{"id":41361,"date":"2020-09-15T21:09:59","date_gmt":"2020-09-16T02:09:59","guid":{"rendered":"http:\/\/prefblog.com\/?p=41361"},"modified":"2020-09-15T21:09:59","modified_gmt":"2020-09-16T02:09:59","slug":"september-15-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41361","title":{"rendered":"September 15, 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>\n0.5556 %<\/td>\n1,676.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5556 %<\/td>\n3,076.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.08 %<\/td>\n5.08 %<\/td>\n58,829<\/td>\n15.39<\/td>\n3<\/td>\n0.5556 %<\/td>\n1,772.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2591 %<\/td>\n3,540.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.38 %<\/td>\n41,530<\/td>\n3.65<\/td>\n7<\/td>\n-0.2591 %<\/td>\n4,228.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2591 %<\/td>\n3,299.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.90 %<\/td>\n78,510<\/td>\n6.83<\/td>\n17<\/td>\n-0.0443 %<\/td>\n3,116.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.24 %<\/td>\n5.31 %<\/td>\n94,874<\/td>\n14.91<\/td>\n17<\/td>\n-0.0893 %<\/td>\n3,497.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.44 %<\/td>\n4.19 %<\/td>\n126,373<\/td>\n16.38<\/td>\n68<\/td>\n0.1969 %<\/td>\n2,101.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n4.88 %<\/td>\n114,830<\/td>\n15.14<\/td>\n27<\/td>\n-0.0320 %<\/td>\n3,443.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n2.37 %<\/td>\n51,552<\/td>\n1.35<\/td>\n3<\/td>\n0.6995 %<\/td>\n1,799.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.27 %<\/td>\n4.60 %<\/td>\n252,705<\/td>\n0.91<\/td>\n11<\/td>\n0.0756 %<\/td>\n2,612.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.43 %<\/td>\n129,283<\/td>\n1.35<\/td>\n2<\/td>\n0.1011 %<\/td>\n2,835.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.74 %<\/td>\n4.49 %<\/td>\n86,789<\/td>\n16.04<\/td>\n22<\/td>\n0.0449 %<\/td>\n2,102.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 11.79
\nEvaluated at bid price : 11.79
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 13.02
\nEvaluated at bid price : 13.02
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 8.91
\nEvaluated at bid price : 8.91
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 16.12
\nEvaluated at bid price : 16.12
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 10.30
\nEvaluated at bid price : 10.30
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 9.55
\nEvaluated at bid price : 9.55
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n7.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 15.33
\nEvaluated at bid price : 15.33
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n11.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 5.28 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n130,813<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n72,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.76
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n53,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n52,252<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n44,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n41,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 24.05
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
There were 17 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.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 20.89
\nSpot Rate : 0.8900
\nAverage : 0.5412<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

TD.PF.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.25 – 25.99
\nSpot Rate : 0.7400
\nAverage : 0.4325<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.15 – 19.20
\nSpot Rate : 1.0500
\nAverage : 0.7805<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.40 – 18.96
\nSpot Rate : 0.5600
\nAverage : 0.3672<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 10.06 – 11.04
\nSpot Rate : 0.9800
\nAverage : 0.8225<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 10.06
\nEvaluated at bid price : 10.06
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.12 – 16.81
\nSpot Rate : 0.6900
\nAverage : 0.5433<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-15
\nMaturity Price : 16.12
\nEvaluated at bid price : 16.12
\nBid-YTW : 4.62 %<\/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-41361","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41361","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=41361"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41361\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41361"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41361"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41361"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}