{"id":41888,"date":"2021-01-30T15:16:21","date_gmt":"2021-01-30T20:16:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=41888"},"modified":"2021-01-30T15:16:21","modified_gmt":"2021-01-30T20:16:21","slug":"january-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41888","title":{"rendered":"January 29, 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>\n0.0667 %<\/td>\n2,017.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0667 %<\/td>\n3,701.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.29 %<\/td>\n4.33 %<\/td>\n45,096<\/td>\n16.74<\/td>\n3<\/td>\n0.0667 %<\/td>\n2,133.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1100 %<\/td>\n3,624.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.48 %<\/td>\n38,228<\/td>\n4.18<\/td>\n8<\/td>\n-0.1100 %<\/td>\n4,328.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1100 %<\/td>\n3,377.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-4.46 %<\/td>\n74,166<\/td>\n0.09<\/td>\n18<\/td>\n-0.0587 %<\/td>\n3,235.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.99 %<\/td>\n4.97 %<\/td>\n67,984<\/td>\n15.39<\/td>\n13<\/td>\n0.0537 %<\/td>\n3,702.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.88 %<\/td>\n3.73 %<\/td>\n149,330<\/td>\n17.60<\/td>\n56<\/td>\n0.1906 %<\/td>\n2,409.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.78 %<\/td>\n87,292<\/td>\n15.30<\/td>\n22<\/td>\n-0.0146 %<\/td>\n3,574.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n0.43 %<\/td>\n27,134<\/td>\n0.09<\/td>\n3<\/td>\n-0.0203 %<\/td>\n1,938.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.38 %<\/td>\n191,170<\/td>\n0.97<\/td>\n20<\/td>\n0.2048 %<\/td>\n2,709.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.93 %<\/td>\n1.60 %<\/td>\n161,094<\/td>\n0.99<\/td>\n2<\/td>\n0.1456 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.84 %<\/td>\n3.68 %<\/td>\n88,278<\/td>\n17.67<\/td>\n22<\/td>\n0.9880 %<\/td>\n2,517.2<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.60
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 23.54
\nEvaluated at bid price : 25.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 12.24
\nEvaluated at bid price : 12.24
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n24.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n139,884<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.14
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n134,914<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n117,436<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n89,732<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n75,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 2.63 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n74,938<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
There were 33 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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 25.60 – 26.13
\nSpot Rate : 0.5300
\nAverage : 0.3719<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 21.50
\nSpot Rate : 0.5000
\nAverage : 0.3485<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 21.62 – 21.98
\nSpot Rate : 0.3600
\nAverage : 0.2485<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.62
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.25 – 21.75
\nSpot Rate : 0.5000
\nAverage : 0.3891<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.80 – 15.13
\nSpot Rate : 0.3300
\nAverage : 0.2283<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 10.07 – 10.45
\nSpot Rate : 0.3800
\nAverage : 0.2795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-01-29
\nMaturity Price : 10.07
\nEvaluated at bid price : 10.07
\nBid-YTW : 4.30 %<\/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-41888","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41888","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=41888"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41888\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41888"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41888"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41888"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}