{"id":41516,"date":"2020-10-30T19:05:52","date_gmt":"2020-10-31T00:05:52","guid":{"rendered":"http:\/\/prefblog.com\/?p=41516"},"modified":"2020-10-30T19:05:52","modified_gmt":"2020-10-31T00:05:52","slug":"october-30-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41516","title":{"rendered":"October 30, 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-6.2041 %<\/td>\n1,520.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-6.2041 %<\/td>\n2,789.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.60 %<\/td>\n5.45 %<\/td>\n38,527<\/td>\n14.72<\/td>\n3<\/td>\n-6.2041 %<\/td>\n1,607.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0397 %<\/td>\n3,527.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.78 %<\/td>\n46,684<\/td>\n3.53<\/td>\n8<\/td>\n0.0397 %<\/td>\n4,213.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0397 %<\/td>\n3,287.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n-0.23 %<\/td>\n92,063<\/td>\n0.15<\/td>\n17<\/td>\n-0.1814 %<\/td>\n3,183.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.20 %<\/td>\n5.16 %<\/td>\n82,784<\/td>\n15.21<\/td>\n17<\/td>\n-0.4743 %<\/td>\n3,538.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n4.29 %<\/td>\n136,615<\/td>\n16.45<\/td>\n65<\/td>\n0.0048 %<\/td>\n2,089.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.00 %<\/td>\n110,684<\/td>\n15.14<\/td>\n22<\/td>\n-0.1384 %<\/td>\n3,452.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.98 %<\/td>\n2.53 %<\/td>\n50,178<\/td>\n1.24<\/td>\n3<\/td>\n-0.0626 %<\/td>\n1,792.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.23 %<\/td>\n3.33 %<\/td>\n257,913<\/td>\n0.77<\/td>\n14<\/td>\n-0.0587 %<\/td>\n2,644.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.13 %<\/td>\n187,249<\/td>\n1.24<\/td>\n2<\/td>\n-0.0345 %<\/td>\n2,860.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.51 %<\/td>\n4.27 %<\/td>\n75,277<\/td>\n16.37<\/td>\n22<\/td>\n-0.4398 %<\/td>\n2,191.0<\/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\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.PR.C<\/td>\nFloater<\/td>\n-14.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.05
\nEvaluated at bid price : 7.05
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-9.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.50
\nEvaluated at bid price : 7.50
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 10.45
\nEvaluated at bid price : 10.45
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.95
\nEvaluated at bid price : 7.95
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.98
\nEvaluated at bid price : 7.98
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 16.19
\nEvaluated at bid price : 16.19
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 12.74
\nEvaluated at bid price : 12.74
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.78
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.01
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n27.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.97 %<\/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
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n92,549<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\n59,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n53,697<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n48,120<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n41,409<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n40,240<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
There were 34 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.PR.C<\/td>\nFloater<\/td>\nQuote: 7.05 – 8.05
\nSpot Rate : 1.0000
\nAverage : 0.5563<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.05
\nEvaluated at bid price : 7.05
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.75 – 23.86
\nSpot Rate : 1.1100
\nAverage : 0.6921<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 7.50 – 8.45
\nSpot Rate : 0.9500
\nAverage : 0.5455<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 7.50
\nEvaluated at bid price : 7.50
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 18.77 – 19.66
\nSpot Rate : 0.8900
\nAverage : 0.5224<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.07 – 17.90
\nSpot Rate : 0.8300
\nAverage : 0.5219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 19.12 – 19.75
\nSpot Rate : 0.6300
\nAverage : 0.3655<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-30
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 4.11 %<\/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-41516","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41516","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=41516"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41516\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41516"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41516"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41516"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}