{"id":41496,"date":"2020-10-22T20:08:16","date_gmt":"2020-10-23T01:08:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=41496"},"modified":"2020-10-22T20:08:16","modified_gmt":"2020-10-23T01:08:16","slug":"october-22-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41496","title":{"rendered":"October 22, 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-0.1214 %<\/td>\n1,633.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1214 %<\/td>\n2,997.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.27 %<\/td>\n39,645<\/td>\n15.04<\/td>\n3<\/td>\n-0.1214 %<\/td>\n1,727.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,534.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.68 %<\/td>\n51,812<\/td>\n3.55<\/td>\n8<\/td>\n-0.0050 %<\/td>\n4,221.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,293.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-1.74 %<\/td>\n88,220<\/td>\n0.09<\/td>\n17<\/td>\n0.0138 %<\/td>\n3,198.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.00 %<\/td>\n79,260<\/td>\n15.02<\/td>\n17<\/td>\n0.4329 %<\/td>\n3,606.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.44 %<\/td>\n4.12 %<\/td>\n130,598<\/td>\n16.59<\/td>\n65<\/td>\n-0.3319 %<\/td>\n2,125.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n4.83 %<\/td>\n120,314<\/td>\n15.24<\/td>\n22<\/td>\n0.0074 %<\/td>\n3,501.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.43 %<\/td>\n42,664<\/td>\n1.26<\/td>\n3<\/td>\n-0.0168 %<\/td>\n1,796.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.20 %<\/td>\n3.27 %<\/td>\n266,226<\/td>\n0.81<\/td>\n14<\/td>\n0.1491 %<\/td>\n2,652.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.24 %<\/td>\n130,322<\/td>\n1.25<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,859.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.44 %<\/td>\n4.15 %<\/td>\n80,655<\/td>\n16.62<\/td>\n22<\/td>\n-0.0275 %<\/td>\n2,220.3<\/td>\n<\/tr>\n<\/table>\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-36.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 10.15
\nEvaluated at bid price : 10.15
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 10.83
\nEvaluated at bid price : 10.83
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 13.38
\nEvaluated at bid price : 13.38
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 24.54
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n6.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.83 %<\/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
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n511,872<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n197,320<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.32
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n99,249<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n66,175<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n42,395<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n29,461<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
There were 21 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 – 18.99
\nSpot Rate : 7.0100
\nAverage : 3.9201<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 11.98
\nEvaluated at bid price : 11.98
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.25 – 19.40
\nSpot Rate : 1.1500
\nAverage : 0.7255<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 24.43 – 24.90
\nSpot Rate : 0.4700
\nAverage : 0.3124<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.43
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.75 – 25.26
\nSpot Rate : 0.5100
\nAverage : 0.3669<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.20 – 18.60
\nSpot Rate : 0.4000
\nAverage : 0.2678<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.00 – 25.60
\nSpot Rate : 0.6000
\nAverage : 0.4742<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2050-10-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.26 %<\/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-41496","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41496","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=41496"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41496\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41496"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41496"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41496"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}