{"id":42088,"date":"2021-03-19T22:20:17","date_gmt":"2021-03-20T03:20:17","guid":{"rendered":"http:\/\/prefblog.com\/?p=42088"},"modified":"2021-03-19T22:20:17","modified_gmt":"2021-03-20T03:20:17","slug":"march-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42088","title":{"rendered":"March 19, 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-1.4261 %<\/td>\n2,304.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4261 %<\/td>\n4,228.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.80 %<\/td>\n3.77 %<\/td>\n59,501<\/td>\n17.94<\/td>\n3<\/td>\n-1.4261 %<\/td>\n2,436.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0239 %<\/td>\n3,674.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.19 %<\/td>\n39,529<\/td>\n3.62<\/td>\n9<\/td>\n0.0239 %<\/td>\n4,387.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0239 %<\/td>\n3,423.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-0.91 %<\/td>\n77,719<\/td>\n0.09<\/td>\n21<\/td>\n0.0354 %<\/td>\n3,250.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.98 %<\/td>\n5.01 %<\/td>\n81,731<\/td>\n15.46<\/td>\n13<\/td>\n-0.1273 %<\/td>\n3,727.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.35 %<\/td>\n3.87 %<\/td>\n197,074<\/td>\n17.20<\/td>\n52<\/td>\n-0.0035 %<\/td>\n2,666.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.00 %<\/td>\n4.66 %<\/td>\n92,280<\/td>\n15.46<\/td>\n22<\/td>\n-0.0473 %<\/td>\n3,643.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n3.27 %<\/td>\n49,832<\/td>\n19.07<\/td>\n2<\/td>\n0.7363 %<\/td>\n2,424.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.06 %<\/td>\n3.66 %<\/td>\n242,543<\/td>\n1.01<\/td>\n26<\/td>\n0.0331 %<\/td>\n2,730.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.57 %<\/td>\n227,586<\/td>\n0.86<\/td>\n1<\/td>\n-0.3201 %<\/td>\n2,881.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.42 %<\/td>\n3.86 %<\/td>\n149,195<\/td>\n17.43<\/td>\n22<\/td>\n-0.4497 %<\/td>\n2,788.0<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.85
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 11.09
\nEvaluated at bid price : 11.09
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 13.58
\nEvaluated at bid price : 13.58
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.71
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.33
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.64
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 22.83
\nEvaluated at bid price : 24.07
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 2.59 %<\/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>\n223,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n119,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.64
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n82,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n81,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.90
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n63,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n51,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 23.50
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
There were 54 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.R<\/td>\nFixedReset Disc<\/td>\nQuote: 17.80 – 18.62
\nSpot Rate : 0.8200
\nAverage : 0.5106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.85 – 22.75
\nSpot Rate : 0.9000
\nAverage : 0.5973<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.85
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.10 – 21.93
\nSpot Rate : 0.8300
\nAverage : 0.5818<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 16.80 – 17.30
\nSpot Rate : 0.5000
\nAverage : 0.2840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.71 – 23.29
\nSpot Rate : 0.5800
\nAverage : 0.3834<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-19
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.71
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

BMO.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.76 – 26.24
\nSpot Rate : 0.4800
\nAverage : 0.3030<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.20 %<\/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-42088","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42088","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=42088"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42088\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42088"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42088"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42088"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}