{"id":42018,"date":"2021-03-02T21:47:00","date_gmt":"2021-03-03T02:47:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=42018"},"modified":"2021-03-02T21:47:00","modified_gmt":"2021-03-03T02:47:00","slug":"march-2-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42018","title":{"rendered":"March 2, 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>\n0.1497 %<\/td>\n2,247.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1497 %<\/td>\n4,124.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.85 %<\/td>\n3.83 %<\/td>\n51,513<\/td>\n17.71<\/td>\n3<\/td>\n0.1497 %<\/td>\n2,377.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0043 %<\/td>\n3,677.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.01 %<\/td>\n35,180<\/td>\n3.67<\/td>\n9<\/td>\n-0.0043 %<\/td>\n4,392.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0043 %<\/td>\n3,426.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.32 %<\/td>\n-0.49 %<\/td>\n74,092<\/td>\n0.09<\/td>\n21<\/td>\n0.0673 %<\/td>\n3,241.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.99 %<\/td>\n85,972<\/td>\n15.43<\/td>\n13<\/td>\n-0.0063 %<\/td>\n3,742.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.45 %<\/td>\n3.78 %<\/td>\n181,773<\/td>\n17.45<\/td>\n52<\/td>\n0.4489 %<\/td>\n2,605.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.03 %<\/td>\n4.63 %<\/td>\n81,373<\/td>\n15.03<\/td>\n22<\/td>\n0.4227 %<\/td>\n3,613.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.09 %<\/td>\n3.44 %<\/td>\n30,436<\/td>\n18.69<\/td>\n2<\/td>\n1.0490 %<\/td>\n2,327.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.08 %<\/td>\n3.88 %<\/td>\n236,906<\/td>\n1.20<\/td>\n26<\/td>\n0.0695 %<\/td>\n2,715.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.97 %<\/td>\n236,945<\/td>\n0.48<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.67 %<\/td>\n142,995<\/td>\n17.76<\/td>\n22<\/td>\n-0.0063 %<\/td>\n2,776.1<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-5.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.83
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.84
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.42
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.62
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 20.14
\nEvaluated at bid price : 20.14
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 14.77
\nEvaluated at bid price : 14.77
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 24.80
\nEvaluated at bid price : 25.31
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.84
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : -4.80 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.36
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.94
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.46
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.26
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 19.46
\nEvaluated at bid price : 19.46
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n9.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.89 %<\/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
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n378,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 2.30 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n150,328<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.83
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n116,740<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n113,873<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n109,406<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n106,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 2.34 %<\/td>\n<\/tr>\n
There were 38 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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.75 – 19.45
\nSpot Rate : 1.7000
\nAverage : 0.9290<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 22.50 – 24.30
\nSpot Rate : 1.8000
\nAverage : 1.1266<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.84 – 24.00
\nSpot Rate : 1.1600
\nAverage : 0.7771<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.84
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.24 – 15.75
\nSpot Rate : 0.5100
\nAverage : 0.3651<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 20.25 – 20.72
\nSpot Rate : 0.4700
\nAverage : 0.3389<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.89 – 22.48
\nSpot Rate : 0.5900
\nAverage : 0.4710<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-02
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.89
\nBid-YTW : 4.88 %<\/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-42018","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42018","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=42018"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42018\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42018"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42018"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42018"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}