{"id":41939,"date":"2021-02-09T21:54:20","date_gmt":"2021-02-10T02:54:20","guid":{"rendered":"http:\/\/prefblog.com\/?p=41939"},"modified":"2021-02-09T21:54:20","modified_gmt":"2021-02-10T02:54:20","slug":"february-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41939","title":{"rendered":"February 9, 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-2.4565 %<\/td>\n2,108.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.4565 %<\/td>\n3,869.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.10 %<\/td>\n4.10 %<\/td>\n56,280<\/td>\n17.19<\/td>\n3<\/td>\n-2.4565 %<\/td>\n2,230.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0244 %<\/td>\n3,637.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.48 %<\/td>\n38,103<\/td>\n3.68<\/td>\n8<\/td>\n0.0244 %<\/td>\n4,344.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0244 %<\/td>\n3,389.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n-4.60 %<\/td>\n70,245<\/td>\n0.09<\/td>\n18<\/td>\n0.1934 %<\/td>\n3,246.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.93 %<\/td>\n4.88 %<\/td>\n77,125<\/td>\n15.44<\/td>\n13<\/td>\n0.2190 %<\/td>\n3,758.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.73 %<\/td>\n3.69 %<\/td>\n155,511<\/td>\n17.75<\/td>\n56<\/td>\n0.3702 %<\/td>\n2,480.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.66 %<\/td>\n90,247<\/td>\n15.33<\/td>\n22<\/td>\n0.0633 %<\/td>\n3,618.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.49 %<\/td>\n2.93 %<\/td>\n23,075<\/td>\n19.87<\/td>\n2<\/td>\n-3.0409 %<\/td>\n1,980.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.12 %<\/td>\n2.78 %<\/td>\n212,268<\/td>\n0.94<\/td>\n20<\/td>\n0.0353 %<\/td>\n2,711.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.65 %<\/td>\n178,168<\/td>\n0.97<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.64 %<\/td>\n3.55 %<\/td>\n98,052<\/td>\n17.87<\/td>\n22<\/td>\n0.0129 %<\/td>\n2,627.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-6.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 12.17
\nEvaluated at bid price : 12.17
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-4.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 10.22
\nEvaluated at bid price : 10.22
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 11.42
\nEvaluated at bid price : 11.42
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 10.58
\nEvaluated at bid price : 10.58
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.62
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 10.57
\nEvaluated at bid price : 10.57
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 24.37
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.86
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.20
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n4.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.56 %<\/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
W.PR.M<\/td>\nFixedReset Prem<\/td>\n251,547<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.79 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n212,980<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 10.22
\nEvaluated at bid price : 10.22
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n152,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.39 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n101,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 23.56
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n88,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n82,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 23.85
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
There were 48 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
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 19.45 – 20.99
\nSpot Rate : 1.5400
\nAverage : 0.8596<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 12.17 – 13.24
\nSpot Rate : 1.0700
\nAverage : 0.6606<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 12.17
\nEvaluated at bid price : 12.17
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.62 – 23.23
\nSpot Rate : 0.6100
\nAverage : 0.3691<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.62
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.20 – 24.00
\nSpot Rate : 0.8000
\nAverage : 0.5780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 10.22 – 10.80
\nSpot Rate : 0.5800
\nAverage : 0.3712<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-09
\nMaturity Price : 10.22
\nEvaluated at bid price : 10.22
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.00 – 27.00
\nSpot Rate : 1.0000
\nAverage : 0.7962<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.95 %<\/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-41939","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41939","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=41939"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41939\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41939"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41939"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41939"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}