{"id":41216,"date":"2020-08-04T20:12:55","date_gmt":"2020-08-05T01:12:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=41216"},"modified":"2020-08-04T20:12:55","modified_gmt":"2020-08-05T01:12:55","slug":"august-4-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41216","title":{"rendered":"August 4, 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>\n0.0408 %<\/td>\n1,593.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0408 %<\/td>\n2,924.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.24 %<\/td>\n5.30 %<\/td>\n58,226<\/td>\n14.97<\/td>\n3<\/td>\n0.0408 %<\/td>\n1,685.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1292 %<\/td>\n3,486.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.69 %<\/td>\n46,341<\/td>\n3.27<\/td>\n8<\/td>\n0.1292 %<\/td>\n4,163.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1292 %<\/td>\n3,248.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n4.84 %<\/td>\n78,560<\/td>\n4.05<\/td>\n4<\/td>\n0.0498 %<\/td>\n3,077.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.49 %<\/td>\n5.66 %<\/td>\n74,278<\/td>\n14.39<\/td>\n31<\/td>\n0.2024 %<\/td>\n3,321.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.76 %<\/td>\n4.46 %<\/td>\n139,046<\/td>\n16.03<\/td>\n67<\/td>\n-0.2536 %<\/td>\n1,986.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.25 %<\/td>\n5.34 %<\/td>\n93,252<\/td>\n14.53<\/td>\n27<\/td>\n0.0746 %<\/td>\n3,268.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n2.46 %<\/td>\n33,863<\/td>\n1.47<\/td>\n3<\/td>\n-0.1361 %<\/td>\n1,758.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.28 %<\/td>\n4.40 %<\/td>\n245,340<\/td>\n1.02<\/td>\n11<\/td>\n0.1084 %<\/td>\n2,600.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n2.56 %<\/td>\n113,146<\/td>\n1.46<\/td>\n2<\/td>\n0.2032 %<\/td>\n2,824.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.80 %<\/td>\n4.53 %<\/td>\n98,879<\/td>\n16.02<\/td>\n22<\/td>\n0.1525 %<\/td>\n2,051.8<\/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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-15.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.32
\nEvaluated at bid price : 15.32
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 12.12
\nEvaluated at bid price : 12.12
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.40
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.71
\nEvaluated at bid price : 15.71
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.80
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 16.78
\nEvaluated at bid price : 16.78
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 23.22
\nEvaluated at bid price : 23.59
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 14.19
\nEvaluated at bid price : 14.19
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.69
\nEvaluated at bid price : 15.69
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 9.81
\nEvaluated at bid price : 9.81
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n5.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n5.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 4.15 %<\/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.P<\/td>\nFixedReset Disc<\/td>\n103,825<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Disc<\/td>\n66,055<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n62,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n51,549<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.69
\nEvaluated at bid price : 15.69
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n44,779<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n39,025<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
There were 14 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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.25 – 25.00
\nSpot Rate : 6.7500
\nAverage : 3.6124<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 15.32 – 18.50
\nSpot Rate : 3.1800
\nAverage : 2.3424<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.32
\nEvaluated at bid price : 15.32
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.30 – 26.30
\nSpot Rate : 1.0000
\nAverage : 0.6217<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.71 – 17.00
\nSpot Rate : 1.2900
\nAverage : 0.9471<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 15.71
\nEvaluated at bid price : 15.71
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.22 – 26.00
\nSpot Rate : 0.7800
\nAverage : 0.5514<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.55 – 19.17
\nSpot Rate : 1.6200
\nAverage : 1.4221<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-04
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.60 %<\/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-41216","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41216","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=41216"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41216\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41216"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41216"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41216"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}