{"id":42113,"date":"2021-03-24T09:46:33","date_gmt":"2021-03-24T14:46:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=42113"},"modified":"2021-03-24T09:46:33","modified_gmt":"2021-03-24T14:46:33","slug":"march-23-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42113","title":{"rendered":"March 23, 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>\n0.9933 %<\/td>\n2,352.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9933 %<\/td>\n4,315.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.72 %<\/td>\n3.71 %<\/td>\n61,507<\/td>\n18.05<\/td>\n3<\/td>\n0.9933 %<\/td>\n2,487.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0130 %<\/td>\n3,672.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.33 %<\/td>\n42,211<\/td>\n3.61<\/td>\n9<\/td>\n-0.0130 %<\/td>\n4,386.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0130 %<\/td>\n3,422.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-3.11 %<\/td>\n80,212<\/td>\n0.09<\/td>\n21<\/td>\n0.0764 %<\/td>\n3,252.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.99 %<\/td>\n82,106<\/td>\n15.53<\/td>\n13<\/td>\n0.5403 %<\/td>\n3,759.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.35 %<\/td>\n3.80 %<\/td>\n196,340<\/td>\n17.30<\/td>\n52<\/td>\n0.1084 %<\/td>\n2,667.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.99 %<\/td>\n4.57 %<\/td>\n91,082<\/td>\n15.45<\/td>\n22<\/td>\n0.2384 %<\/td>\n3,650.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n3.24 %<\/td>\n52,591<\/td>\n19.14<\/td>\n2<\/td>\n-0.2685 %<\/td>\n2,393.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.05 %<\/td>\n3.44 %<\/td>\n237,401<\/td>\n1.00<\/td>\n26<\/td>\n0.3082 %<\/td>\n2,739.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.30 %<\/td>\n227,495<\/td>\n0.85<\/td>\n1<\/td>\n0.0802 %<\/td>\n2,888.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.41 %<\/td>\n3.83 %<\/td>\n144,278<\/td>\n17.48<\/td>\n22<\/td>\n0.1636 %<\/td>\n2,791.6<\/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.G<\/td>\nFixedReset Disc<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 16.74
\nEvaluated at bid price : 16.74
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.48
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.55
\nEvaluated at bid price : 23.82
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 11.43
\nEvaluated at bid price : 11.43
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.70
\nBid-YTW : 3.98 %<\/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.I<\/td>\nFixedReset Ins Non<\/td>\n103,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.94
\nEvaluated at bid price : 24.32
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n75,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.49
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n63,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n51,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 23.65
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n42,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n36,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 11.59
\nEvaluated at bid price : 11.59
\nBid-YTW : 3.70 %<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.92 – 17.99
\nSpot Rate : 1.0700
\nAverage : 0.6912<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 16.92
\nEvaluated at bid price : 16.92
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 20.71 – 21.43
\nSpot Rate : 0.7200
\nAverage : 0.4617<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.31 – 20.50
\nSpot Rate : 1.1900
\nAverage : 0.9868<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.55 – 25.11
\nSpot Rate : 0.5600
\nAverage : 0.4335<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.58 – 25.99
\nSpot Rate : 0.4100
\nAverage : 0.2971<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : -3.11 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.91 – 23.35
\nSpot Rate : 0.4400
\nAverage : 0.3298<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-23
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.91
\nBid-YTW : 4.40 %<\/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-42113","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42113","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=42113"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42113\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42113"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42113"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42113"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}