{"id":41507,"date":"2020-10-27T18:39:56","date_gmt":"2020-10-27T23:39:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=41507"},"modified":"2020-10-27T18:39:56","modified_gmt":"2020-10-27T23:39:56","slug":"october-27-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41507","title":{"rendered":"October 27, 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>\n1,634.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,998.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.26 %<\/td>\n38,717<\/td>\n15.05<\/td>\n3<\/td>\n0.0000 %<\/td>\n1,727.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,531.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.77 %<\/td>\n50,876<\/td>\n3.54<\/td>\n8<\/td>\n-0.0347 %<\/td>\n4,217.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,290.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n0.98 %<\/td>\n89,287<\/td>\n0.09<\/td>\n17<\/td>\n-0.0207 %<\/td>\n3,191.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.08 %<\/td>\n80,366<\/td>\n15.29<\/td>\n17<\/td>\n-0.0660 %<\/td>\n3,591.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n4.15 %<\/td>\n135,063<\/td>\n16.52<\/td>\n65<\/td>\n0.5772 %<\/td>\n2,121.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.10 %<\/td>\n4.91 %<\/td>\n117,591<\/td>\n15.21<\/td>\n22<\/td>\n0.2942 %<\/td>\n3,481.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.27 %<\/td>\n47,299<\/td>\n1.25<\/td>\n3<\/td>\n0.2526 %<\/td>\n1,798.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.20 %<\/td>\n3.16 %<\/td>\n266,003<\/td>\n0.78<\/td>\n14<\/td>\n0.1155 %<\/td>\n2,653.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.09 %<\/td>\n145,425<\/td>\n1.24<\/td>\n2<\/td>\n0.0402 %<\/td>\n2,861.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.45 %<\/td>\n4.21 %<\/td>\n78,816<\/td>\n16.48<\/td>\n22<\/td>\n0.1734 %<\/td>\n2,216.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 14.58
\nEvaluated at bid price : 14.58
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 10.86
\nEvaluated at bid price : 10.86
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.37
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 10.84
\nEvaluated at bid price : 10.84
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n55.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.04 %<\/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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n68,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n60,102<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 23.33
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n52,999<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n50,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n36,740<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n33,266<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
There were 17 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
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.75 – 25.00
\nSpot Rate : 6.2500
\nAverage : 3.6684<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.85 – 20.49
\nSpot Rate : 0.6400
\nAverage : 0.4654<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 23.63
\nSpot Rate : 0.3800
\nAverage : 0.2205<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.42 – 17.90
\nSpot Rate : 0.4800
\nAverage : 0.3330<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.89 – 18.29
\nSpot Rate : 0.4000
\nAverage : 0.2562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.25 – 24.75
\nSpot Rate : 0.5000
\nAverage : 0.3723<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-27
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\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-41507","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41507","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=41507"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41507\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41507"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41507"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41507"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}