{"id":41845,"date":"2021-01-14T00:34:55","date_gmt":"2021-01-14T05:34:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=41845"},"modified":"2021-01-14T00:34:55","modified_gmt":"2021-01-14T05:34:55","slug":"january-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41845","title":{"rendered":"January 13, 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>\n0.9181 %<\/td>\n1,995.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9181 %<\/td>\n3,661.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.33 %<\/td>\n4.37 %<\/td>\n49,633<\/td>\n16.70<\/td>\n3<\/td>\n0.9181 %<\/td>\n2,109.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0781 %<\/td>\n3,634.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.43 %<\/td>\n40,899<\/td>\n4.23<\/td>\n8<\/td>\n0.0781 %<\/td>\n4,340.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0781 %<\/td>\n3,386.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-3.75 %<\/td>\n66,668<\/td>\n0.09<\/td>\n18<\/td>\n-0.0500 %<\/td>\n3,230.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.04 %<\/td>\n66,868<\/td>\n15.39<\/td>\n13<\/td>\n0.0032 %<\/td>\n3,694.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.96 %<\/td>\n3.88 %<\/td>\n131,962<\/td>\n17.41<\/td>\n57<\/td>\n0.0461 %<\/td>\n2,367.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.06 %<\/td>\n4.85 %<\/td>\n84,235<\/td>\n15.34<\/td>\n22<\/td>\n-0.0681 %<\/td>\n3,555.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.51 %<\/td>\n0.88 %<\/td>\n28,271<\/td>\n0.14<\/td>\n3<\/td>\n0.5617 %<\/td>\n1,905.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.15 %<\/td>\n3.11 %<\/td>\n211,019<\/td>\n1.01<\/td>\n20<\/td>\n-0.0690 %<\/td>\n2,688.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n1.94 %<\/td>\n191,618<\/td>\n1.03<\/td>\n2<\/td>\n0.0601 %<\/td>\n2,883.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.90 %<\/td>\n3.77 %<\/td>\n85,808<\/td>\n17.57<\/td>\n22<\/td>\n-0.4246 %<\/td>\n2,484.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 12.46
\nEvaluated at bid price : 12.46
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-12
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.35
\nBid-YTW : -3.75 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 12.86
\nEvaluated at bid price : 12.86
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 9.85
\nEvaluated at bid price : 9.85
\nBid-YTW : 4.38 %<\/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.G<\/td>\nFixedReset Prem<\/td>\n153,055<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n124,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n75,680<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n64,814<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.35
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n41,957<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n40,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.91 %<\/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
NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.30 – 22.98
\nSpot Rate : 1.6800
\nAverage : 1.0798<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 11.77 – 12.87
\nSpot Rate : 1.1000
\nAverage : 0.6558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.35 – 26.94
\nSpot Rate : 0.5900
\nAverage : 0.3830<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-12
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.35
\nBid-YTW : -3.75 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 10.65 – 11.15
\nSpot Rate : 0.5000
\nAverage : 0.3178<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 10.65
\nEvaluated at bid price : 10.65
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 19.40 – 19.95
\nSpot Rate : 0.5500
\nAverage : 0.3897<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 23.68 – 24.25
\nSpot Rate : 0.5700
\nAverage : 0.4229<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-13
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.68
\nBid-YTW : 4.72 %<\/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-41845","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41845","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=41845"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41845\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41845"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41845"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41845"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}