{"id":41823,"date":"2021-01-07T21:26:43","date_gmt":"2021-01-08T02:26:43","guid":{"rendered":"http:\/\/prefblog.com\/?p=41823"},"modified":"2021-01-07T21:26:43","modified_gmt":"2021-01-08T02:26:43","slug":"january-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41823","title":{"rendered":"January 7, 2021"},"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-0.2834 %<\/td>\n1,892.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2834 %<\/td>\n3,472.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.57 %<\/td>\n4.60 %<\/td>\n48,629<\/td>\n16.26<\/td>\n3<\/td>\n-0.2834 %<\/td>\n2,001.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0392 %<\/td>\n3,621.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.48 %<\/td>\n39,746<\/td>\n3.77<\/td>\n8<\/td>\n0.0392 %<\/td>\n4,324.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0392 %<\/td>\n3,374.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-6.01 %<\/td>\n64,671<\/td>\n0.09<\/td>\n18<\/td>\n0.2585 %<\/td>\n3,229.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.04 %<\/td>\n68,055<\/td>\n15.41<\/td>\n13<\/td>\n0.3285 %<\/td>\n3,696.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.99 %<\/td>\n3.79 %<\/td>\n136,024<\/td>\n17.55<\/td>\n57<\/td>\n-0.0156 %<\/td>\n2,354.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.72 %<\/td>\n84,269<\/td>\n15.36<\/td>\n22<\/td>\n0.1982 %<\/td>\n3,574.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n0.78 %<\/td>\n31,736<\/td>\n0.15<\/td>\n3<\/td>\n0.3359 %<\/td>\n1,883.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n2.98 %<\/td>\n198,167<\/td>\n1.03<\/td>\n20<\/td>\n-0.1530 %<\/td>\n2,690.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n1.72 %<\/td>\n150,620<\/td>\n1.05<\/td>\n2<\/td>\n-0.0400 %<\/td>\n2,881.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.89 %<\/td>\n3.68 %<\/td>\n88,047<\/td>\n17.72<\/td>\n22<\/td>\n1.4079 %<\/td>\n2,492.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 9.40
\nEvaluated at bid price : 9.40
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 18.33
\nEvaluated at bid price : 18.33
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 18.17
\nEvaluated at bid price : 18.17
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.89
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.18
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.89
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 12.44
\nEvaluated at bid price : 12.44
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n31.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 3.65 %<\/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.D<\/td>\nFixedReset Disc<\/td>\n160,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 24.11
\nEvaluated at bid price : 24.44
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n124,330<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 2.44 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n87,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 1.94 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n67,233<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n66,463<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 1.94 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n55,560<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 15.39
\nEvaluated at bid price : 15.39
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
There were 23 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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.70 – 14.75
\nSpot Rate : 2.0500
\nAverage : 1.1906<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.38 – 23.00
\nSpot Rate : 1.6200
\nAverage : 0.9116<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

BIP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 24.75 – 25.74
\nSpot Rate : 0.9900
\nAverage : 0.5835<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 14.25 – 15.17
\nSpot Rate : 0.9200
\nAverage : 0.5392<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 11.26 – 12.20
\nSpot Rate : 0.9400
\nAverage : 0.5827<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 11.26
\nEvaluated at bid price : 11.26
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.05 – 15.70
\nSpot Rate : 0.6500
\nAverage : 0.4117<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-07
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 4.91 %<\/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-41823","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41823","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=41823"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41823\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41823"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41823"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41823"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}