{"id":41374,"date":"2020-09-17T18:22:14","date_gmt":"2020-09-17T23:22:14","guid":{"rendered":"http:\/\/prefblog.com\/?p=41374"},"modified":"2020-09-17T18:22:14","modified_gmt":"2020-09-17T23:22:14","slug":"september-17-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41374","title":{"rendered":"September 17, 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-0.6369 %<\/td>\n1,651.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6369 %<\/td>\n3,029.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.15 %<\/td>\n5.17 %<\/td>\n59,168<\/td>\n15.24<\/td>\n3<\/td>\n-0.6369 %<\/td>\n1,746.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n3,540.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.35 %<\/td>\n44,636<\/td>\n3.65<\/td>\n7<\/td>\n0.1188 %<\/td>\n4,227.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n3,298.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n5.18 %<\/td>\n79,843<\/td>\n14.13<\/td>\n17<\/td>\n0.0210 %<\/td>\n3,121.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.22 %<\/td>\n5.28 %<\/td>\n94,043<\/td>\n14.95<\/td>\n17<\/td>\n0.1611 %<\/td>\n3,509.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n4.24 %<\/td>\n123,065<\/td>\n16.38<\/td>\n68<\/td>\n-0.1168 %<\/td>\n2,103.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n4.87 %<\/td>\n113,149<\/td>\n15.15<\/td>\n27<\/td>\n0.1535 %<\/td>\n3,453.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n2.47 %<\/td>\n48,976<\/td>\n1.35<\/td>\n3<\/td>\n-0.1343 %<\/td>\n1,799.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.46 %<\/td>\n255,258<\/td>\n0.88<\/td>\n11<\/td>\n-0.0287 %<\/td>\n2,616.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.38 %<\/td>\n125,525<\/td>\n1.35<\/td>\n2<\/td>\n0.1412 %<\/td>\n2,842.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.74 %<\/td>\n4.44 %<\/td>\n89,960<\/td>\n16.20<\/td>\n22<\/td>\n-0.1345 %<\/td>\n2,106.6<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.30
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 23.38
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 10.25
\nEvaluated at bid price : 10.25
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 8.81
\nEvaluated at bid price : 8.81
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.31
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.74
\nEvaluated at bid price : 17.74
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 10.10
\nEvaluated at bid price : 10.10
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 24.49
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Premium<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 11.21
\nEvaluated at bid price : 11.21
\nBid-YTW : 4.96 %<\/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
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n70,617<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n63,478<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n51,552<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.74
\nEvaluated at bid price : 17.74
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n41,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n28,150<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n27,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
There were 29 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
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.76 – 20.87
\nSpot Rate : 2.1100
\nAverage : 1.1653<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.02 – 20.00
\nSpot Rate : 1.9800
\nAverage : 1.3195<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 12.01 – 12.95
\nSpot Rate : 0.9400
\nAverage : 0.5694<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.39 – 27.00
\nSpot Rate : 1.6100
\nAverage : 1.3021<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 15.35 – 16.00
\nSpot Rate : 0.6500
\nAverage : 0.4297<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.05 – 20.00
\nSpot Rate : 0.9500
\nAverage : 0.7518<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-17
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.40 %<\/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-41374","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41374","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=41374"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41374\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41374"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41374"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41374"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}