{"id":41396,"date":"2020-09-24T23:08:21","date_gmt":"2020-09-25T04:08:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=41396"},"modified":"2020-09-24T23:08:21","modified_gmt":"2020-09-25T04:08:21","slug":"september-24-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41396","title":{"rendered":"September 24, 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-0.3650 %<\/td>\n1,625.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3650 %<\/td>\n2,982.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.24 %<\/td>\n5.25 %<\/td>\n54,953<\/td>\n15.08<\/td>\n3<\/td>\n-0.3650 %<\/td>\n1,718.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0622 %<\/td>\n3,533.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.60 %<\/td>\n42,166<\/td>\n3.63<\/td>\n7<\/td>\n-0.0622 %<\/td>\n4,220.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0622 %<\/td>\n3,292.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.69 %<\/td>\n78,734<\/td>\n3.74<\/td>\n17<\/td>\n0.2263 %<\/td>\n3,130.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.31 %<\/td>\n92,404<\/td>\n14.90<\/td>\n17<\/td>\n0.0966 %<\/td>\n3,513.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n4.31 %<\/td>\n122,629<\/td>\n16.26<\/td>\n68<\/td>\n-0.5786 %<\/td>\n2,065.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n4.90 %<\/td>\n115,601<\/td>\n15.10<\/td>\n27<\/td>\n-0.0425 %<\/td>\n3,453.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n2.44 %<\/td>\n45,066<\/td>\n1.33<\/td>\n3<\/td>\n0.2484 %<\/td>\n1,790.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.45 %<\/td>\n248,102<\/td>\n0.89<\/td>\n11<\/td>\n-0.0144 %<\/td>\n2,617.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.50 %<\/td>\n119,803<\/td>\n1.33<\/td>\n2<\/td>\n-0.2219 %<\/td>\n2,833.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.71 %<\/td>\n4.40 %<\/td>\n81,422<\/td>\n16.05<\/td>\n22<\/td>\n0.1342 %<\/td>\n2,116.0<\/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
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-22.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 19.77
\nEvaluated at bid price : 19.77
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 11.61
\nEvaluated at bid price : 11.61
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 10.88
\nEvaluated at bid price : 10.88
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 10.20
\nEvaluated at bid price : 10.20
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 8.95
\nEvaluated at bid price : 8.95
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.64
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.58 %<\/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
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n101,481<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.44
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n75,834<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.47
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n55,780<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.26
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n54,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n48,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n28,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
There were 26 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: 15.02 – 19.75
\nSpot Rate : 4.7300
\nAverage : 2.6780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.60 – 18.00
\nSpot Rate : 2.4000
\nAverage : 1.3383<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.15 – 23.99
\nSpot Rate : 7.8400
\nAverage : 6.9124<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.36 – 17.25
\nSpot Rate : 0.8900
\nAverage : 0.5607<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.90 – 19.27
\nSpot Rate : 1.3700
\nAverage : 1.1253<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 14.26 – 15.40
\nSpot Rate : 1.1400
\nAverage : 0.9106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-24
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 5.87 %<\/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-41396","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41396","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=41396"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41396\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41396"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41396"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41396"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}