{"id":41376,"date":"2020-09-18T18:18:34","date_gmt":"2020-09-18T23:18:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=41376"},"modified":"2020-09-18T18:18:34","modified_gmt":"2020-09-18T23:18:34","slug":"september-18-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41376","title":{"rendered":"September 18, 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>\n0.2003 %<\/td>\n1,654.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2003 %<\/td>\n3,035.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.14 %<\/td>\n5.15 %<\/td>\n56,895<\/td>\n15.26<\/td>\n3<\/td>\n0.2003 %<\/td>\n1,749.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0621 %<\/td>\n3,542.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.34 %<\/td>\n42,975<\/td>\n3.65<\/td>\n7<\/td>\n0.0621 %<\/td>\n4,230.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0621 %<\/td>\n3,300.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.88 %<\/td>\n81,346<\/td>\n3.93<\/td>\n17<\/td>\n0.0419 %<\/td>\n3,122.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.22 %<\/td>\n5.29 %<\/td>\n94,060<\/td>\n14.95<\/td>\n17<\/td>\n0.0817 %<\/td>\n3,512.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n4.22 %<\/td>\n125,019<\/td>\n16.32<\/td>\n68<\/td>\n-0.2429 %<\/td>\n2,098.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.89 %<\/td>\n113,074<\/td>\n15.14<\/td>\n27<\/td>\n-0.1730 %<\/td>\n3,447.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n2.18 %<\/td>\n47,049<\/td>\n1.35<\/td>\n3<\/td>\n0.6498 %<\/td>\n1,811.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.46 %<\/td>\n253,884<\/td>\n0.82<\/td>\n11<\/td>\n0.0431 %<\/td>\n2,617.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.44 %<\/td>\n127,864<\/td>\n1.34<\/td>\n2<\/td>\n-0.0403 %<\/td>\n2,841.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.70 %<\/td>\n4.42 %<\/td>\n86,707<\/td>\n16.26<\/td>\n22<\/td>\n0.6073 %<\/td>\n2,119.4<\/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.D<\/td>\nFixedReset Disc<\/td>\n-4.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 11.05
\nEvaluated at bid price : 11.05
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 10.44
\nEvaluated at bid price : 10.44
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n5.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 10.61
\nEvaluated at bid price : 10.61
\nBid-YTW : 4.22 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n98,062<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n78,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 23.93
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n78,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n61,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n53,888<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n52,425<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-10-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
There were 13 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.50 – 26.50
\nSpot Rate : 1.0000
\nAverage : 0.6342<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 20.00
\nSpot Rate : 1.0000
\nAverage : 0.7336<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 17.13 – 17.90
\nSpot Rate : 0.7700
\nAverage : 0.6169<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.80 – 15.20
\nSpot Rate : 0.4000
\nAverage : 0.3013<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.61 – 24.15
\nSpot Rate : 0.5400
\nAverage : 0.4465<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.61
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 10.01 – 10.27
\nSpot Rate : 0.2600
\nAverage : 0.1801<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-18
\nMaturity Price : 10.01
\nEvaluated at bid price : 10.01
\nBid-YTW : 4.18 %<\/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-41376","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41376","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=41376"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41376\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41376"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41376"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41376"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}