{"id":41623,"date":"2020-11-24T21:28:49","date_gmt":"2020-11-25T02:28:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=41623"},"modified":"2020-11-24T21:28:49","modified_gmt":"2020-11-25T02:28:49","slug":"november-24-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41623","title":{"rendered":"November 24, 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>\n0.9945 %<\/td>\n1,813.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9945 %<\/td>\n3,328.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.69 %<\/td>\n4.75 %<\/td>\n38,303<\/td>\n15.89<\/td>\n3<\/td>\n0.9945 %<\/td>\n1,918.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0461 %<\/td>\n3,584.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.27 %<\/td>\n42,110<\/td>\n3.89<\/td>\n9<\/td>\n0.0461 %<\/td>\n4,281.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0461 %<\/td>\n3,340.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n2.29 %<\/td>\n82,610<\/td>\n0.38<\/td>\n14<\/td>\n0.0530 %<\/td>\n3,188.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.11 %<\/td>\n79,794<\/td>\n15.16<\/td>\n19<\/td>\n0.2193 %<\/td>\n3,621.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.25 %<\/td>\n4.08 %<\/td>\n115,748<\/td>\n16.55<\/td>\n64<\/td>\n0.4603 %<\/td>\n2,203.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.05 %<\/td>\n4.82 %<\/td>\n99,570<\/td>\n15.22<\/td>\n22<\/td>\n0.4265 %<\/td>\n3,526.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.96 %<\/td>\n2.10 %<\/td>\n48,053<\/td>\n1.17<\/td>\n3<\/td>\n0.3160 %<\/td>\n1,825.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.19 %<\/td>\n3.01 %<\/td>\n214,334<\/td>\n0.71<\/td>\n15<\/td>\n-0.0184 %<\/td>\n2,667.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n2.07 %<\/td>\n187,947<\/td>\n1.17<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,864.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n4.10 %<\/td>\n76,164<\/td>\n16.76<\/td>\n22<\/td>\n0.3032 %<\/td>\n2,298.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.72
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 21.09
\nEvaluated at bid price : 21.09
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 23.29
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 9.15
\nEvaluated at bid price : 9.15
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 9.12
\nEvaluated at bid price : 9.12
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 9.68
\nEvaluated at bid price : 9.68
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 12.79
\nEvaluated at bid price : 12.79
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 9.00
\nEvaluated at bid price : 9.00
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n<\/table>\n\n\n\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.W<\/td>\nFixedReset Disc<\/td>\n237,852<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n230,338<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n229,252<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n210,788<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n205,420<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n205,268<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n173,712<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n104,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n103,940<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
There were 28 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
IAF.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 24.10 – 24.60
\nSpot Rate : 0.5000
\nAverage : 0.3269<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 9.68 – 10.08
\nSpot Rate : 0.4000
\nAverage : 0.2754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 9.68
\nEvaluated at bid price : 9.68
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.00 – 23.30
\nSpot Rate : 0.3000
\nAverage : 0.1860<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

RY.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 18.77 – 19.15
\nSpot Rate : 0.3800
\nAverage : 0.2682<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 17.36 – 17.81
\nSpot Rate : 0.4500
\nAverage : 0.3396<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-11-24
\nMaturity Price : 17.36
\nEvaluated at bid price : 17.36
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 24.72 – 25.03
\nSpot Rate : 0.3100
\nAverage : 0.2019<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.72
\nBid-YTW : 4.91 %<\/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-41623","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41623","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=41623"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41623\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41623"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41623"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41623"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}