{"id":41733,"date":"2020-12-14T18:51:14","date_gmt":"2020-12-14T23:51:14","guid":{"rendered":"http:\/\/prefblog.com\/?p=41733"},"modified":"2020-12-14T18:51:14","modified_gmt":"2020-12-14T23:51:14","slug":"december-14-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41733","title":{"rendered":"December 14, 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>\n1.2260 %<\/td>\n1,896.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2260 %<\/td>\n3,479.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.58 %<\/td>\n4.58 %<\/td>\n50,597<\/td>\n16.29<\/td>\n2<\/td>\n1.2260 %<\/td>\n2,005.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1811 %<\/td>\n3,613.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.39 %<\/td>\n44,833<\/td>\n3.84<\/td>\n9<\/td>\n0.1811 %<\/td>\n4,315.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1811 %<\/td>\n3,367.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n3.40 %<\/td>\n78,340<\/td>\n0.33<\/td>\n19<\/td>\n-0.0953 %<\/td>\n3,197.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.98 %<\/td>\n5.05 %<\/td>\n76,845<\/td>\n15.40<\/td>\n12<\/td>\n0.1581 %<\/td>\n3,689.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.03 %<\/td>\n3.91 %<\/td>\n147,003<\/td>\n17.19<\/td>\n56<\/td>\n0.0131 %<\/td>\n2,318.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.02 %<\/td>\n4.63 %<\/td>\n92,968<\/td>\n15.43<\/td>\n22<\/td>\n-0.3391 %<\/td>\n3,580.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.96 %<\/td>\n1.56 %<\/td>\n45,920<\/td>\n1.12<\/td>\n3<\/td>\n0.0000 %<\/td>\n1,857.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.16 %<\/td>\n3.22 %<\/td>\n218,931<\/td>\n0.85<\/td>\n22<\/td>\n0.0148 %<\/td>\n2,672.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.83 %<\/td>\n191,165<\/td>\n1.11<\/td>\n2<\/td>\n0.0800 %<\/td>\n2,878.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n3.85 %<\/td>\n87,979<\/td>\n17.35<\/td>\n22<\/td>\n0.1361 %<\/td>\n2,426.2<\/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
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-6.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 14.06
\nEvaluated at bid price : 14.06
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-4.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.58
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : -8.36 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 10.55
\nEvaluated at bid price : 10.55
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 9.36
\nEvaluated at bid price : 9.36
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n4.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n4.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 4.60 %<\/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
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n108,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 18.46
\nEvaluated at bid price : 18.46
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n106,839<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n101,485<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 9.35
\nEvaluated at bid price : 9.35
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n76,795<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n68,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n33,992<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 23.31
\nEvaluated at bid price : 24.96
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
There were 26 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.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.95 – 22.00
\nSpot Rate : 1.0500
\nAverage : 0.6511<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 16.82 – 17.74
\nSpot Rate : 0.9200
\nAverage : 0.5588<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 24.00 – 24.81
\nSpot Rate : 0.8100
\nAverage : 0.4803<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.15 – 25.99
\nSpot Rate : 0.8400
\nAverage : 0.5372<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 24.65
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 14.06 – 15.30
\nSpot Rate : 1.2400
\nAverage : 0.9378<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 14.06
\nEvaluated at bid price : 14.06
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.45 – 19.00
\nSpot Rate : 0.5500
\nAverage : 0.3774<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-14
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.16 %<\/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-41733","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41733","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=41733"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41733\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41733"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41733"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41733"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}