{"id":41234,"date":"2020-08-11T21:38:33","date_gmt":"2020-08-12T02:38:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=41234"},"modified":"2020-08-11T21:38:33","modified_gmt":"2020-08-12T02:38:33","slug":"august-11-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41234","title":{"rendered":"August 11, 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>\n0.6647 %<\/td>\n1,573.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6647 %<\/td>\n2,886.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.31 %<\/td>\n5.37 %<\/td>\n60,757<\/td>\n14.82<\/td>\n3<\/td>\n0.6647 %<\/td>\n1,663.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0395 %<\/td>\n3,506.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.53 %<\/td>\n42,521<\/td>\n3.26<\/td>\n8<\/td>\n0.0395 %<\/td>\n4,187.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0395 %<\/td>\n3,267.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.55 %<\/td>\n4.70 %<\/td>\n81,581<\/td>\n4.03<\/td>\n4<\/td>\n-0.0297 %<\/td>\n3,097.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.45 %<\/td>\n5.64 %<\/td>\n80,207<\/td>\n14.42<\/td>\n31<\/td>\n0.1251 %<\/td>\n3,352.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.66 %<\/td>\n4.38 %<\/td>\n115,740<\/td>\n16.02<\/td>\n67<\/td>\n0.5267 %<\/td>\n2,024.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.33 %<\/td>\n89,500<\/td>\n14.58<\/td>\n27<\/td>\n-0.0379 %<\/td>\n3,284.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n2.23 %<\/td>\n44,355<\/td>\n1.45<\/td>\n3<\/td>\n0.3850 %<\/td>\n1,770.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.42 %<\/td>\n232,635<\/td>\n0.92<\/td>\n11<\/td>\n-0.0540 %<\/td>\n2,607.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.39 %<\/td>\n106,942<\/td>\n1.45<\/td>\n2<\/td>\n-0.0605 %<\/td>\n2,839.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.79 %<\/td>\n4.51 %<\/td>\n92,328<\/td>\n15.93<\/td>\n22<\/td>\n0.2162 %<\/td>\n2,058.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.02
\nEvaluated at bid price : 16.02
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 0.39 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.20
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 8.35
\nEvaluated at bid price : 8.35
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 24.13
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.83
\nEvaluated at bid price : 16.83
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.34
\nEvaluated at bid price : 16.34
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 10.31
\nEvaluated at bid price : 10.31
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.87
\nEvaluated at bid price : 19.87
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 8.90
\nEvaluated at bid price : 8.90
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 10.80
\nEvaluated at bid price : 10.80
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.98
\nEvaluated at bid price : 16.98
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 4.78 %<\/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
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n245,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.73
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n79,519<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n52,275<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 15.34
\nEvaluated at bid price : 15.34
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n48,734<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.83
\nEvaluated at bid price : 16.83
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n43,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n42,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.21 %<\/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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 18.55 – 20.04
\nSpot Rate : 1.4900
\nAverage : 1.1423<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 19.25 – 19.85
\nSpot Rate : 0.6000
\nAverage : 0.3507<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.85 – 24.45
\nSpot Rate : 0.6000
\nAverage : 0.4251<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.51 – 19.95
\nSpot Rate : 0.4400
\nAverage : 0.2695<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.15 – 16.80
\nSpot Rate : 0.6500
\nAverage : 0.5353<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.30 – 18.69
\nSpot Rate : 0.3900
\nAverage : 0.2923<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-11
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.33 %<\/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-41234","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41234","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=41234"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41234\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41234"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41234"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41234"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}