{"id":41488,"date":"2020-10-19T20:23:19","date_gmt":"2020-10-20T01:23:19","guid":{"rendered":"http:\/\/prefblog.com\/?p=41488"},"modified":"2020-10-19T20:23:19","modified_gmt":"2020-10-20T01:23:19","slug":"october-19-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41488","title":{"rendered":"October 19, 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>\n0.0811 %<\/td>\n1,633.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0811 %<\/td>\n2,997.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.26 %<\/td>\n41,655<\/td>\n15.06<\/td>\n3<\/td>\n0.0811 %<\/td>\n1,727.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0793 %<\/td>\n3,530.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.72 %<\/td>\n51,329<\/td>\n3.56<\/td>\n8<\/td>\n-0.0793 %<\/td>\n4,216.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0793 %<\/td>\n3,289.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-1.56 %<\/td>\n93,605<\/td>\n0.09<\/td>\n17<\/td>\n-0.1261 %<\/td>\n3,193.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.02 %<\/td>\n86,504<\/td>\n15.25<\/td>\n17<\/td>\n-0.0851 %<\/td>\n3,611.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n4.10 %<\/td>\n125,919<\/td>\n16.62<\/td>\n65<\/td>\n0.0541 %<\/td>\n2,128.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n4.86 %<\/td>\n115,587<\/td>\n15.17<\/td>\n22<\/td>\n-0.0811 %<\/td>\n3,502.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.78 %<\/td>\n41,828<\/td>\n1.27<\/td>\n3<\/td>\n-0.1010 %<\/td>\n1,792.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.21 %<\/td>\n3.50 %<\/td>\n282,659<\/td>\n0.82<\/td>\n14<\/td>\n0.0338 %<\/td>\n2,643.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.22 %<\/td>\n126,417<\/td>\n1.26<\/td>\n2<\/td>\n0.0603 %<\/td>\n2,858.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.47 %<\/td>\n4.19 %<\/td>\n76,999<\/td>\n16.63<\/td>\n22<\/td>\n0.2501 %<\/td>\n2,206.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.28
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 11.72
\nEvaluated at bid price : 11.72
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 24.14
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 13.63
\nEvaluated at bid price : 13.63
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 10.30
\nEvaluated at bid price : 10.30
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 4.14 %<\/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
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n113,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n65,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.87
\nBid-YTW : 2.15 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n41,075<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n35,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n30,139<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n26,797<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.50 %<\/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
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.40 – 21.50
\nSpot Rate : 2.1000
\nAverage : 1.4027<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.30 – 18.00
\nSpot Rate : 1.7000
\nAverage : 1.1709<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.20 – 20.26
\nSpot Rate : 1.0600
\nAverage : 0.7293<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.35 – 20.45
\nSpot Rate : 1.1000
\nAverage : 0.7701<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 18.15 – 19.00
\nSpot Rate : 0.8500
\nAverage : 0.5992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 19.32 – 19.90
\nSpot Rate : 0.5800
\nAverage : 0.4267<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-19
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 4.09 %<\/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-41488","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41488","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=41488"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41488\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41488"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41488"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41488"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}