{"id":42069,"date":"2021-03-16T22:43:21","date_gmt":"2021-03-17T03:43:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=42069"},"modified":"2021-03-16T22:43:21","modified_gmt":"2021-03-17T03:43:21","slug":"march-16-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42069","title":{"rendered":"March 16, 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-0.4073 %<\/td>\n2,328.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4073 %<\/td>\n4,273.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.76 %<\/td>\n3.76 %<\/td>\n59,108<\/td>\n17.96<\/td>\n3<\/td>\n-0.4073 %<\/td>\n2,462.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2228 %<\/td>\n3,691.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.00 %<\/td>\n38,658<\/td>\n3.63<\/td>\n9<\/td>\n0.2228 %<\/td>\n4,408.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2228 %<\/td>\n3,439.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-0.58 %<\/td>\n75,247<\/td>\n0.09<\/td>\n21<\/td>\n0.0672 %<\/td>\n3,247.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.97 %<\/td>\n4.99 %<\/td>\n78,903<\/td>\n15.47<\/td>\n13<\/td>\n-0.1653 %<\/td>\n3,730.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.93 %<\/td>\n190,418<\/td>\n17.12<\/td>\n52<\/td>\n-0.1029 %<\/td>\n2,647.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.01 %<\/td>\n4.66 %<\/td>\n85,927<\/td>\n15.47<\/td>\n22<\/td>\n0.0493 %<\/td>\n3,633.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.97 %<\/td>\n3.29 %<\/td>\n44,971<\/td>\n19.02<\/td>\n2<\/td>\n-0.5988 %<\/td>\n2,406.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.57 %<\/td>\n224,999<\/td>\n1.01<\/td>\n26<\/td>\n0.1206 %<\/td>\n2,725.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.22 %<\/td>\n211,668<\/td>\n0.87<\/td>\n1<\/td>\n-0.0800 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.41 %<\/td>\n3.86 %<\/td>\n146,000<\/td>\n17.40<\/td>\n22<\/td>\n-0.3758 %<\/td>\n2,792.7<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-15.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 23.42
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.90
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 23.34
\nEvaluated at bid price : 23.63
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.44
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 24.49
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 23.80
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.65
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 12.56
\nEvaluated at bid price : 12.56
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.67 %<\/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
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n274,188<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 24.56
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n202,852<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 1.33 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n202,750<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.27 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n76,390<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 2.01 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n71,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 1.98 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n68,398<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
There were 40 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
BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 11.44 – 15.88
\nSpot Rate : 4.4400
\nAverage : 2.9553<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 11.44
\nEvaluated at bid price : 11.44
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 13.00 – 15.75
\nSpot Rate : 2.7500
\nAverage : 1.5251<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

CM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 25.15 – 26.00
\nSpot Rate : 0.8500
\nAverage : 0.5065<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 23.83
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.44 – 24.29
\nSpot Rate : 0.8500
\nAverage : 0.5461<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.44
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 13.90 – 15.00
\nSpot Rate : 1.1000
\nAverage : 0.8031<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-16
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.38 – 25.99
\nSpot Rate : 0.6100
\nAverage : 0.4051<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-24
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.38
\nBid-YTW : 4.79 %<\/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-42069","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42069","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=42069"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42069\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42069"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42069"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42069"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}