{"id":41476,"date":"2020-10-13T23:10:27","date_gmt":"2020-10-14T04:10:27","guid":{"rendered":"http:\/\/prefblog.com\/?p=41476"},"modified":"2020-10-13T23:10:27","modified_gmt":"2020-10-14T04:10:27","slug":"october-14-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41476","title":{"rendered":"October 13, 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-0.3217 %<\/td>\n1,639.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3217 %<\/td>\n3,009.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.19 %<\/td>\n5.23 %<\/td>\n46,271<\/td>\n15.12<\/td>\n3<\/td>\n-0.3217 %<\/td>\n1,734.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2783 %<\/td>\n3,532.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.60 %<\/td>\n53,688<\/td>\n3.58<\/td>\n8<\/td>\n0.2783 %<\/td>\n4,218.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2783 %<\/td>\n3,291.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-3.70 %<\/td>\n90,872<\/td>\n0.09<\/td>\n17<\/td>\n0.0964 %<\/td>\n3,197.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.07 %<\/td>\n92,164<\/td>\n15.17<\/td>\n17<\/td>\n-0.4193 %<\/td>\n3,608.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n4.18 %<\/td>\n124,275<\/td>\n16.53<\/td>\n65<\/td>\n-0.2354 %<\/td>\n2,111.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.08 %<\/td>\n4.83 %<\/td>\n106,494<\/td>\n15.13<\/td>\n22<\/td>\n-0.5154 %<\/td>\n3,493.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.71 %<\/td>\n42,912<\/td>\n1.28<\/td>\n3<\/td>\n-0.0336 %<\/td>\n1,798.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.21 %<\/td>\n3.27 %<\/td>\n262,056<\/td>\n0.82<\/td>\n14<\/td>\n0.1608 %<\/td>\n2,645.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.24 %<\/td>\n112,713<\/td>\n1.28<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,856.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.47 %<\/td>\n4.23 %<\/td>\n78,435<\/td>\n16.47<\/td>\n22<\/td>\n0.6569 %<\/td>\n2,207.3<\/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-35.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-6.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.21
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.43
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 8.40
\nEvaluated at bid price : 8.40
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.48
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.68
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 10.90
\nEvaluated at bid price : 10.90
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 18.23
\nEvaluated at bid price : 18.23
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 11.99
\nEvaluated at bid price : 11.99
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 10.80
\nEvaluated at bid price : 10.80
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 20.08
\nEvaluated at bid price : 20.08
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n6.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 5.57 %<\/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
PVS.PR.I<\/td>\nSplitShare<\/td>\n42,275<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n31,650<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n28,225<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n23,278<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 11.13
\nEvaluated at bid price : 11.13
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n21,905<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n21,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -10.02 %<\/td>\n<\/tr>\n
There were 7 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 – 18.95
\nSpot Rate : 6.9700
\nAverage : 3.8051<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.53 – 25.25
\nSpot Rate : 1.7200
\nAverage : 1.0009<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.23
\nEvaluated at bid price : 23.53
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.21 – 23.65
\nSpot Rate : 1.4400
\nAverage : 0.7927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.21
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.03 – 24.96
\nSpot Rate : 0.9300
\nAverage : 0.5297<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 11.99 – 12.95
\nSpot Rate : 0.9600
\nAverage : 0.5605<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 11.99
\nEvaluated at bid price : 11.99
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 17.50 – 18.30
\nSpot Rate : 0.8000
\nAverage : 0.5417<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-13
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 5.16 %<\/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-41476","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41476","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=41476"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41476\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41476"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41476"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41476"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}