{"id":41928,"date":"2021-02-09T00:18:28","date_gmt":"2021-02-09T05:18:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=41928"},"modified":"2021-02-09T00:18:28","modified_gmt":"2021-02-09T05:18:28","slug":"february-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41928","title":{"rendered":"February 8, 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>\n1.6756 %<\/td>\n2,161.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6756 %<\/td>\n3,966.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.00 %<\/td>\n4.05 %<\/td>\n51,997<\/td>\n17.30<\/td>\n3<\/td>\n1.6756 %<\/td>\n2,286.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0146 %<\/td>\n3,636.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.41 %<\/td>\n36,971<\/td>\n3.68<\/td>\n8<\/td>\n0.0146 %<\/td>\n4,343.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0146 %<\/td>\n3,388.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n-5.20 %<\/td>\n69,008<\/td>\n0.09<\/td>\n18<\/td>\n-0.2580 %<\/td>\n3,240.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.69 %<\/td>\n77,073<\/td>\n15.39<\/td>\n13<\/td>\n0.1347 %<\/td>\n3,750.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.75 %<\/td>\n3.74 %<\/td>\n156,276<\/td>\n17.71<\/td>\n56<\/td>\n-0.2604 %<\/td>\n2,471.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.63 %<\/td>\n89,064<\/td>\n15.35<\/td>\n22<\/td>\n-0.1536 %<\/td>\n3,616.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.38 %<\/td>\n3.85 %<\/td>\n30,365<\/td>\n17.72<\/td>\n2<\/td>\n0.9445 %<\/td>\n2,042.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n2.76 %<\/td>\n196,544<\/td>\n0.94<\/td>\n20<\/td>\n-0.1665 %<\/td>\n2,710.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.64 %<\/td>\n185,487<\/td>\n0.97<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.64 %<\/td>\n3.57 %<\/td>\n92,325<\/td>\n17.88<\/td>\n22<\/td>\n0.0000 %<\/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
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.61
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 15.31
\nEvaluated at bid price : 15.31
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.73
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 24.82
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.76
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 10.70
\nEvaluated at bid price : 10.70
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 10.76
\nEvaluated at bid price : 10.76
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 10.70
\nEvaluated at bid price : 10.70
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 12.61
\nEvaluated at bid price : 12.61
\nBid-YTW : 3.57 %<\/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
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n75,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 23.65
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n73,594<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 24.82
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n71,775<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 18.33
\nEvaluated at bid price : 18.33
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n64,970<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.36 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n62,585<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 2.73 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n60,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
There were 29 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.Q<\/td>\nInsurance Straight<\/td>\nQuote: 25.28 – 27.30
\nSpot Rate : 2.0200
\nAverage : 1.1406<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.85 – 26.85
\nSpot Rate : 1.0000
\nAverage : 0.5728<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.91
\nSpot Rate : 0.9100
\nAverage : 0.6139<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 21.50 – 22.22
\nSpot Rate : 0.7200
\nAverage : 0.4543<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.72 – 26.35
\nSpot Rate : 0.6300
\nAverage : 0.3816<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 12.90 – 13.60
\nSpot Rate : 0.7000
\nAverage : 0.4562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-08
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 4.08 %<\/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-41928","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41928","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=41928"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41928\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41928"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41928"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41928"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}