{"id":41262,"date":"2020-08-21T20:06:38","date_gmt":"2020-08-22T01:06:38","guid":{"rendered":"http:\/\/prefblog.com\/?p=41262"},"modified":"2020-08-21T20:06:38","modified_gmt":"2020-08-22T01:06:38","slug":"august-21-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41262","title":{"rendered":"August 21, 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>\n0.0000 %<\/td>\n1,595.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,927.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.24 %<\/td>\n5.32 %<\/td>\n59,309<\/td>\n14.90<\/td>\n3<\/td>\n0.0000 %<\/td>\n1,686.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2682 %<\/td>\n3,511.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.24 %<\/td>\n39,835<\/td>\n3.27<\/td>\n8<\/td>\n-0.2682 %<\/td>\n4,193.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2682 %<\/td>\n3,271.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n4.67 %<\/td>\n81,986<\/td>\n4.01<\/td>\n4<\/td>\n0.0298 %<\/td>\n3,096.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.59 %<\/td>\n78,773<\/td>\n14.39<\/td>\n31<\/td>\n0.1205 %<\/td>\n3,365.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n4.36 %<\/td>\n123,913<\/td>\n16.08<\/td>\n67<\/td>\n0.2549 %<\/td>\n2,058.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.20 %<\/td>\n5.30 %<\/td>\n92,690<\/td>\n14.62<\/td>\n27<\/td>\n0.0031 %<\/td>\n3,300.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n2.13 %<\/td>\n39,760<\/td>\n1.42<\/td>\n3<\/td>\n0.0225 %<\/td>\n1,774.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.39 %<\/td>\n221,622<\/td>\n0.90<\/td>\n11<\/td>\n-0.1474 %<\/td>\n2,610.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n2.38 %<\/td>\n111,296<\/td>\n1.42<\/td>\n2<\/td>\n-0.6263 %<\/td>\n2,817.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.85 %<\/td>\n4.67 %<\/td>\n87,242<\/td>\n15.79<\/td>\n22<\/td>\n-0.0699 %<\/td>\n2,054.3<\/td>\n<\/tr>\n<\/table>\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.D<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 23.81
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
EIT.PR.B<\/td>\nSplitShare<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 9.81
\nEvaluated at bid price : 9.81
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.34
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 17.53
\nEvaluated at bid price : 17.53
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n7.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.11 %<\/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
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n57,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n41,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.15
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n37,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n34,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 24.87
\nEvaluated at bid price : 25.18
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n30,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n21,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 18.46
\nEvaluated at bid price : 18.46
\nBid-YTW : 4.36 %<\/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.D<\/td>\nFixedReset Disc<\/td>\nQuote: 18.77 – 19.69
\nSpot Rate : 0.9200
\nAverage : 0.6175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 12.19 – 12.59
\nSpot Rate : 0.4000
\nAverage : 0.2558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 17.65 – 18.08
\nSpot Rate : 0.4300
\nAverage : 0.2963<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\nQuote: 24.34 – 24.80
\nSpot Rate : 0.4600
\nAverage : 0.3277<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.34
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 25.00 – 25.34
\nSpot Rate : 0.3400
\nAverage : 0.2122<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-21
\nMaturity Price : 23.29
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.40 – 27.00
\nSpot Rate : 1.6000
\nAverage : 1.4911<\/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 : 4.24 %<\/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-41262","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41262","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=41262"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41262\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41262"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41262"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41262"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}