{"id":41565,"date":"2020-11-12T18:54:24","date_gmt":"2020-11-12T23:54:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=41565"},"modified":"2020-11-12T18:54:24","modified_gmt":"2020-11-12T23:54:24","slug":"november-12-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41565","title":{"rendered":"November 12, 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-1.5843 %<\/td>\n1,725.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5843 %<\/td>\n3,167.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.93 %<\/td>\n4.99 %<\/td>\n41,498<\/td>\n15.48<\/td>\n3<\/td>\n-1.5843 %<\/td>\n1,825.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1085 %<\/td>\n3,553.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.46 %<\/td>\n40,684<\/td>\n3.50<\/td>\n8<\/td>\n0.1085 %<\/td>\n4,243.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1085 %<\/td>\n3,310.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n3.66 %<\/td>\n76,690<\/td>\n0.41<\/td>\n14<\/td>\n0.0671 %<\/td>\n3,181.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.18 %<\/td>\n5.16 %<\/td>\n79,432<\/td>\n15.16<\/td>\n19<\/td>\n-0.0328 %<\/td>\n3,583.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.36 %<\/td>\n4.16 %<\/td>\n127,208<\/td>\n16.47<\/td>\n64<\/td>\n-0.0821 %<\/td>\n2,161.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.08 %<\/td>\n4.93 %<\/td>\n100,499<\/td>\n15.14<\/td>\n22<\/td>\n-0.1128 %<\/td>\n3,493.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.20 %<\/td>\n52,493<\/td>\n1.20<\/td>\n3<\/td>\n-0.1839 %<\/td>\n1,807.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.20 %<\/td>\n3.06 %<\/td>\n230,046<\/td>\n0.74<\/td>\n15<\/td>\n-0.0184 %<\/td>\n2,662.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.18 %<\/td>\n179,706<\/td>\n1.20<\/td>\n2<\/td>\n-0.0603 %<\/td>\n2,862.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n4.36 %<\/td>\n69,639<\/td>\n16.30<\/td>\n22<\/td>\n-1.2715 %<\/td>\n2,224.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-13.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 8.70
\nEvaluated at bid price : 8.70
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 8.70
\nEvaluated at bid price : 8.70
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 8.69
\nEvaluated at bid price : 8.69
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 4.76 %<\/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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n402,640<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n78,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n68,868<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n59,930<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n56,462<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.52
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n33,445<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.79
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
There were 16 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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.80 – 18.56
\nSpot Rate : 2.7600
\nAverage : 1.5414<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 19.30 – 20.30
\nSpot Rate : 1.0000
\nAverage : 0.6777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

BMO.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 24.20 – 25.00
\nSpot Rate : 0.8000
\nAverage : 0.4932<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.45 – 19.00
\nSpot Rate : 0.5500
\nAverage : 0.3371<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.20 – 21.90
\nSpot Rate : 0.7000
\nAverage : 0.5163<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.00 – 19.75
\nSpot Rate : 0.7500
\nAverage : 0.5700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-12
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.49 %<\/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-41565","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41565","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=41565"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41565\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41565"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41565"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41565"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}