{"id":41849,"date":"2021-01-16T00:13:47","date_gmt":"2021-01-16T05:13:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=41849"},"modified":"2021-01-16T00:13:47","modified_gmt":"2021-01-16T05:13:47","slug":"january-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41849","title":{"rendered":"January 15, 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>\n0.5769 %<\/td>\n1,992.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5769 %<\/td>\n3,656.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.34 %<\/td>\n4.37 %<\/td>\n46,403<\/td>\n16.69<\/td>\n3<\/td>\n0.5769 %<\/td>\n2,107.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0391 %<\/td>\n3,633.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.27 %<\/td>\n39,191<\/td>\n3.75<\/td>\n8<\/td>\n0.0391 %<\/td>\n4,339.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0391 %<\/td>\n3,385.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-9.50 %<\/td>\n68,182<\/td>\n0.09<\/td>\n18<\/td>\n-0.0738 %<\/td>\n3,231.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.05 %<\/td>\n70,360<\/td>\n15.41<\/td>\n13<\/td>\n-0.0696 %<\/td>\n3,694.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.96 %<\/td>\n3.88 %<\/td>\n131,305<\/td>\n17.40<\/td>\n57<\/td>\n-0.0910 %<\/td>\n2,370.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.05 %<\/td>\n4.84 %<\/td>\n84,787<\/td>\n15.36<\/td>\n22<\/td>\n-0.0110 %<\/td>\n3,559.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n0.61 %<\/td>\n29,162<\/td>\n0.13<\/td>\n3<\/td>\n0.1040 %<\/td>\n1,897.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n3.13 %<\/td>\n206,810<\/td>\n1.00<\/td>\n20<\/td>\n0.0768 %<\/td>\n2,694.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.95 %<\/td>\n189,354<\/td>\n1.03<\/td>\n2<\/td>\n-0.0400 %<\/td>\n2,884.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.89 %<\/td>\n3.75 %<\/td>\n91,579<\/td>\n17.54<\/td>\n22<\/td>\n1.1085 %<\/td>\n2,493.1<\/td>\n<\/tr>\n<\/table>\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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.03
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 23.46
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.66
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n24.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 3.89 %<\/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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n226,277<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n190,196<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n125,416<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-14
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.76
\nBid-YTW : -21.07 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n58,352<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n56,663<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.83
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n38,059<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 23.51
\nEvaluated at bid price : 25.65
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
There were 39 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.B<\/td>\nFloater<\/td>\nQuote: 9.90 – 11.05
\nSpot Rate : 1.1500
\nAverage : 0.6998<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.99
\nSpot Rate : 0.9900
\nAverage : 0.5736<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 25.02 – 25.63
\nSpot Rate : 0.6100
\nAverage : 0.3622<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 23.34
\nEvaluated at bid price : 25.02
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 22.03 – 22.65
\nSpot Rate : 0.6200
\nAverage : 0.4214<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.03
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 15.56 – 16.30
\nSpot Rate : 0.7400
\nAverage : 0.5480<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 14.87 – 15.49
\nSpot Rate : 0.6200
\nAverage : 0.4316<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-15
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 4.74 %<\/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-41849","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41849","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=41849"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41849\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41849"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41849"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41849"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}