{"id":41230,"date":"2020-08-10T17:36:34","date_gmt":"2020-08-10T22:36:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=41230"},"modified":"2020-08-10T17:36:34","modified_gmt":"2020-08-10T22:36:34","slug":"august-10-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41230","title":{"rendered":"August 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>\n-1.3929 %<\/td>\n1,562.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3929 %<\/td>\n2,867.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.34 %<\/td>\n5.41 %<\/td>\n61,367<\/td>\n14.77<\/td>\n3<\/td>\n-1.3929 %<\/td>\n1,652.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3220 %<\/td>\n3,504.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.53 %<\/td>\n43,110<\/td>\n3.27<\/td>\n8<\/td>\n0.3220 %<\/td>\n4,185.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3220 %<\/td>\n3,265.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.55 %<\/td>\n4.71 %<\/td>\n84,631<\/td>\n4.04<\/td>\n4<\/td>\n0.1191 %<\/td>\n3,097.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.45 %<\/td>\n5.63 %<\/td>\n78,141<\/td>\n14.43<\/td>\n31<\/td>\n0.3547 %<\/td>\n3,348.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.69 %<\/td>\n4.38 %<\/td>\n119,658<\/td>\n16.01<\/td>\n67<\/td>\n0.4228 %<\/td>\n2,014.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.31 %<\/td>\n89,453<\/td>\n14.58<\/td>\n27<\/td>\n0.1059 %<\/td>\n3,285.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.92 %<\/td>\n2.08 %<\/td>\n41,050<\/td>\n1.45<\/td>\n3<\/td>\n0.2497 %<\/td>\n1,764.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.40 %<\/td>\n234,485<\/td>\n0.93<\/td>\n11<\/td>\n0.1586 %<\/td>\n2,608.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.13 %<\/td>\n103,395<\/td>\n1.45<\/td>\n2<\/td>\n0.1413 %<\/td>\n2,841.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.80 %<\/td>\n4.52 %<\/td>\n92,322<\/td>\n16.02<\/td>\n22<\/td>\n-0.1732 %<\/td>\n2,054.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-7.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-6.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 10.51
\nEvaluated at bid price : 10.51
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 8.04
\nEvaluated at bid price : 8.04
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 8.00
\nEvaluated at bid price : 8.00
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 8.03
\nEvaluated at bid price : 8.03
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 9.80
\nEvaluated at bid price : 9.80
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.46
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.38
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 18.03
\nEvaluated at bid price : 18.03
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 23.29
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 9.97
\nEvaluated at bid price : 9.97
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 16.76
\nEvaluated at bid price : 16.76
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 13.88
\nEvaluated at bid price : 13.88
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 16.62
\nEvaluated at bid price : 16.62
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.04 %<\/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
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n52,665<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 16.88
\nEvaluated at bid price : 16.88
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n45,772<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 10.51
\nEvaluated at bid price : 10.51
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n43,819<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 8.00
\nEvaluated at bid price : 8.00
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n41,437<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n37,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 17.19
\nEvaluated at bid price : 17.19
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n30,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
There were 24 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
EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.62 – 27.00
\nSpot Rate : 1.3800
\nAverage : 0.8070<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.62
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 18.50 – 19.75
\nSpot Rate : 1.2500
\nAverage : 0.7610<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.65 – 26.65
\nSpot Rate : 1.0000
\nAverage : 0.6591<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 9.40 – 10.05
\nSpot Rate : 0.6500
\nAverage : 0.4021<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 24.65 – 25.20
\nSpot Rate : 0.5500
\nAverage : 0.3412<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 8.25 – 8.85
\nSpot Rate : 0.6000
\nAverage : 0.4233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-10
\nMaturity Price : 8.25
\nEvaluated at bid price : 8.25
\nBid-YTW : 5.01 %<\/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-41230","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41230","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=41230"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41230\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41230"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41230"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41230"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}