{"id":41753,"date":"2020-12-18T20:18:11","date_gmt":"2020-12-19T01:18:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=41753"},"modified":"2020-12-18T20:18:11","modified_gmt":"2020-12-19T01:18:11","slug":"december-18-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41753","title":{"rendered":"December 18, 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-0.0539 %<\/td>\n1,879.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0539 %<\/td>\n3,449.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.62 %<\/td>\n4.61 %<\/td>\n73,061<\/td>\n16.22<\/td>\n2<\/td>\n-0.0539 %<\/td>\n1,987.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1285 %<\/td>\n3,609.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.58 %<\/td>\n45,313<\/td>\n3.83<\/td>\n9<\/td>\n-0.1285 %<\/td>\n4,310.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1285 %<\/td>\n3,363.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n2.99 %<\/td>\n73,803<\/td>\n0.08<\/td>\n19<\/td>\n0.0041 %<\/td>\n3,201.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.99 %<\/td>\n5.06 %<\/td>\n77,642<\/td>\n15.38<\/td>\n12<\/td>\n-0.1301 %<\/td>\n3,684.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.00 %<\/td>\n3.89 %<\/td>\n150,408<\/td>\n17.27<\/td>\n56<\/td>\n0.1383 %<\/td>\n2,333.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.75 %<\/td>\n88,338<\/td>\n15.42<\/td>\n22<\/td>\n-0.1718 %<\/td>\n3,575.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.96 %<\/td>\n1.87 %<\/td>\n43,556<\/td>\n1.11<\/td>\n3<\/td>\n-0.5206 %<\/td>\n1,855.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n3.03 %<\/td>\n220,484<\/td>\n0.80<\/td>\n22<\/td>\n0.0340 %<\/td>\n2,679.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.82 %<\/td>\n178,567<\/td>\n1.10<\/td>\n2<\/td>\n-0.0200 %<\/td>\n2,879.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.06 %<\/td>\n3.88 %<\/td>\n87,107<\/td>\n17.31<\/td>\n22<\/td>\n-0.1023 %<\/td>\n2,420.4<\/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-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 11.31
\nEvaluated at bid price : 11.31
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.32
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 10.64
\nEvaluated at bid price : 10.64
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 3.55 %<\/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>\n153,990<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n127,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.04 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n115,403<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n77,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n71,519<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 2.76 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n63,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.49
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
There were 31 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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 21.01 – 25.50
\nSpot Rate : 4.4900
\nAverage : 2.4761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.30 – 22.00
\nSpot Rate : 0.7000
\nAverage : 0.4900<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.20 – 12.93
\nSpot Rate : 0.7300
\nAverage : 0.5337<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.25 – 18.80
\nSpot Rate : 0.5500
\nAverage : 0.3548<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.65 – 22.20
\nSpot Rate : 0.5500
\nAverage : 0.3958<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.17 – 19.70
\nSpot Rate : 0.5300
\nAverage : 0.3861<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-18
\nMaturity Price : 19.17
\nEvaluated at bid price : 19.17
\nBid-YTW : 3.84 %<\/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-41753","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41753","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=41753"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41753\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41753"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41753"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41753"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}