n1,608.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8403 %<\/td>\n2,952.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.19 %<\/td>\n5.23 %<\/td>\n58,923<\/td>\n15.08<\/td>\n3<\/td>\n-0.8403 %<\/td>\n1,701.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0512 %<\/td>\n3,475.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.87 %<\/td>\n54,074<\/td>\n3.74<\/td>\n7<\/td>\n-0.0512 %<\/td>\n4,150.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0512 %<\/td>\n3,238.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n4.89 %<\/td>\n74,795<\/td>\n4.06<\/td>\n1<\/td>\n-0.0395 %<\/td>\n3,077.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.52 %<\/td>\n5.67 %<\/td>\n77,288<\/td>\n14.37<\/td>\n35<\/td>\n0.1324 %<\/td>\n3,308.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.69 %<\/td>\n4.45 %<\/td>\n148,515<\/td>\n15.90<\/td>\n75<\/td>\n-0.3223 %<\/td>\n1,989.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.26 %<\/td>\n5.33 %<\/td>\n94,708<\/td>\n14.50<\/td>\n27<\/td>\n0.1482 %<\/td>\n3,260.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.37 %<\/td>\n2.55 %<\/td>\n35,798<\/td>\n1.48<\/td>\n4<\/td>\n-0.0146 %<\/td>\n1,763.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.44 %<\/td>\n4.11 %<\/td>\n353,903<\/td>\n1.04<\/td>\n3<\/td>\n-0.5249 %<\/td>\n2,600.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.48 %<\/td>\n118,788<\/td>\n1.48<\/td>\n2<\/td>\n-0.3823 %<\/td>\n2,829.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.84 %<\/td>\n4.63 %<\/td>\n96,549<\/td>\n15.90<\/td>\n22<\/td>\n0.9574 %<\/td>\n2,040.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 8.30
\nEvaluated at bid price : 8.30
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 8.28
\nEvaluated at bid price : 8.28
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 15.08
\nEvaluated at bid price : 15.08
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 21.14
\nEvaluated at bid price : 21.14
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.21
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 13.26
\nEvaluated at bid price : 13.26
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 10.29
\nEvaluated at bid price : 10.29
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.53
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 8.20
\nEvaluated at bid price : 8.20
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 10.80
\nEvaluated at bid price : 10.80
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 22.51
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n19.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 4.60 %<\/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
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n118,782<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n81,610<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Disc<\/td>\n78,280<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n69,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n57,705<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n49,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
There were 27 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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 15.32 – 18.50
\nSpot Rate : 3.1800
\nAverage : 2.5467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 15.32
\nEvaluated at bid price : 15.32
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 24.35 – 24.94
\nSpot Rate : 0.5900
\nAverage : 0.4161<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 24.80 – 25.45
\nSpot Rate : 0.6500
\nAverage : 0.4783<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.50 – 17.50
\nSpot Rate : 1.0000
\nAverage : 0.8285<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

TD.PF.G<\/td>\nFixedReset Prem<\/td>\nQuote: 25.06 – 25.51
\nSpot Rate : 0.4500
\nAverage : 0.2817<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-30
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.00 – 26.00
\nSpot Rate : 1.0000
\nAverage : 0.8617<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.08 %<\/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-41186","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41186","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=41186"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41186\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41186"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41186"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41186"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}