{"id":41603,"date":"2020-11-19T22:32:34","date_gmt":"2020-11-20T03:32:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=41603"},"modified":"2020-11-19T22:32:34","modified_gmt":"2020-11-20T03:32:34","slug":"november-19-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41603","title":{"rendered":"November 19, 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-0.5988 %<\/td>\n1,757.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5988 %<\/td>\n3,224.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.84 %<\/td>\n4.90 %<\/td>\n40,567<\/td>\n15.63<\/td>\n3<\/td>\n-0.5988 %<\/td>\n1,858.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3358 %<\/td>\n3,578.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.31 %<\/td>\n47,465<\/td>\n3.90<\/td>\n9<\/td>\n0.3358 %<\/td>\n4,273.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3358 %<\/td>\n3,334.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n3.65 %<\/td>\n76,491<\/td>\n0.40<\/td>\n14<\/td>\n-0.0865 %<\/td>\n3,182.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.14 %<\/td>\n79,292<\/td>\n15.16<\/td>\n19<\/td>\n0.2624 %<\/td>\n3,598.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.30 %<\/td>\n4.12 %<\/td>\n119,041<\/td>\n16.52<\/td>\n64<\/td>\n0.0008 %<\/td>\n2,184.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.06 %<\/td>\n4.89 %<\/td>\n103,753<\/td>\n15.14<\/td>\n22<\/td>\n-0.0498 %<\/td>\n3,505.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.98 %<\/td>\n2.07 %<\/td>\n48,611<\/td>\n1.19<\/td>\n3<\/td>\n0.2339 %<\/td>\n1,816.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.19 %<\/td>\n2.94 %<\/td>\n221,982<\/td>\n0.72<\/td>\n15<\/td>\n0.0288 %<\/td>\n2,670.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.06 %<\/td>\n180,665<\/td>\n1.18<\/td>\n2<\/td>\n0.0402 %<\/td>\n2,867.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.29 %<\/td>\n4.19 %<\/td>\n71,587<\/td>\n16.53<\/td>\n22<\/td>\n0.1659 %<\/td>\n2,283.5<\/td>\n<\/tr>\n<\/table>\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
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 8.82
\nEvaluated at bid price : 8.82
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 13.79
\nEvaluated at bid price : 13.79
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 10.28
\nEvaluated at bid price : 10.28
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 15.61
\nEvaluated at bid price : 15.61
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 19.97
\nEvaluated at bid price : 19.97
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.28 %<\/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
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n109,944<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n81,591<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n77,617<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n64,240<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.10
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n60,754<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n55,767<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 21.14
\nEvaluated at bid price : 21.14
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
There were 27 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.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.01 – 18.01
\nSpot Rate : 1.0000
\nAverage : 0.6492<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.49 – 24.00
\nSpot Rate : 0.5100
\nAverage : 0.3428<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.49
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.40 – 26.00
\nSpot Rate : 0.6000
\nAverage : 0.4432<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 20.70
\nSpot Rate : 0.4000
\nAverage : 0.2553<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 16.20 – 16.70
\nSpot Rate : 0.5000
\nAverage : 0.3780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 10.36 – 10.99
\nSpot Rate : 0.6300
\nAverage : 0.5145<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-19
\nMaturity Price : 10.36
\nEvaluated at bid price : 10.36
\nBid-YTW : 4.96 %<\/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-41603","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41603","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=41603"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41603\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41603"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41603"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41603"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}