{"id":42082,"date":"2021-03-18T20:51:32","date_gmt":"2021-03-19T01:51:32","guid":{"rendered":"http:\/\/prefblog.com\/?p=42082"},"modified":"2021-03-18T20:51:32","modified_gmt":"2021-03-19T01:51:32","slug":"march-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42082","title":{"rendered":"March 18, 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>\n0.6149 %<\/td>\n2,337.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6149 %<\/td>\n4,289.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.74 %<\/td>\n3.74 %<\/td>\n59,408<\/td>\n18.00<\/td>\n3<\/td>\n0.6149 %<\/td>\n2,472.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1148 %<\/td>\n3,673.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.28 %<\/td>\n39,422<\/td>\n3.62<\/td>\n9<\/td>\n-0.1148 %<\/td>\n4,386.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1148 %<\/td>\n3,422.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-0.61 %<\/td>\n74,863<\/td>\n0.09<\/td>\n21<\/td>\n0.0205 %<\/td>\n3,249.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.97 %<\/td>\n5.00 %<\/td>\n82,183<\/td>\n15.48<\/td>\n13<\/td>\n0.0350 %<\/td>\n3,732.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.35 %<\/td>\n3.89 %<\/td>\n191,374<\/td>\n17.22<\/td>\n52<\/td>\n0.3259 %<\/td>\n2,666.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.99 %<\/td>\n4.59 %<\/td>\n91,152<\/td>\n4.61<\/td>\n22<\/td>\n0.1165 %<\/td>\n3,645.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.97 %<\/td>\n3.27 %<\/td>\n49,259<\/td>\n19.08<\/td>\n2<\/td>\n-0.2670 %<\/td>\n2,406.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.06 %<\/td>\n3.57 %<\/td>\n236,694<\/td>\n1.01<\/td>\n26<\/td>\n0.1054 %<\/td>\n2,729.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.17 %<\/td>\n220,845<\/td>\n0.43<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.40 %<\/td>\n3.84 %<\/td>\n148,344<\/td>\n17.44<\/td>\n22<\/td>\n0.1916 %<\/td>\n2,800.6<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 14.98
\nEvaluated at bid price : 14.98
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n6.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.07
\nBid-YTW : 4.42 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n218,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.98
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n196,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 0.32 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n171,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n86,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n84,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n81,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 1.57 %<\/td>\n<\/tr>\n
There were 61 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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.98 – 15.75
\nSpot Rate : 0.7700
\nAverage : 0.5272<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 14.98
\nEvaluated at bid price : 14.98
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 24.42 – 24.68
\nSpot Rate : 0.2600
\nAverage : 0.1605<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-18
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.42
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.45 – 25.65
\nSpot Rate : 0.2000
\nAverage : 0.1369<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.65 – 25.89
\nSpot Rate : 0.2400
\nAverage : 0.1784<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.65
\nBid-YTW : 0.20 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 25.81 – 26.19
\nSpot Rate : 0.3800
\nAverage : 0.3206<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.00 – 26.59
\nSpot Rate : 0.5900
\nAverage : 0.5388<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\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-42082","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42082","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=42082"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42082\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42082"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42082"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42082"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}