{"id":42034,"date":"2021-03-05T23:15:16","date_gmt":"2021-03-06T04:15:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=42034"},"modified":"2021-03-05T23:15:16","modified_gmt":"2021-03-06T04:15:16","slug":"march-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42034","title":{"rendered":"March 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>\n6.5421 %<\/td>\n2,222.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n6.5421 %<\/td>\n4,077.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.89 %<\/td>\n3.88 %<\/td>\n52,216<\/td>\n17.60<\/td>\n3<\/td>\n6.5421 %<\/td>\n2,350.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0803 %<\/td>\n3,668.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.13 %<\/td>\n33,251<\/td>\n3.66<\/td>\n9<\/td>\n-0.0803 %<\/td>\n4,381.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0803 %<\/td>\n3,418.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n4.57 %<\/td>\n73,142<\/td>\n0.15<\/td>\n21<\/td>\n-0.2450 %<\/td>\n3,227.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.96 %<\/td>\n5.01 %<\/td>\n82,896<\/td>\n15.44<\/td>\n13<\/td>\n-0.3738 %<\/td>\n3,722.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.45 %<\/td>\n3.79 %<\/td>\n182,173<\/td>\n17.46<\/td>\n52<\/td>\n-0.2605 %<\/td>\n2,604.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.02 %<\/td>\n4.65 %<\/td>\n80,551<\/td>\n4.58<\/td>\n22<\/td>\n0.0037 %<\/td>\n3,621.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.06 %<\/td>\n3.38 %<\/td>\n36,674<\/td>\n18.83<\/td>\n2<\/td>\n0.5521 %<\/td>\n2,347.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.08 %<\/td>\n3.76 %<\/td>\n240,392<\/td>\n1.18<\/td>\n26<\/td>\n0.6122 %<\/td>\n2,715.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.08 %<\/td>\n230,661<\/td>\n0.90<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,888.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.45 %<\/td>\n3.67 %<\/td>\n136,561<\/td>\n17.71<\/td>\n22<\/td>\n0.0453 %<\/td>\n2,764.5<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-5.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 18.49
\nEvaluated at bid price : 18.49
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.23
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 24.71
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.31
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Premium<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 24.78
\nEvaluated at bid price : 25.27
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.40
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.65
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n17.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n21.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 3.87 %<\/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>\n279,038<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.09 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n136,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 2.26 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n101,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n94,512<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 2.03 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n87,753<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 23.92
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n73,215<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
There were 32 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.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.60 – 22.84
\nSpot Rate : 1.2400
\nAverage : 0.6856<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 18.49 – 19.70
\nSpot Rate : 1.2100
\nAverage : 0.7859<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 18.49
\nEvaluated at bid price : 18.49
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.30
\nSpot Rate : 0.8000
\nAverage : 0.4727<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.00 – 23.90
\nSpot Rate : 0.9000
\nAverage : 0.6065<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.75
\nSpot Rate : 0.7500
\nAverage : 0.4697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.75
\nSpot Rate : 0.7500
\nAverage : 0.4928<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-05
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.69 %<\/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-42034","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42034","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=42034"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42034\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42034"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42034"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42034"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}