{"id":41482,"date":"2020-10-15T23:23:05","date_gmt":"2020-10-16T04:23:05","guid":{"rendered":"http:\/\/prefblog.com\/?p=41482"},"modified":"2020-10-15T23:23:05","modified_gmt":"2020-10-16T04:23:05","slug":"october-15-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41482","title":{"rendered":"October 15, 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-0.3232 %<\/td>\n1,632.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3232 %<\/td>\n2,994.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.26 %<\/td>\n42,687<\/td>\n15.08<\/td>\n3<\/td>\n-0.3232 %<\/td>\n1,725.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,530.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.69 %<\/td>\n51,234<\/td>\n3.57<\/td>\n8<\/td>\n-0.0347 %<\/td>\n4,216.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,289.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-6.08 %<\/td>\n93,657<\/td>\n0.09<\/td>\n17<\/td>\n-0.0092 %<\/td>\n3,196.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.07 %<\/td>\n88,138<\/td>\n15.32<\/td>\n17<\/td>\n-0.0584 %<\/td>\n3,610.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.44 %<\/td>\n4.15 %<\/td>\n124,718<\/td>\n16.58<\/td>\n65<\/td>\n0.7071 %<\/td>\n2,123.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n4.84 %<\/td>\n114,898<\/td>\n15.18<\/td>\n22<\/td>\n0.1626 %<\/td>\n3,504.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.76 %<\/td>\n40,985<\/td>\n1.28<\/td>\n3<\/td>\n-0.0337 %<\/td>\n1,793.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.21 %<\/td>\n3.22 %<\/td>\n258,968<\/td>\n0.82<\/td>\n14<\/td>\n0.1835 %<\/td>\n2,643.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.37 %<\/td>\n111,947<\/td>\n1.27<\/td>\n2<\/td>\n-0.1809 %<\/td>\n2,851.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.50 %<\/td>\n4.24 %<\/td>\n75,485<\/td>\n16.46<\/td>\n22<\/td>\n0.2385 %<\/td>\n2,197.3<\/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
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 8.41
\nEvaluated at bid price : 8.41
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 15.57
\nEvaluated at bid price : 15.57
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 12.68
\nEvaluated at bid price : 12.68
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 24.39
\nEvaluated at bid price : 24.71
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.66
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 11.12
\nEvaluated at bid price : 11.12
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n7.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n56.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.05 %<\/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
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n222,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n151,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-24
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.36
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n128,386<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n106,835<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n86,943<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.11
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n82,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
There were 19 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
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 19.15 – 20.50
\nSpot Rate : 1.3500
\nAverage : 0.9838<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.50 – 20.16
\nSpot Rate : 0.6600
\nAverage : 0.5241<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 16.56 – 16.99
\nSpot Rate : 0.4300
\nAverage : 0.2952<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.31 – 25.70
\nSpot Rate : 0.3900
\nAverage : 0.2696<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : -9.20 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 18.38 – 18.66
\nSpot Rate : 0.2800
\nAverage : 0.1711<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 18.38
\nEvaluated at bid price : 18.38
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.35 – 23.75
\nSpot Rate : 0.4000
\nAverage : 0.2946<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-15
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 4.85 %<\/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-41482","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41482","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=41482"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41482\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41482"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41482"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41482"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}