{"id":41614,"date":"2020-11-20T19:30:33","date_gmt":"2020-11-21T00:30:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=41614"},"modified":"2020-11-20T19:30:33","modified_gmt":"2020-11-21T00:30:33","slug":"november-20-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41614","title":{"rendered":"November 20, 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>\n1.0919 %<\/td>\n1,776.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0919 %<\/td>\n3,259.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.79 %<\/td>\n4.84 %<\/td>\n39,026<\/td>\n15.73<\/td>\n3<\/td>\n1.0919 %<\/td>\n1,878.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0154 %<\/td>\n3,579.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.31 %<\/td>\n45,607<\/td>\n3.90<\/td>\n9<\/td>\n0.0154 %<\/td>\n4,274.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0154 %<\/td>\n3,335.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n2.43 %<\/td>\n76,782<\/td>\n0.39<\/td>\n14<\/td>\n0.1285 %<\/td>\n3,186.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.14 %<\/td>\n79,033<\/td>\n15.16<\/td>\n19<\/td>\n0.0894 %<\/td>\n3,601.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.30 %<\/td>\n4.13 %<\/td>\n117,312<\/td>\n16.51<\/td>\n64<\/td>\n0.0998 %<\/td>\n2,187.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.07 %<\/td>\n4.90 %<\/td>\n99,942<\/td>\n15.14<\/td>\n22<\/td>\n0.0926 %<\/td>\n3,508.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.97 %<\/td>\n2.08 %<\/td>\n47,220<\/td>\n1.18<\/td>\n3<\/td>\n0.0500 %<\/td>\n1,817.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.18 %<\/td>\n2.65 %<\/td>\n219,660<\/td>\n0.72<\/td>\n15<\/td>\n0.0681 %<\/td>\n2,671.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.13 %<\/td>\n195,140<\/td>\n1.18<\/td>\n2<\/td>\n-0.1205 %<\/td>\n2,863.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n4.15 %<\/td>\n74,841<\/td>\n16.67<\/td>\n22<\/td>\n0.1006 %<\/td>\n2,285.8<\/td>\n<\/tr>\n<\/table>\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.R<\/td>\nFixedReset Disc<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 12.63
\nEvaluated at bid price : 12.63
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 8.67
\nEvaluated at bid price : 8.67
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 8.97
\nEvaluated at bid price : 8.97
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 5.16 %<\/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
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n58,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 20.86
\nEvaluated at bid price : 20.86
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n49,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset Bank Non<\/td>\n38,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 2.13 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n30,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n25,861<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.13
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n18,380<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
There were 6 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
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 23.90
\nSpot Rate : 0.8000
\nAverage : 0.4663<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 8.97 – 9.65
\nSpot Rate : 0.6800
\nAverage : 0.4210<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 8.97
\nEvaluated at bid price : 8.97
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 19.42 – 20.08
\nSpot Rate : 0.6600
\nAverage : 0.4653<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 13.20 – 13.75
\nSpot Rate : 0.5500
\nAverage : 0.3660<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.16 – 25.59
\nSpot Rate : 0.4300
\nAverage : 0.2691<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 1.37 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.85 – 23.25
\nSpot Rate : 0.4000
\nAverage : 0.2756<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-20
\nMaturity Price : 22.59
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.38 %<\/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-41614","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41614","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=41614"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41614\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41614"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41614"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41614"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}