{"id":41751,"date":"2020-12-17T18:59:08","date_gmt":"2020-12-17T23:59:08","guid":{"rendered":"http:\/\/prefblog.com\/?p=41751"},"modified":"2020-12-17T18:59:08","modified_gmt":"2020-12-17T23:59:08","slug":"december-17-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41751","title":{"rendered":"December 17, 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-0.8017 %<\/td>\n1,880.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8017 %<\/td>\n3,451.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.62 %<\/td>\n4.61 %<\/td>\n73,922<\/td>\n16.24<\/td>\n2<\/td>\n-0.8017 %<\/td>\n1,988.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1090 %<\/td>\n3,614.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.44 %<\/td>\n46,913<\/td>\n3.83<\/td>\n9<\/td>\n0.1090 %<\/td>\n4,316.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1090 %<\/td>\n3,367.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n3.63 %<\/td>\n74,527<\/td>\n0.32<\/td>\n19<\/td>\n0.0165 %<\/td>\n3,201.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.98 %<\/td>\n5.04 %<\/td>\n78,105<\/td>\n15.44<\/td>\n12<\/td>\n-0.1538 %<\/td>\n3,689.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.01 %<\/td>\n3.90 %<\/td>\n150,372<\/td>\n17.21<\/td>\n56<\/td>\n0.0485 %<\/td>\n2,330.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.02 %<\/td>\n4.71 %<\/td>\n89,693<\/td>\n15.41<\/td>\n22<\/td>\n-0.2789 %<\/td>\n3,581.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.95 %<\/td>\n1.57 %<\/td>\n43,665<\/td>\n1.11<\/td>\n3<\/td>\n0.3264 %<\/td>\n1,865.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n3.11 %<\/td>\n222,246<\/td>\n0.80<\/td>\n22<\/td>\n0.2061 %<\/td>\n2,678.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.81 %<\/td>\n178,379<\/td>\n1.11<\/td>\n2<\/td>\n0.0600 %<\/td>\n2,880.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.05 %<\/td>\n3.86 %<\/td>\n86,434<\/td>\n17.33<\/td>\n22<\/td>\n0.3146 %<\/td>\n2,422.9<\/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.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 9.25
\nEvaluated at bid price : 9.25
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 23.67
\nEvaluated at bid price : 23.94
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.40
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.60
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.88
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.90 %<\/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
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n279,320<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.79 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n113,424<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 2.86 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n105,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 2.65 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n88,719<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.92 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n62,315<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n62,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
There were 41 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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.70 – 23.45
\nSpot Rate : 0.7500
\nAverage : 0.4811<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.70
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.88 – 19.45
\nSpot Rate : 0.5700
\nAverage : 0.3600<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 9.30 – 10.00
\nSpot Rate : 0.7000
\nAverage : 0.5578<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 24.00 – 24.64
\nSpot Rate : 0.6400
\nAverage : 0.5066<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.00 – 20.45
\nSpot Rate : 0.4500
\nAverage : 0.3450<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 24.68 – 24.98
\nSpot Rate : 0.3000
\nAverage : 0.2150<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-17
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.07 %<\/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-41751","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41751","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=41751"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41751\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41751"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41751"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41751"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}