{"id":41763,"date":"2020-12-22T21:38:33","date_gmt":"2020-12-23T02:38:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=41763"},"modified":"2020-12-22T21:38:33","modified_gmt":"2020-12-23T02:38:33","slug":"december-22-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41763","title":{"rendered":"December 22, 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-0.2168 %<\/td>\n1,865.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2168 %<\/td>\n3,423.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.66 %<\/td>\n4.66 %<\/td>\n75,171<\/td>\n16.13<\/td>\n2<\/td>\n-0.2168 %<\/td>\n1,972.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4493 %<\/td>\n3,625.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.46 %<\/td>\n42,866<\/td>\n3.82<\/td>\n9<\/td>\n0.4493 %<\/td>\n4,330.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4493 %<\/td>\n3,378.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n3.05 %<\/td>\n75,832<\/td>\n0.08<\/td>\n19<\/td>\n0.0412 %<\/td>\n3,199.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.01 %<\/td>\n77,020<\/td>\n15.40<\/td>\n12<\/td>\n0.1999 %<\/td>\n3,672.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.01 %<\/td>\n3.90 %<\/td>\n150,304<\/td>\n17.23<\/td>\n56<\/td>\n0.2252 %<\/td>\n2,327.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.06 %<\/td>\n4.85 %<\/td>\n88,663<\/td>\n15.36<\/td>\n22<\/td>\n-0.0092 %<\/td>\n3,551.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.93 %<\/td>\n1.86 %<\/td>\n43,308<\/td>\n1.10<\/td>\n3<\/td>\n0.0164 %<\/td>\n1,850.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.16 %<\/td>\n3.21 %<\/td>\n218,211<\/td>\n0.66<\/td>\n22<\/td>\n0.0807 %<\/td>\n2,675.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.81 %<\/td>\n169,099<\/td>\n1.09<\/td>\n2<\/td>\n0.0200 %<\/td>\n2,880.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.07 %<\/td>\n3.89 %<\/td>\n87,209<\/td>\n17.25<\/td>\n22<\/td>\n0.0490 %<\/td>\n2,416.1<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.18
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 14.62
\nEvaluated at bid price : 14.62
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 10.52
\nEvaluated at bid price : 10.52
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 11.15
\nEvaluated at bid price : 11.15
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.07
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n9.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 21.62
\nEvaluated at bid price : 21.95
\nBid-YTW : 3.69 %<\/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
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n56,093<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n54,611<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 10.52
\nEvaluated at bid price : 10.52
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n52,754<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 18.32
\nEvaluated at bid price : 18.32
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n50,640<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n27,892<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n23,769<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
There were 13 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: 21.11 – 25.50
\nSpot Rate : 4.3900
\nAverage : 2.9242<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.10 – 21.15
\nSpot Rate : 2.0500
\nAverage : 1.3894<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.60 – 20.17
\nSpot Rate : 1.5700
\nAverage : 0.9501<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.10 – 27.10
\nSpot Rate : 1.0000
\nAverage : 0.6364<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.01 – 13.40
\nSpot Rate : 1.3900
\nAverage : 1.0330<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.18 – 24.10
\nSpot Rate : 0.9200
\nAverage : 0.5734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-22
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.18
\nBid-YTW : 4.88 %<\/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-41763","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41763","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=41763"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41763\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41763"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41763"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41763"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}