{"id":41856,"date":"2021-01-18T20:24:03","date_gmt":"2021-01-19T01:24:03","guid":{"rendered":"http:\/\/prefblog.com\/?p=41856"},"modified":"2021-01-18T20:24:03","modified_gmt":"2021-01-19T01:24:03","slug":"january-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41856","title":{"rendered":"January 18, 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>\n0.3711 %<\/td>\n1,999.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3711 %<\/td>\n3,669.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.32 %<\/td>\n4.36 %<\/td>\n45,007<\/td>\n16.69<\/td>\n3<\/td>\n0.3711 %<\/td>\n2,114.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2855 %<\/td>\n3,644.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.22 %<\/td>\n38,667<\/td>\n3.74<\/td>\n8<\/td>\n0.2855 %<\/td>\n4,351.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2855 %<\/td>\n3,395.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-6.14 %<\/td>\n65,501<\/td>\n0.08<\/td>\n18<\/td>\n-0.0456 %<\/td>\n3,230.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.01 %<\/td>\n5.05 %<\/td>\n69,810<\/td>\n15.40<\/td>\n13<\/td>\n-0.1266 %<\/td>\n3,689.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.92 %<\/td>\n3.78 %<\/td>\n140,167<\/td>\n17.55<\/td>\n56<\/td>\n0.6188 %<\/td>\n2,384.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.05 %<\/td>\n4.83 %<\/td>\n86,435<\/td>\n15.37<\/td>\n22<\/td>\n0.1067 %<\/td>\n3,563.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n0.65 %<\/td>\n28,011<\/td>\n0.12<\/td>\n3<\/td>\n0.7480 %<\/td>\n1,911.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.01 %<\/td>\n196,757<\/td>\n1.00<\/td>\n20<\/td>\n0.1987 %<\/td>\n2,700.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.92 %<\/td>\n181,877<\/td>\n1.02<\/td>\n2<\/td>\n0.0200 %<\/td>\n2,884.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.85 %<\/td>\n3.72 %<\/td>\n89,819<\/td>\n17.61<\/td>\n22<\/td>\n0.7211 %<\/td>\n2,511.1<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 11.95
\nEvaluated at bid price : 11.95
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 9.73
\nEvaluated at bid price : 9.73
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 23.55
\nEvaluated at bid price : 25.78
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 15.27
\nEvaluated at bid price : 15.27
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.24
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 18.58
\nEvaluated at bid price : 18.58
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 10.86
\nEvaluated at bid price : 10.86
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.19
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 18.86
\nEvaluated at bid price : 18.86
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 12.94
\nEvaluated at bid price : 12.94
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.18
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.60
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 3.60 %<\/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
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n76,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 24.78
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n54,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n53,078<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n53,068<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -13.39 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n51,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n34,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
There were 9 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 : 0.9352<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.65 – 24.00
\nSpot Rate : 0.3500
\nAverage : 0.2456<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 11.95 – 12.45
\nSpot Rate : 0.5000
\nAverage : 0.3967<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 11.95
\nEvaluated at bid price : 11.95
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.36 – 25.73
\nSpot Rate : 0.3700
\nAverage : 0.2806<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.36
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 13.13 – 13.44
\nSpot Rate : 0.3100
\nAverage : 0.2423<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 13.13
\nEvaluated at bid price : 13.13
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.18 – 24.40
\nSpot Rate : 0.2200
\nAverage : 0.1582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-18
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.18
\nBid-YTW : 4.96 %<\/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-41856","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41856","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=41856"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41856\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41856"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41856"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41856"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}