{"id":41222,"date":"2020-08-06T20:07:05","date_gmt":"2020-08-07T01:07:05","guid":{"rendered":"http:\/\/prefblog.com\/?p=41222"},"modified":"2020-08-06T20:07:05","modified_gmt":"2020-08-07T01:07:05","slug":"august-6-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41222","title":{"rendered":"August 6, 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-0.0818 %<\/td>\n1,586.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0818 %<\/td>\n2,911.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.26 %<\/td>\n5.33 %<\/td>\n56,655<\/td>\n14.91<\/td>\n3<\/td>\n-0.0818 %<\/td>\n1,678.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1340 %<\/td>\n3,491.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.72 %<\/td>\n46,168<\/td>\n3.27<\/td>\n8<\/td>\n0.1340 %<\/td>\n4,169.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1340 %<\/td>\n3,253.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n4.77 %<\/td>\n79,007<\/td>\n4.05<\/td>\n4<\/td>\n0.0498 %<\/td>\n3,086.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.48 %<\/td>\n5.67 %<\/td>\n77,878<\/td>\n14.38<\/td>\n31<\/td>\n0.0900 %<\/td>\n3,329.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.74 %<\/td>\n4.45 %<\/td>\n124,816<\/td>\n16.10<\/td>\n67<\/td>\n0.1344 %<\/td>\n1,997.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.24 %<\/td>\n5.33 %<\/td>\n91,572<\/td>\n14.55<\/td>\n27<\/td>\n0.1570 %<\/td>\n3,276.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.96 %<\/td>\n2.35 %<\/td>\n35,156<\/td>\n1.46<\/td>\n3<\/td>\n-0.8601 %<\/td>\n1,749.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.36 %<\/td>\n237,736<\/td>\n0.94<\/td>\n11<\/td>\n0.1371 %<\/td>\n2,606.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.46 %<\/td>\n107,983<\/td>\n1.46<\/td>\n2<\/td>\n0.3038 %<\/td>\n2,836.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.80 %<\/td>\n4.53 %<\/td>\n94,028<\/td>\n16.02<\/td>\n22<\/td>\n0.4779 %<\/td>\n2,051.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n-12.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.91
\nEvaluated at bid price : 21.91
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.63
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 23.76
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 10.01
\nEvaluated at bid price : 10.01
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n13.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 4.45 %<\/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.F<\/td>\nFloatingReset<\/td>\n120,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 2.35 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n95,797<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 10.30
\nEvaluated at bid price : 10.30
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n90,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n65,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n54,125<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n50,683<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.37 %<\/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
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 24.06
\nSpot Rate : 3.0600
\nAverage : 1.6991<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.90 – 25.68
\nSpot Rate : 0.7800
\nAverage : 0.4605<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 16.25 – 16.99
\nSpot Rate : 0.7400
\nAverage : 0.4945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 10.10 – 10.91
\nSpot Rate : 0.8100
\nAverage : 0.5832<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 10.10
\nEvaluated at bid price : 10.10
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.95 – 22.49
\nSpot Rate : 0.5400
\nAverage : 0.3179<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.95
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.91 – 22.50
\nSpot Rate : 0.5900
\nAverage : 0.3994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-06
\nMaturity Price : 21.91
\nEvaluated at bid price : 21.91
\nBid-YTW : 5.67 %<\/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-41222","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41222","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=41222"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41222\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41222"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41222"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41222"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}