{"id":41878,"date":"2021-01-25T21:01:48","date_gmt":"2021-01-26T02:01:48","guid":{"rendered":"http:\/\/prefblog.com\/?p=41878"},"modified":"2021-01-25T21:01:48","modified_gmt":"2021-01-26T02:01:48","slug":"january-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41878","title":{"rendered":"January 25, 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>\n0.6487 %<\/td>\n2,085.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6487 %<\/td>\n3,827.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.15 %<\/td>\n4.18 %<\/td>\n43,642<\/td>\n17.05<\/td>\n3<\/td>\n0.6487 %<\/td>\n2,205.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1612 %<\/td>\n3,636.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.39 %<\/td>\n37,984<\/td>\n4.19<\/td>\n8<\/td>\n0.1612 %<\/td>\n4,342.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1612 %<\/td>\n3,388.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n-11.54 %<\/td>\n65,619<\/td>\n0.09<\/td>\n18<\/td>\n0.1369 %<\/td>\n3,240.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.99 %<\/td>\n5.05 %<\/td>\n70,520<\/td>\n15.40<\/td>\n13<\/td>\n-0.0158 %<\/td>\n3,698.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.87 %<\/td>\n3.76 %<\/td>\n141,406<\/td>\n17.52<\/td>\n56<\/td>\n0.3092 %<\/td>\n2,412.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.79 %<\/td>\n82,380<\/td>\n15.37<\/td>\n22<\/td>\n0.1374 %<\/td>\n3,576.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.49 %<\/td>\n0.38 %<\/td>\n27,021<\/td>\n0.10<\/td>\n3<\/td>\n0.0000 %<\/td>\n1,934.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n2.81 %<\/td>\n195,877<\/td>\n0.98<\/td>\n20<\/td>\n0.0525 %<\/td>\n2,705.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.96 %<\/td>\n169,856<\/td>\n1.00<\/td>\n2<\/td>\n0.0400 %<\/td>\n2,886.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.83 %<\/td>\n3.68 %<\/td>\n91,445<\/td>\n17.67<\/td>\n22<\/td>\n0.4872 %<\/td>\n2,522.6<\/td>\n<\/tr>\n<\/table>\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.K<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.88
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 10.38
\nEvaluated at bid price : 10.38
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.58
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.56
\nBid-YTW : 3.64 %<\/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.H<\/td>\nFixedReset Prem<\/td>\n151,794<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.64 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n126,704<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n98,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n90,309<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.58
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n65,383<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 23.57
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n63,597<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
There were 35 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
TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 22.75
\nSpot Rate : 0.6500
\nAverage : 0.4131<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.91 – 23.50
\nSpot Rate : 0.5900
\nAverage : 0.3829<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.91
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BMO.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 25.04 – 25.38
\nSpot Rate : 0.3400
\nAverage : 0.1984<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 23.81
\nEvaluated at bid price : 25.04
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.17 – 21.00
\nSpot Rate : 0.8300
\nAverage : 0.6971<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.75 – 23.20
\nSpot Rate : 0.4500
\nAverage : 0.3177<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 24.09 – 24.50
\nSpot Rate : 0.4100
\nAverage : 0.2956<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-25
\nMaturity Price : 23.84
\nEvaluated at bid price : 24.09
\nBid-YTW : 4.70 %<\/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-41878","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41878","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=41878"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41878\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41878"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41878"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41878"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}