{"id":41260,"date":"2020-08-19T20:54:31","date_gmt":"2020-08-20T01:54:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=41260"},"modified":"2020-08-19T20:54:31","modified_gmt":"2020-08-20T01:54:31","slug":"august-19-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41260","title":{"rendered":"August 19, 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-0.0408 %<\/td>\n1,591.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0408 %<\/td>\n2,920.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.25 %<\/td>\n5.32 %<\/td>\n62,386<\/td>\n14.90<\/td>\n3<\/td>\n-0.0408 %<\/td>\n1,682.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0099 %<\/td>\n3,512.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.30 %<\/td>\n40,676<\/td>\n3.24<\/td>\n8<\/td>\n0.0099 %<\/td>\n4,194.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0099 %<\/td>\n3,272.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.55 %<\/td>\n4.69 %<\/td>\n84,896<\/td>\n4.01<\/td>\n4<\/td>\n0.0695 %<\/td>\n3,096.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.43 %<\/td>\n5.64 %<\/td>\n80,456<\/td>\n14.38<\/td>\n31<\/td>\n0.0699 %<\/td>\n3,361.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n4.39 %<\/td>\n129,774<\/td>\n16.07<\/td>\n67<\/td>\n1.0582 %<\/td>\n2,053.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.30 %<\/td>\n93,343<\/td>\n14.59<\/td>\n27<\/td>\n0.0915 %<\/td>\n3,295.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n2.12 %<\/td>\n43,071<\/td>\n1.43<\/td>\n3<\/td>\n0.6795 %<\/td>\n1,775.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.22 %<\/td>\n227,756<\/td>\n0.90<\/td>\n11<\/td>\n0.0792 %<\/td>\n2,615.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n2.54 %<\/td>\n111,280<\/td>\n1.42<\/td>\n2<\/td>\n-0.5242 %<\/td>\n2,826.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.83 %<\/td>\n4.62 %<\/td>\n88,405<\/td>\n15.80<\/td>\n22<\/td>\n0.4094 %<\/td>\n2,061.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 15.43
\nEvaluated at bid price : 15.43
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 9.60
\nEvaluated at bid price : 9.60
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.69
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 11.05
\nEvaluated at bid price : 11.05
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 8.90
\nEvaluated at bid price : 8.90
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 15.97
\nEvaluated at bid price : 15.97
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 18.83
\nEvaluated at bid price : 18.83
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 9.80
\nEvaluated at bid price : 9.80
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 10.21
\nEvaluated at bid price : 10.21
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n23.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n54.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\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
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n225,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.01
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n118,570<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n85,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n84,302<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 24.57
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n58,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.71
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n48,063<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-09-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 1.76 %<\/td>\n<\/tr>\n
There were 28 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.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.72 – 20.21
\nSpot Rate : 1.4900
\nAverage : 1.0281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 11.05 – 12.50
\nSpot Rate : 1.4500
\nAverage : 1.0459<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 11.05
\nEvaluated at bid price : 11.05
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.61 – 27.00
\nSpot Rate : 1.3900
\nAverage : 1.1216<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.69 – 24.48
\nSpot Rate : 0.7900
\nAverage : 0.6088<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-19
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.69
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 24.56 – 24.93
\nSpot Rate : 0.3700
\nAverage : 0.2791<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.55 – 24.85
\nSpot Rate : 0.3000
\nAverage : 0.2186<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 2.99 %<\/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-41260","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41260","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=41260"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41260\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41260"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41260"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41260"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}