{"id":41490,"date":"2020-10-20T19:40:14","date_gmt":"2020-10-21T00:40:14","guid":{"rendered":"http:\/\/prefblog.com\/?p=41490"},"modified":"2020-10-20T19:40:14","modified_gmt":"2020-10-21T00:40:14","slug":"october-20-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41490","title":{"rendered":"October 20, 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>\n0.2835 %<\/td>\n1,638.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2835 %<\/td>\n3,005.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.19 %<\/td>\n5.25 %<\/td>\n40,173<\/td>\n15.08<\/td>\n3<\/td>\n0.2835 %<\/td>\n1,732.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0694 %<\/td>\n3,527.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.70 %<\/td>\n50,950<\/td>\n3.55<\/td>\n8<\/td>\n-0.0694 %<\/td>\n4,213.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0694 %<\/td>\n3,287.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-1.64 %<\/td>\n90,469<\/td>\n0.09<\/td>\n17<\/td>\n0.1056 %<\/td>\n3,196.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.05 %<\/td>\n83,243<\/td>\n15.05<\/td>\n17<\/td>\n-0.0705 %<\/td>\n3,608.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.42 %<\/td>\n4.10 %<\/td>\n127,310<\/td>\n16.59<\/td>\n65<\/td>\n0.0976 %<\/td>\n2,130.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.08 %<\/td>\n4.85 %<\/td>\n118,403<\/td>\n15.19<\/td>\n22<\/td>\n-0.1938 %<\/td>\n3,495.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.79 %<\/td>\n40,373<\/td>\n1.27<\/td>\n3<\/td>\n0.1686 %<\/td>\n1,795.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.21 %<\/td>\n3.31 %<\/td>\n280,649<\/td>\n0.82<\/td>\n14<\/td>\n0.0676 %<\/td>\n2,644.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.23 %<\/td>\n127,365<\/td>\n1.26<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,858.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.46 %<\/td>\n4.17 %<\/td>\n83,383<\/td>\n16.63<\/td>\n22<\/td>\n0.3050 %<\/td>\n2,213.6<\/td>\n<\/tr>\n<\/table>\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.B<\/td>\nFixedReset Disc<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 8.30
\nEvaluated at bid price : 8.30
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 8.91
\nEvaluated at bid price : 8.91
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 15.33
\nEvaluated at bid price : 15.33
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 4.16 %<\/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
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n89,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.18
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n63,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n53,878<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 2.84 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n53,315<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n53,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.81
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n52,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
There were 26 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.21 – 26.17
\nSpot Rate : 0.9600
\nAverage : 0.5792<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 8.91 – 9.44
\nSpot Rate : 0.5300
\nAverage : 0.3483<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 8.91
\nEvaluated at bid price : 8.91
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 20.25
\nSpot Rate : 0.4000
\nAverage : 0.3031<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 19.86 – 20.20
\nSpot Rate : 0.3400
\nAverage : 0.2487<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 8.30 – 8.64
\nSpot Rate : 0.3400
\nAverage : 0.2615<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 8.30
\nEvaluated at bid price : 8.30
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.05 – 25.35
\nSpot Rate : 0.3000
\nAverage : 0.2223<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-20
\nMaturity Price : 24.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.23 %<\/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-41490","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41490","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=41490"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41490\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41490"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41490"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41490"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}