{"id":41973,"date":"2021-02-19T22:35:03","date_gmt":"2021-02-20T03:35:03","guid":{"rendered":"http:\/\/prefblog.com\/?p=41973"},"modified":"2021-02-19T22:35:03","modified_gmt":"2021-02-20T03:35:03","slug":"february-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41973","title":{"rendered":"February 19, 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>\n1.7020 %<\/td>\n2,289.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.7020 %<\/td>\n4,201.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.78 %<\/td>\n3.83 %<\/td>\n51,909<\/td>\n17.74<\/td>\n3<\/td>\n1.7020 %<\/td>\n2,421.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4789 %<\/td>\n3,666.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.27 %<\/td>\n35,327<\/td>\n4.20<\/td>\n8<\/td>\n0.4789 %<\/td>\n4,378.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4789 %<\/td>\n3,416.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n-1.18 %<\/td>\n72,517<\/td>\n0.08<\/td>\n19<\/td>\n-0.0966 %<\/td>\n3,247.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.93 %<\/td>\n4.98 %<\/td>\n92,466<\/td>\n15.44<\/td>\n13<\/td>\n-0.1618 %<\/td>\n3,764.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.60 %<\/td>\n3.59 %<\/td>\n176,831<\/td>\n17.91<\/td>\n56<\/td>\n-0.0792 %<\/td>\n2,552.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.95 %<\/td>\n4.55 %<\/td>\n80,188<\/td>\n15.30<\/td>\n22<\/td>\n-0.0234 %<\/td>\n3,632.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.05 %<\/td>\n2.58 %<\/td>\n29,178<\/td>\n20.79<\/td>\n2<\/td>\n0.9947 %<\/td>\n2,263.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n3.39 %<\/td>\n225,661<\/td>\n0.91<\/td>\n20<\/td>\n-0.1510 %<\/td>\n2,707.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.70 %<\/td>\n185,887<\/td>\n0.94<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.38 %<\/td>\n125,002<\/td>\n18.29<\/td>\n22<\/td>\n-0.2677 %<\/td>\n2,750.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-8.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.15
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 11.16
\nEvaluated at bid price : 11.16
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.86
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 14.68
\nEvaluated at bid price : 14.68
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 23.57
\nEvaluated at bid price : 23.98
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 14.83
\nEvaluated at bid price : 14.83
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 13.99
\nEvaluated at bid price : 13.99
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 11.44
\nEvaluated at bid price : 11.44
\nBid-YTW : 3.79 %<\/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
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n277,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-03-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : -5.52 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n267,480<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 2.62 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n91,677<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n86,458<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n57,385<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.62
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n55,815<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.79
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
There were 53 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
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.15 – 24.37
\nSpot Rate : 1.2200
\nAverage : 0.7858<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.15
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 11.50 – 12.42
\nSpot Rate : 0.9200
\nAverage : 0.5513<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.66 – 26.66
\nSpot Rate : 1.0000
\nAverage : 0.6730<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 22.19 – 24.30
\nSpot Rate : 2.1100
\nAverage : 1.7916<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.19
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.83 – 15.54
\nSpot Rate : 0.7100
\nAverage : 0.4538<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 14.83
\nEvaluated at bid price : 14.83
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.55 – 22.45
\nSpot Rate : 0.9000
\nAverage : 0.6685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-19
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.55
\nBid-YTW : 3.54 %<\/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-41973","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41973","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=41973"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41973\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41973"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41973"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41973"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}