{"id":41840,"date":"2021-01-13T00:07:26","date_gmt":"2021-01-13T05:07:26","guid":{"rendered":"http:\/\/prefblog.com\/?p=41840"},"modified":"2021-01-13T00:07:26","modified_gmt":"2021-01-13T05:07:26","slug":"january-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41840","title":{"rendered":"January 12, 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>\n3.2292 %<\/td>\n1,977.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n3.2292 %<\/td>\n3,627.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.37 %<\/td>\n4.37 %<\/td>\n49,392<\/td>\n16.70<\/td>\n3<\/td>\n3.2292 %<\/td>\n2,090.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1320 %<\/td>\n3,631.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.36 %<\/td>\n39,598<\/td>\n3.75<\/td>\n8<\/td>\n0.1320 %<\/td>\n4,337.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1320 %<\/td>\n3,384.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n-3.49 %<\/td>\n66,563<\/td>\n0.09<\/td>\n18<\/td>\n0.1523 %<\/td>\n3,232.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n4.99 %<\/td>\n66,687<\/td>\n15.41<\/td>\n13<\/td>\n0.0190 %<\/td>\n3,694.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.96 %<\/td>\n3.83 %<\/td>\n131,642<\/td>\n17.43<\/td>\n57<\/td>\n0.2274 %<\/td>\n2,366.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.05 %<\/td>\n4.83 %<\/td>\n84,466<\/td>\n15.37<\/td>\n22<\/td>\n-0.2129 %<\/td>\n3,558.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n0.86 %<\/td>\n29,433<\/td>\n0.14<\/td>\n3<\/td>\n0.4388 %<\/td>\n1,894.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.13 %<\/td>\n200,272<\/td>\n1.01<\/td>\n20<\/td>\n-0.0158 %<\/td>\n2,690.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n1.83 %<\/td>\n137,809<\/td>\n1.04<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,882.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.88 %<\/td>\n3.77 %<\/td>\n85,935<\/td>\n17.58<\/td>\n22<\/td>\n1.2672 %<\/td>\n2,495.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 18.17
\nEvaluated at bid price : 18.17
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 23.94
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.40
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-11
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.64
\nBid-YTW : -16.54 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.31
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 12.66
\nEvaluated at bid price : 12.66
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 19.63
\nEvaluated at bid price : 19.63
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 9.89
\nEvaluated at bid price : 9.89
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n4.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 10.02
\nEvaluated at bid price : 10.02
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n27.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 3.80 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n92,285<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n86,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n74,819<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n55,924<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n37,925<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 23.78
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n19,412<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
There were 12 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: 21.30 – 25.50
\nSpot Rate : 4.2000
\nAverage : 2.3238<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 10.02 – 11.05
\nSpot Rate : 1.0300
\nAverage : 0.5685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 10.02
\nEvaluated at bid price : 10.02
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 12.00 – 13.00
\nSpot Rate : 1.0000
\nAverage : 0.6564<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 15.48 – 16.30
\nSpot Rate : 0.8200
\nAverage : 0.4869<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.78 – 26.30
\nSpot Rate : 0.5200
\nAverage : 0.3454<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.78
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 9.50 – 10.19
\nSpot Rate : 0.6900
\nAverage : 0.5376<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-12
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 4.55 %<\/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-41840","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41840","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=41840"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41840\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41840"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41840"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41840"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}