{"id":41256,"date":"2020-08-18T20:32:17","date_gmt":"2020-08-19T01:32:17","guid":{"rendered":"http:\/\/prefblog.com\/?p=41256"},"modified":"2020-08-18T20:32:17","modified_gmt":"2020-08-19T01:32:17","slug":"august-18-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41256","title":{"rendered":"August 18, 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-1.4865 %<\/td>\n1,592.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4865 %<\/td>\n2,921.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.25 %<\/td>\n5.31 %<\/td>\n63,258<\/td>\n14.91<\/td>\n3<\/td>\n-1.4865 %<\/td>\n1,683.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1678 %<\/td>\n3,511.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.30 %<\/td>\n42,338<\/td>\n3.24<\/td>\n8<\/td>\n0.1678 %<\/td>\n4,193.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1678 %<\/td>\n3,272.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n4.72 %<\/td>\n87,932<\/td>\n4.02<\/td>\n4<\/td>\n0.0199 %<\/td>\n3,094.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.43 %<\/td>\n5.65 %<\/td>\n78,074<\/td>\n14.36<\/td>\n31<\/td>\n-0.0192 %<\/td>\n3,359.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.64 %<\/td>\n4.44 %<\/td>\n123,949<\/td>\n15.96<\/td>\n67<\/td>\n-0.0416 %<\/td>\n2,031.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.22 %<\/td>\n5.32 %<\/td>\n94,725<\/td>\n14.59<\/td>\n27<\/td>\n0.0394 %<\/td>\n3,292.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.92 %<\/td>\n2.26 %<\/td>\n39,864<\/td>\n1.43<\/td>\n3<\/td>\n0.0907 %<\/td>\n1,763.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.21 %<\/td>\n230,557<\/td>\n0.91<\/td>\n11<\/td>\n-0.1509 %<\/td>\n2,612.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.45 %<\/td>\n106,465<\/td>\n1.43<\/td>\n2<\/td>\n-0.1610 %<\/td>\n2,841.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.85 %<\/td>\n4.66 %<\/td>\n89,488<\/td>\n15.80<\/td>\n22<\/td>\n0.1997 %<\/td>\n2,052.7<\/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
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-19.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 9.62
\nEvaluated at bid price : 9.62
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 9.73
\nEvaluated at bid price : 9.73
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 8.15
\nEvaluated at bid price : 8.15
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 8.18
\nEvaluated at bid price : 8.18
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 9.91
\nEvaluated at bid price : 9.91
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 8.55
\nEvaluated at bid price : 8.55
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n6.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.73 %<\/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
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n165,181<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n155,139<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n103,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n103,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n66,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n34,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
There were 13 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: 19.00 – 23.81
\nSpot Rate : 4.8100
\nAverage : 2.7886<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 11.98 – 18.83
\nSpot Rate : 6.8500
\nAverage : 6.1464<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.20 – 23.10
\nSpot Rate : 0.9000
\nAverage : 0.5013<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 12.99 – 13.47
\nSpot Rate : 0.4800
\nAverage : 0.2804<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 9.62 – 10.16
\nSpot Rate : 0.5400
\nAverage : 0.3750<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 9.62
\nEvaluated at bid price : 9.62
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

BMO.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.10 – 20.48
\nSpot Rate : 0.3800
\nAverage : 0.2296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-18
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.24 %<\/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-41256","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41256","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=41256"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41256\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41256"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41256"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41256"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}