{"id":41399,"date":"2020-09-25T19:43:02","date_gmt":"2020-09-26T00:43:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=41399"},"modified":"2020-09-25T19:43:02","modified_gmt":"2020-09-26T00:43:02","slug":"september-25-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41399","title":{"rendered":"September 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>\n0.1628 %<\/td>\n1,628.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1628 %<\/td>\n2,987.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.23 %<\/td>\n5.24 %<\/td>\n55,152<\/td>\n15.09<\/td>\n3<\/td>\n0.1628 %<\/td>\n1,721.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4753 %<\/td>\n3,517.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.76 %<\/td>\n45,004<\/td>\n3.62<\/td>\n7<\/td>\n-0.4753 %<\/td>\n4,200.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4753 %<\/td>\n3,277.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.88 %<\/td>\n78,093<\/td>\n3.92<\/td>\n17<\/td>\n-0.1071 %<\/td>\n3,126.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.31 %<\/td>\n92,287<\/td>\n14.86<\/td>\n17<\/td>\n-0.1386 %<\/td>\n3,508.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n4.38 %<\/td>\n122,724<\/td>\n16.31<\/td>\n68<\/td>\n-0.8585 %<\/td>\n2,047.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.91 %<\/td>\n116,036<\/td>\n15.13<\/td>\n27<\/td>\n-0.1898 %<\/td>\n3,446.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n2.44 %<\/td>\n45,890<\/td>\n1.33<\/td>\n3<\/td>\n-0.1126 %<\/td>\n1,788.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.51 %<\/td>\n246,113<\/td>\n0.88<\/td>\n11<\/td>\n0.0539 %<\/td>\n2,618.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.20 %<\/td>\n124,092<\/td>\n1.32<\/td>\n2<\/td>\n0.2628 %<\/td>\n2,841.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.71 %<\/td>\n4.40 %<\/td>\n82,093<\/td>\n16.07<\/td>\n22<\/td>\n-0.0473 %<\/td>\n2,115.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-37.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 8.77
\nEvaluated at bid price : 8.77
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.64
\nEvaluated at bid price : 16.64
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 10.03
\nEvaluated at bid price : 10.03
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 12.37
\nEvaluated at bid price : 12.37
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.69
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 24.51
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.58
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.88
\nEvaluated at bid price : 16.88
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 8.66
\nEvaluated at bid price : 8.66
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.08
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 1.86 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.06
\nEvaluated at bid price : 16.06
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 5.33 %<\/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.M<\/td>\nFixedReset Disc<\/td>\n57,727<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n52,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.58
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n28,641<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.74
\nEvaluated at bid price : 17.74
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n25,650<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n24,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n23,724<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
There were 24 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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 11.98 – 19.17
\nSpot Rate : 7.1900
\nAverage : 3.8806<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 15.02 – 19.30
\nSpot Rate : 4.2800
\nAverage : 3.5158<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.20 – 23.99
\nSpot Rate : 7.7900
\nAverage : 7.3714<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 16.64 – 17.50
\nSpot Rate : 0.8600
\nAverage : 0.5110<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 16.64
\nEvaluated at bid price : 16.64
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 22.20 – 22.91
\nSpot Rate : 0.7100
\nAverage : 0.4725<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 24.05 – 24.79
\nSpot Rate : 0.7400
\nAverage : 0.5575<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-25
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.70 %<\/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-41399","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41399","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=41399"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41399\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41399"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41399"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41399"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}