{"id":41735,"date":"2020-12-15T18:57:53","date_gmt":"2020-12-15T23:57:53","guid":{"rendered":"http:\/\/prefblog.com\/?p=41735"},"modified":"2020-12-15T18:57:53","modified_gmt":"2020-12-15T23:57:53","slug":"december-15-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41735","title":{"rendered":"December 15, 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>\n0.4810 %<\/td>\n1,905.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4810 %<\/td>\n3,495.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.56 %<\/td>\n4.56 %<\/td>\n49,930<\/td>\n16.33<\/td>\n2<\/td>\n0.4810 %<\/td>\n2,014.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0283 %<\/td>\n3,614.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.38 %<\/td>\n46,205<\/td>\n3.83<\/td>\n9<\/td>\n0.0283 %<\/td>\n4,317.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0283 %<\/td>\n3,368.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n3.34 %<\/td>\n78,439<\/td>\n0.19<\/td>\n19<\/td>\n0.0619 %<\/td>\n3,199.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.98 %<\/td>\n5.05 %<\/td>\n74,050<\/td>\n15.40<\/td>\n12<\/td>\n-0.0103 %<\/td>\n3,689.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.03 %<\/td>\n3.91 %<\/td>\n145,114<\/td>\n17.20<\/td>\n56<\/td>\n-0.0144 %<\/td>\n2,318.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.01 %<\/td>\n4.68 %<\/td>\n91,997<\/td>\n15.44<\/td>\n22<\/td>\n0.1828 %<\/td>\n3,587.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.96 %<\/td>\n1.50 %<\/td>\n44,353<\/td>\n1.12<\/td>\n3<\/td>\n-0.1960 %<\/td>\n1,853.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.16 %<\/td>\n3.35 %<\/td>\n216,685<\/td>\n0.85<\/td>\n22<\/td>\n0.0341 %<\/td>\n2,673.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.84 %<\/td>\n183,620<\/td>\n1.11<\/td>\n2<\/td>\n-0.0200 %<\/td>\n2,878.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.07 %<\/td>\n3.88 %<\/td>\n87,523<\/td>\n17.29<\/td>\n22<\/td>\n-0.6359 %<\/td>\n2,410.8<\/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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-5.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-4.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.53
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 11.16
\nEvaluated at bid price : 11.16
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.45
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 18.17
\nEvaluated at bid price : 18.17
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.91 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n90,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n52,470<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n49,759<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n32,875<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 23.83
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n32,652<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n30,807<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.00 %<\/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
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.84 – 26.94
\nSpot Rate : 2.1000
\nAverage : 1.2171<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 24.59
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.50 – 23.63
\nSpot Rate : 1.1300
\nAverage : 0.6831<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.17 – 19.17
\nSpot Rate : 1.0000
\nAverage : 0.6342<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 18.17
\nEvaluated at bid price : 18.17
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.11 – 25.00
\nSpot Rate : 0.8900
\nAverage : 0.5524<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.11
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.00 – 13.00
\nSpot Rate : 1.0000
\nAverage : 0.6734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 18.50 – 19.50
\nSpot Rate : 1.0000
\nAverage : 0.6864<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.99 %<\/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-41735","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41735","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=41735"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41735\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41735"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41735"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41735"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}