{"id":41837,"date":"2021-01-11T21:39:51","date_gmt":"2021-01-12T02:39:51","guid":{"rendered":"http:\/\/prefblog.com\/?p=41837"},"modified":"2021-01-11T21:39:51","modified_gmt":"2021-01-12T02:39:51","slug":"january-11-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41837","title":{"rendered":"January 11, 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>\n0.6003 %<\/td>\n1,915.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6003 %<\/td>\n3,514.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.51 %<\/td>\n4.52 %<\/td>\n48,885<\/td>\n16.41<\/td>\n3<\/td>\n0.6003 %<\/td>\n2,025.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3361 %<\/td>\n3,627.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.37 %<\/td>\n39,744<\/td>\n3.76<\/td>\n8<\/td>\n0.3361 %<\/td>\n4,331.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3361 %<\/td>\n3,379.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-2.79 %<\/td>\n64,285<\/td>\n0.09<\/td>\n18<\/td>\n0.0087 %<\/td>\n3,227.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.05 %<\/td>\n67,364<\/td>\n15.39<\/td>\n13<\/td>\n0.1776 %<\/td>\n3,694.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.97 %<\/td>\n3.84 %<\/td>\n133,055<\/td>\n17.46<\/td>\n57<\/td>\n-0.1384 %<\/td>\n2,360.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.04 %<\/td>\n4.81 %<\/td>\n85,411<\/td>\n15.34<\/td>\n22<\/td>\n-0.0715 %<\/td>\n3,565.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n0.84 %<\/td>\n30,643<\/td>\n0.14<\/td>\n3<\/td>\n0.5885 %<\/td>\n1,886.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.10 %<\/td>\n195,397<\/td>\n1.01<\/td>\n20<\/td>\n-0.0335 %<\/td>\n2,691.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n1.83 %<\/td>\n139,950<\/td>\n1.04<\/td>\n2<\/td>\n0.0200 %<\/td>\n2,882.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.94 %<\/td>\n3.78 %<\/td>\n86,992<\/td>\n17.58<\/td>\n22<\/td>\n-1.3471 %<\/td>\n2,463.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-21.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 9.61
\nEvaluated at bid price : 9.61
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 9.56
\nEvaluated at bid price : 9.56
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.42 %<\/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
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n57,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 9.25
\nEvaluated at bid price : 9.25
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n53,743<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n44,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n36,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.82
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n33,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n27,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 4.78 %<\/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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.15 – 20.49
\nSpot Rate : 4.3400
\nAverage : 2.3775<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 21.78
\nSpot Rate : 0.7800
\nAverage : 0.5022<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.89 – 21.54
\nSpot Rate : 0.6500
\nAverage : 0.4015<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.27 – 17.89
\nSpot Rate : 0.6200
\nAverage : 0.4175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.90 – 25.50
\nSpot Rate : 0.6000
\nAverage : 0.4368<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 19.42 – 19.90
\nSpot Rate : 0.4800
\nAverage : 0.3170<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-11
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 3.75 %<\/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-41837","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41837","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=41837"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41837\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41837"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41837"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41837"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}