{"id":41239,"date":"2020-08-13T17:50:49","date_gmt":"2020-08-13T22:50:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=41239"},"modified":"2020-08-13T17:50:49","modified_gmt":"2020-08-13T22:50:49","slug":"august-13-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41239","title":{"rendered":"August 13, 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-0.4037 %<\/td>\n1,601.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4037 %<\/td>\n2,939.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.29 %<\/td>\n63,912<\/td>\n14.96<\/td>\n3<\/td>\n-0.4037 %<\/td>\n1,693.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1578 %<\/td>\n3,503.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.57 %<\/td>\n39,934<\/td>\n3.25<\/td>\n8<\/td>\n-0.1578 %<\/td>\n4,184.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1578 %<\/td>\n3,264.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n4.69 %<\/td>\n83,436<\/td>\n4.03<\/td>\n4<\/td>\n0.0198 %<\/td>\n3,095.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.44 %<\/td>\n5.66 %<\/td>\n76,496<\/td>\n14.39<\/td>\n31<\/td>\n0.1347 %<\/td>\n3,353.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.65 %<\/td>\n4.37 %<\/td>\n121,797<\/td>\n16.07<\/td>\n67<\/td>\n-0.0272 %<\/td>\n2,028.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.32 %<\/td>\n90,965<\/td>\n14.55<\/td>\n27<\/td>\n0.0284 %<\/td>\n3,285.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n1.95 %<\/td>\n42,513<\/td>\n1.45<\/td>\n3<\/td>\n0.2706 %<\/td>\n1,776.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.33 %<\/td>\n227,022<\/td>\n0.92<\/td>\n11<\/td>\n0.1442 %<\/td>\n2,608.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.14 %<\/td>\n107,670<\/td>\n1.44<\/td>\n2<\/td>\n0.3631 %<\/td>\n2,849.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.78 %<\/td>\n4.52 %<\/td>\n98,945<\/td>\n15.88<\/td>\n22<\/td>\n0.0613 %<\/td>\n2,058.9<\/td>\n<\/tr>\n<\/table>\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
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-16.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-4.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.54
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 10.03
\nEvaluated at bid price : 10.03
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 16.33
\nEvaluated at bid price : 16.33
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n3.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n7.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 4.14 %<\/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
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n109,260<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n58,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n26,765<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.38
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n24,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n24,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-09-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 1.45 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n22,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
There were 10 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.L<\/td>\nFixedReset Disc<\/td>\nQuote: 19.74 – 23.73
\nSpot Rate : 3.9900
\nAverage : 2.1441<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.72 – 20.05
\nSpot Rate : 1.3300
\nAverage : 0.9098<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.40 – 27.00
\nSpot Rate : 1.6000
\nAverage : 1.3128<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.30 – 19.82
\nSpot Rate : 0.5200
\nAverage : 0.3434<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 16.92 – 17.40
\nSpot Rate : 0.4800
\nAverage : 0.3333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 16.92
\nEvaluated at bid price : 16.92
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.55 – 19.97
\nSpot Rate : 0.4200
\nAverage : 0.3159<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-13
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 4.39 %<\/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-41239","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41239","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=41239"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41239\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41239"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41239"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41239"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}