{"id":41498,"date":"2020-10-23T23:24:16","date_gmt":"2020-10-24T04:24:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=41498"},"modified":"2020-10-23T23:24:16","modified_gmt":"2020-10-24T04:24:16","slug":"october-23-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41498","title":{"rendered":"October 23, 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>\n0.4050 %<\/td>\n1,639.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4050 %<\/td>\n3,009.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.19 %<\/td>\n5.24 %<\/td>\n39,035<\/td>\n15.09<\/td>\n3<\/td>\n0.4050 %<\/td>\n1,734.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1387 %<\/td>\n3,530.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.72 %<\/td>\n51,523<\/td>\n3.55<\/td>\n8<\/td>\n-0.1387 %<\/td>\n4,215.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1387 %<\/td>\n3,289.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-2.25 %<\/td>\n90,081<\/td>\n0.09<\/td>\n17<\/td>\n0.0643 %<\/td>\n3,200.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n5.03 %<\/td>\n78,247<\/td>\n15.03<\/td>\n17<\/td>\n0.2216 %<\/td>\n3,614.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n4.10 %<\/td>\n132,817<\/td>\n16.59<\/td>\n65<\/td>\n0.3277 %<\/td>\n2,132.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.08 %<\/td>\n4.86 %<\/td>\n118,606<\/td>\n15.24<\/td>\n22<\/td>\n-0.2104 %<\/td>\n3,494.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.44 %<\/td>\n44,235<\/td>\n1.26<\/td>\n3<\/td>\n-0.0673 %<\/td>\n1,795.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.21 %<\/td>\n3.16 %<\/td>\n277,658<\/td>\n0.79<\/td>\n14<\/td>\n0.0302 %<\/td>\n2,652.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.08 %<\/td>\n140,781<\/td>\n1.25<\/td>\n2<\/td>\n0.0201 %<\/td>\n2,860.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n4.17 %<\/td>\n80,352<\/td>\n16.69<\/td>\n22<\/td>\n0.1729 %<\/td>\n2,224.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-4.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 15.68
\nEvaluated at bid price : 15.68
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 23.38
\nEvaluated at bid price : 23.88
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 10.35
\nEvaluated at bid price : 10.35
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n56.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 4.00 %<\/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.N<\/td>\nFixedReset Ins Non<\/td>\n305,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 10.02
\nEvaluated at bid price : 10.02
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n180,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Premium<\/td>\n113,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.97
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n74,580<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n61,710<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n59,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
There were 40 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
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 15.68 – 16.36
\nSpot Rate : 0.6800
\nAverage : 0.4015<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 15.68
\nEvaluated at bid price : 15.68
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.10 – 17.70
\nSpot Rate : 0.6000
\nAverage : 0.3730<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 18.05 – 18.68
\nSpot Rate : 0.6300
\nAverage : 0.4331<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 25.05 – 25.60
\nSpot Rate : 0.5500
\nAverage : 0.3579<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 23.33
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.15 – 25.95
\nSpot Rate : 0.8000
\nAverage : 0.6446<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-23
\nMaturity Price : 24.66
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.15 – 25.50
\nSpot Rate : 0.3500
\nAverage : 0.2416<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.93 %<\/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-41498","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41498","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=41498"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41498\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41498"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41498"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41498"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}