{"id":41859,"date":"2021-01-19T19:48:01","date_gmt":"2021-01-20T00:48:01","guid":{"rendered":"http:\/\/prefblog.com\/?p=41859"},"modified":"2021-01-19T19:48:01","modified_gmt":"2021-01-20T00:48:01","slug":"january-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41859","title":{"rendered":"January 19, 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>\n0.7059 %<\/td>\n2,013.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7059 %<\/td>\n3,695.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.29 %<\/td>\n4.34 %<\/td>\n45,123<\/td>\n16.73<\/td>\n3<\/td>\n0.7059 %<\/td>\n2,129.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1971 %<\/td>\n3,636.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.28 %<\/td>\n39,417<\/td>\n3.74<\/td>\n8<\/td>\n-0.1971 %<\/td>\n4,343.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1971 %<\/td>\n3,388.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n-5.99 %<\/td>\n66,504<\/td>\n0.09<\/td>\n18<\/td>\n0.0761 %<\/td>\n3,232.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.00 %<\/td>\n5.04 %<\/td>\n69,837<\/td>\n15.42<\/td>\n13<\/td>\n0.1838 %<\/td>\n3,696.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.92 %<\/td>\n3.79 %<\/td>\n142,844<\/td>\n17.50<\/td>\n56<\/td>\n0.0467 %<\/td>\n2,385.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.04 %<\/td>\n4.82 %<\/td>\n86,228<\/td>\n15.34<\/td>\n22<\/td>\n0.1580 %<\/td>\n3,568.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n0.66 %<\/td>\n27,003<\/td>\n0.12<\/td>\n3<\/td>\n0.1650 %<\/td>\n1,914.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.02 %<\/td>\n194,344<\/td>\n0.99<\/td>\n20<\/td>\n-0.0275 %<\/td>\n2,699.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.97 %<\/td>\n181,562<\/td>\n1.02<\/td>\n2<\/td>\n-0.0200 %<\/td>\n2,884.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.86 %<\/td>\n3.74 %<\/td>\n89,920<\/td>\n17.57<\/td>\n22<\/td>\n-0.2244 %<\/td>\n2,505.5<\/td>\n<\/tr>\n<\/table>\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.G<\/td>\nFixedReset Ins Non<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 16.33
\nEvaluated at bid price : 16.33
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 11.89
\nEvaluated at bid price : 11.89
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 10.08
\nEvaluated at bid price : 10.08
\nBid-YTW : 4.29 %<\/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
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n122,750<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 2.71 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n82,695<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n61,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 12.87
\nEvaluated at bid price : 12.87
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n56,898<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 2.74 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n43,110<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.25
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n25,770<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
There were 18 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
RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.25 – 11.69
\nSpot Rate : 1.4400
\nAverage : 0.8007<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.25
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.10 – 21.10
\nSpot Rate : 1.0000
\nAverage : 0.6384<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.50 – 16.33
\nSpot Rate : 0.8300
\nAverage : 0.5128<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 26.25
\nSpot Rate : 0.7500
\nAverage : 0.4373<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-02-18
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.50
\nBid-YTW : -5.65 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 11.89 – 12.87
\nSpot Rate : 0.9800
\nAverage : 0.7020<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 11.89
\nEvaluated at bid price : 11.89
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 19.10 – 19.67
\nSpot Rate : 0.5700
\nAverage : 0.3346<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-19
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.66 %<\/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-41859","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41859","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=41859"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41859\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41859"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41859"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41859"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}