{"id":41540,"date":"2020-11-03T22:51:44","date_gmt":"2020-11-04T03:51:44","guid":{"rendered":"http:\/\/prefblog.com\/?p=41540"},"modified":"2020-11-03T22:51:44","modified_gmt":"2020-11-04T03:51:44","slug":"november-3-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41540","title":{"rendered":"November 3, 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>\n0.1660 %<\/td>\n1,596.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1660 %<\/td>\n2,929.1<\/td>\n<\/tr>\n
Floater<\/td>\n5.33 %<\/td>\n5.39 %<\/td>\n41,332<\/td>\n14.82<\/td>\n3<\/td>\n0.1660 %<\/td>\n1,688.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1188 %<\/td>\n3,531.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.79 %<\/td>\n46,385<\/td>\n3.52<\/td>\n8<\/td>\n-0.1188 %<\/td>\n4,216.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1188 %<\/td>\n3,290.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n1.12 %<\/td>\n78,037<\/td>\n0.14<\/td>\n14<\/td>\n-0.0028 %<\/td>\n3,178.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.22 %<\/td>\n5.17 %<\/td>\n88,213<\/td>\n15.16<\/td>\n19<\/td>\n-0.2729 %<\/td>\n3,544.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n4.21 %<\/td>\n131,981<\/td>\n16.54<\/td>\n64<\/td>\n0.1329 %<\/td>\n2,106.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.11 %<\/td>\n4.95 %<\/td>\n110,779<\/td>\n15.17<\/td>\n22<\/td>\n0.2258 %<\/td>\n3,471.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.06 %<\/td>\n49,122<\/td>\n1.23<\/td>\n3<\/td>\n0.1349 %<\/td>\n1,798.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.23 %<\/td>\n3.91 %<\/td>\n248,099<\/td>\n0.79<\/td>\n15<\/td>\n-0.0950 %<\/td>\n2,644.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.16 %<\/td>\n182,285<\/td>\n1.22<\/td>\n2<\/td>\n-0.2008 %<\/td>\n2,860.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.50 %<\/td>\n4.28 %<\/td>\n74,555<\/td>\n16.38<\/td>\n22<\/td>\n-0.1922 %<\/td>\n2,195.4<\/td>\n<\/tr>\n<\/table>\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.D<\/td>\nPerpetual-Discount<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 16.12
\nEvaluated at bid price : 16.12
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.07
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 8.80
\nEvaluated at bid price : 8.80
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 23.47
\nEvaluated at bid price : 23.80
\nBid-YTW : 4.07 %<\/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>\n98,925<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n63,007<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n55,166<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n38,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n38,282<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.95
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n36,747<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 25.17
\nEvaluated at bid price : 25.46
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
There were 29 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: 18.45 – 19.85
\nSpot Rate : 1.4000
\nAverage : 0.9909<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.05 – 23.25
\nSpot Rate : 1.2000
\nAverage : 0.7982<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.20 – 26.17
\nSpot Rate : 0.9700
\nAverage : 0.5700<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

BIP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.44
\nSpot Rate : 0.9400
\nAverage : 0.7282<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset Prem<\/td>\nQuote: 24.89 – 25.80
\nSpot Rate : 0.9100
\nAverage : 0.7138<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.89
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 10.85 – 11.35
\nSpot Rate : 0.5000
\nAverage : 0.3348<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-03
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 4.21 %<\/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-41540","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41540","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=41540"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41540\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41540"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41540"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41540"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}