{"id":41909,"date":"2021-02-06T00:23:22","date_gmt":"2021-02-06T05:23:22","guid":{"rendered":"http:\/\/prefblog.com\/?p=41909"},"modified":"2021-02-06T00:23:22","modified_gmt":"2021-02-06T05:23:22","slug":"february-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41909","title":{"rendered":"February 5, 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-0.3466 %<\/td>\n2,126.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3466 %<\/td>\n3,901.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.07 %<\/td>\n4.10 %<\/td>\n51,474<\/td>\n17.18<\/td>\n3<\/td>\n-0.3466 %<\/td>\n2,248.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0024 %<\/td>\n3,636.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.40 %<\/td>\n37,068<\/td>\n3.69<\/td>\n8<\/td>\n-0.0024 %<\/td>\n4,342.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0024 %<\/td>\n3,388.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n-5.66 %<\/td>\n68,303<\/td>\n0.09<\/td>\n18<\/td>\n-0.0260 %<\/td>\n3,248.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.95 %<\/td>\n4.70 %<\/td>\n77,025<\/td>\n15.37<\/td>\n13<\/td>\n0.2828 %<\/td>\n3,745.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.73 %<\/td>\n3.61 %<\/td>\n156,828<\/td>\n17.86<\/td>\n56<\/td>\n0.4830 %<\/td>\n2,477.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.96 %<\/td>\n4.60 %<\/td>\n89,156<\/td>\n3.90<\/td>\n22<\/td>\n0.0488 %<\/td>\n3,622.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.41 %<\/td>\n3.86 %<\/td>\n31,289<\/td>\n17.70<\/td>\n2<\/td>\n-0.1179 %<\/td>\n2,023.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n3.04 %<\/td>\n193,318<\/td>\n1.03<\/td>\n20<\/td>\n-0.0626 %<\/td>\n2,714.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.63 %<\/td>\n188,127<\/td>\n0.98<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.64 %<\/td>\n3.48 %<\/td>\n90,415<\/td>\n18.04<\/td>\n22<\/td>\n0.3617 %<\/td>\n2,627.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.73
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.15
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 10.89
\nEvaluated at bid price : 10.89
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.22
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 13.01
\nEvaluated at bid price : 13.01
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n4.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 4.37 %<\/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
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n113,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.77
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n107,320<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.86
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n106,718<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 2.53 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n94,737<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 23.73
\nEvaluated at bid price : 23.99
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n85,150<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.27 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n64,062<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
There were 42 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.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.50 – 23.48
\nSpot Rate : 1.9800
\nAverage : 1.0874<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.28 – 24.00
\nSpot Rate : 0.7200
\nAverage : 0.4384<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.28
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.30 – 24.88
\nSpot Rate : 0.5800
\nAverage : 0.3740<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 10.89 – 11.49
\nSpot Rate : 0.6000
\nAverage : 0.4500<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 10.89
\nEvaluated at bid price : 10.89
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 12.40 – 12.98
\nSpot Rate : 0.5800
\nAverage : 0.4418<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 24.73 – 25.15
\nSpot Rate : 0.4200
\nAverage : 0.2923<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-05
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.73
\nBid-YTW : 4.90 %<\/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-41909","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41909","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=41909"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41909\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41909"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41909"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41909"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}