{"id":41891,"date":"2021-02-01T23:26:54","date_gmt":"2021-02-02T04:26:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=41891"},"modified":"2021-02-01T23:26:54","modified_gmt":"2021-02-02T04:26:54","slug":"february-1-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41891","title":{"rendered":"February 1, 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>\n-1.4662 %<\/td>\n1,987.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4662 %<\/td>\n3,647.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.35 %<\/td>\n4.39 %<\/td>\n44,564<\/td>\n16.61<\/td>\n3<\/td>\n-1.4662 %<\/td>\n2,102.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1346 %<\/td>\n3,629.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.48 %<\/td>\n38,932<\/td>\n3.70<\/td>\n8<\/td>\n0.1346 %<\/td>\n4,334.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1346 %<\/td>\n3,381.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n-2.93 %<\/td>\n73,292<\/td>\n0.09<\/td>\n18<\/td>\n-0.1153 %<\/td>\n3,232.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.99 %<\/td>\n4.97 %<\/td>\n69,924<\/td>\n15.42<\/td>\n13<\/td>\n0.0663 %<\/td>\n3,704.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.86 %<\/td>\n3.71 %<\/td>\n149,154<\/td>\n17.66<\/td>\n56<\/td>\n0.2160 %<\/td>\n2,415.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.75 %<\/td>\n94,293<\/td>\n15.28<\/td>\n22<\/td>\n0.0714 %<\/td>\n3,577.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n0.47 %<\/td>\n26,062<\/td>\n0.08<\/td>\n3<\/td>\n0.1016 %<\/td>\n1,940.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.39 %<\/td>\n193,877<\/td>\n1.04<\/td>\n20<\/td>\n-0.0432 %<\/td>\n2,708.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.78 %<\/td>\n1.62 %<\/td>\n154,801<\/td>\n0.99<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.85 %<\/td>\n3.70 %<\/td>\n87,084<\/td>\n17.61<\/td>\n22<\/td>\n-0.2485 %<\/td>\n2,510.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-5.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 12.52
\nEvaluated at bid price : 12.52
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 9.82
\nEvaluated at bid price : 9.82
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.67
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 19.79
\nEvaluated at bid price : 19.79
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 12.10
\nEvaluated at bid price : 12.10
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 20.14
\nEvaluated at bid price : 20.14
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.12
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.71 %<\/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
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n474,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n141,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-03-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : -12.19 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n111,660<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 23.40
\nEvaluated at bid price : 25.16
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n106,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n102,925<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 23.80
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n58,230<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
There were 23 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
BNS.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 24.99 – 25.88
\nSpot Rate : 0.8900
\nAverage : 0.4734<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-03-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 0.47 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.15 – 22.90
\nSpot Rate : 0.7500
\nAverage : 0.4437<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 12.52 – 13.31
\nSpot Rate : 0.7900
\nAverage : 0.4929<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 12.52
\nEvaluated at bid price : 12.52
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.76 – 19.70
\nSpot Rate : 0.9400
\nAverage : 0.6608<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.25 – 22.74
\nSpot Rate : 0.4900
\nAverage : 0.3668<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 25.16 – 25.50
\nSpot Rate : 0.3400
\nAverage : 0.2186<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-01
\nMaturity Price : 23.40
\nEvaluated at bid price : 25.16
\nBid-YTW : 3.85 %<\/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-41891","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41891","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=41891"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41891\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41891"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41891"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41891"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}