{"id":41274,"date":"2020-08-26T00:56:02","date_gmt":"2020-08-26T05:56:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=41274"},"modified":"2020-08-26T00:56:02","modified_gmt":"2020-08-26T05:56:02","slug":"august-25-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41274","title":{"rendered":"August 25, 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>\n0.5257 %<\/td>\n1,614.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5257 %<\/td>\n2,961.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.17 %<\/td>\n5.25 %<\/td>\n58,793<\/td>\n15.01<\/td>\n3<\/td>\n0.5257 %<\/td>\n1,706.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0695 %<\/td>\n3,522.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.41 %<\/td>\n39,908<\/td>\n3.26<\/td>\n8<\/td>\n-0.0695 %<\/td>\n4,206.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0695 %<\/td>\n3,282.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.54 %<\/td>\n4.68 %<\/td>\n87,225<\/td>\n4.00<\/td>\n4<\/td>\n0.1587 %<\/td>\n3,102.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.54 %<\/td>\n78,554<\/td>\n14.41<\/td>\n31<\/td>\n0.1666 %<\/td>\n3,376.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n4.27 %<\/td>\n121,665<\/td>\n16.20<\/td>\n67<\/td>\n0.6427 %<\/td>\n2,076.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.18 %<\/td>\n5.25 %<\/td>\n91,623<\/td>\n14.67<\/td>\n27<\/td>\n0.4671 %<\/td>\n3,321.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n2.05 %<\/td>\n38,431<\/td>\n1.41<\/td>\n3<\/td>\n0.7609 %<\/td>\n1,798.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.25 %<\/td>\n4.04 %<\/td>\n238,830<\/td>\n0.89<\/td>\n11<\/td>\n0.2156 %<\/td>\n2,621.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.96 %<\/td>\n2.31 %<\/td>\n118,534<\/td>\n1.41<\/td>\n2<\/td>\n0.6721 %<\/td>\n2,831.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.75 %<\/td>\n4.48 %<\/td>\n85,276<\/td>\n15.99<\/td>\n22<\/td>\n1.1500 %<\/td>\n2,090.7<\/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\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
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.13
\nEvaluated at bid price : 18.13
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 19.79
\nEvaluated at bid price : 19.79
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.28
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.39
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 10.25
\nEvaluated at bid price : 10.25
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 9.99
\nEvaluated at bid price : 9.99
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 14.31
\nEvaluated at bid price : 14.31
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 8.62
\nEvaluated at bid price : 8.62
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 9.55
\nEvaluated at bid price : 9.55
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.34 %<\/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
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n154,686<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.87
\nBid-YTW : 2.31 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n150,220<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.13
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n102,494<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n78,127<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n60,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n55,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
There were 22 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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.51 – 25.00
\nSpot Rate : 6.4900
\nAverage : 5.4452<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 16.85 – 18.00
\nSpot Rate : 1.1500
\nAverage : 0.8010<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.04 – 18.50
\nSpot Rate : 0.4600
\nAverage : 0.3335<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.25 – 23.50
\nSpot Rate : 0.2500
\nAverage : 0.1725<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 19.98 – 20.24
\nSpot Rate : 0.2600
\nAverage : 0.1887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.28 – 22.47
\nSpot Rate : 0.1900
\nAverage : 0.1329<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-08-25
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.28
\nBid-YTW : 5.21 %<\/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-41274","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41274","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=41274"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41274\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41274"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41274"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41274"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}