{"id":41484,"date":"2020-10-16T23:12:19","date_gmt":"2020-10-17T04:12:19","guid":{"rendered":"http:\/\/prefblog.com\/?p=41484"},"modified":"2020-10-16T23:12:19","modified_gmt":"2020-10-17T04:12:19","slug":"october-16-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41484","title":{"rendered":"October 16, 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>\n0.0000 %<\/td>\n1,632.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,994.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.27 %<\/td>\n42,068<\/td>\n15.05<\/td>\n3<\/td>\n0.0000 %<\/td>\n1,725.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0744 %<\/td>\n3,533.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.69 %<\/td>\n49,217<\/td>\n3.57<\/td>\n8<\/td>\n0.0744 %<\/td>\n4,219.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0744 %<\/td>\n3,292.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-6.96 %<\/td>\n96,893<\/td>\n0.09<\/td>\n17<\/td>\n0.0390 %<\/td>\n3,197.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n5.04 %<\/td>\n89,940<\/td>\n15.34<\/td>\n17<\/td>\n0.1046 %<\/td>\n3,614.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n4.16 %<\/td>\n126,875<\/td>\n16.55<\/td>\n65<\/td>\n0.1877 %<\/td>\n2,127.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.06 %<\/td>\n4.83 %<\/td>\n116,705<\/td>\n15.18<\/td>\n22<\/td>\n0.0277 %<\/td>\n3,505.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.76 %<\/td>\n41,522<\/td>\n1.28<\/td>\n3<\/td>\n0.0505 %<\/td>\n1,794.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.22 %<\/td>\n3.48 %<\/td>\n267,486<\/td>\n0.81<\/td>\n14<\/td>\n-0.0395 %<\/td>\n2,642.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.25 %<\/td>\n118,452<\/td>\n1.27<\/td>\n2<\/td>\n0.1813 %<\/td>\n2,856.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.49 %<\/td>\n4.24 %<\/td>\n77,765<\/td>\n16.49<\/td>\n22<\/td>\n0.1823 %<\/td>\n2,201.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 8.70
\nEvaluated at bid price : 8.70
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 12.36
\nEvaluated at bid price : 12.36
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 10.94
\nEvaluated at bid price : 10.94
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 8.50
\nEvaluated at bid price : 8.50
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 11.91
\nEvaluated at bid price : 11.91
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 15.93
\nEvaluated at bid price : 15.93
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.18 %<\/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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n240,360<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n210,052<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 10.16
\nEvaluated at bid price : 10.16
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n155,648<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -9.47 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset Disc<\/td>\n136,258<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 23.81
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n107,309<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.97
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n101,586<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
There were 81 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.06 – 16.00
\nSpot Rate : 0.9400
\nAverage : 0.5819<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.02 – 24.86
\nSpot Rate : 0.8400
\nAverage : 0.5201<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 17.85 – 18.49
\nSpot Rate : 0.6400
\nAverage : 0.3914<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.30 – 25.93
\nSpot Rate : 0.6300
\nAverage : 0.4038<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -6.17 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 20.63
\nSpot Rate : 0.6300
\nAverage : 0.4270<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.03 – 19.70
\nSpot Rate : 0.6700
\nAverage : 0.4700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-16
\nMaturity Price : 19.03
\nEvaluated at bid price : 19.03
\nBid-YTW : 4.26 %<\/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-41484","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41484","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=41484"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41484\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41484"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41484"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41484"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}