{"id":42053,"date":"2021-03-10T12:02:47","date_gmt":"2021-03-10T17:02:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=42053"},"modified":"2021-03-10T12:02:47","modified_gmt":"2021-03-10T17:02:47","slug":"march-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42053","title":{"rendered":"March 9, 2021"},"content":{"rendered":"

Sorry this is late!<\/p>\n\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-0.2671 %<\/td>\n2,258.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2671 %<\/td>\n4,144.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.83 %<\/td>\n3.88 %<\/td>\n53,631<\/td>\n17.60<\/td>\n3<\/td>\n-0.2671 %<\/td>\n2,388.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0238 %<\/td>\n3,678.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.00 %<\/td>\n34,081<\/td>\n3.65<\/td>\n9<\/td>\n-0.0238 %<\/td>\n4,393.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0238 %<\/td>\n3,427.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n-0.62 %<\/td>\n74,209<\/td>\n0.10<\/td>\n21<\/td>\n0.0356 %<\/td>\n3,230.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.97 %<\/td>\n5.00 %<\/td>\n82,760<\/td>\n15.45<\/td>\n13<\/td>\n-0.0986 %<\/td>\n3,719.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.40 %<\/td>\n3.82 %<\/td>\n180,421<\/td>\n17.29<\/td>\n52<\/td>\n0.6144 %<\/td>\n2,631.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.01 %<\/td>\n4.59 %<\/td>\n79,889<\/td>\n4.00<\/td>\n22<\/td>\n0.2268 %<\/td>\n3,627.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.02 %<\/td>\n3.33 %<\/td>\n39,088<\/td>\n18.94<\/td>\n2<\/td>\n1.0309 %<\/td>\n2,368.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.08 %<\/td>\n3.63 %<\/td>\n236,274<\/td>\n1.02<\/td>\n26<\/td>\n0.0800 %<\/td>\n2,717.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.12 %<\/td>\n225,756<\/td>\n0.89<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.77 %<\/td>\n137,287<\/td>\n17.52<\/td>\n22<\/td>\n0.2612 %<\/td>\n2,772.0<\/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
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>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.59
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.66
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.88
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 13.63
\nEvaluated at bid price : 13.63
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 21.66
\nEvaluated at bid price : 21.93
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.34
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n<\/table>\n\n\n\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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n528,450<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 2.32 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n317,080<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 2.42 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n171,230<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 1.58 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n136,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n133,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n129,595<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 24.35
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n129,263<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 23.81
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n118,877<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.67
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n111,920<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.52
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
There were 36 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.73 – 26.73
\nSpot Rate : 1.0000
\nAverage : 0.5946<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 20.10 – 20.86
\nSpot Rate : 0.7600
\nAverage : 0.4853<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.77 – 15.41
\nSpot Rate : 0.6400
\nAverage : 0.3668<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 14.77
\nEvaluated at bid price : 14.77
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.11 – 22.75
\nSpot Rate : 0.6400
\nAverage : 0.4496<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.11
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.05 – 26.62
\nSpot Rate : 0.5700
\nAverage : 0.4024<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 20.75 – 21.24
\nSpot Rate : 0.4900
\nAverage : 0.3413<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-09
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! 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 …<\/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-42053","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42053","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=42053"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42053\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42053"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42053"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42053"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}