{"id":42119,"date":"2021-03-24T20:04:39","date_gmt":"2021-03-25T01:04:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=42119"},"modified":"2021-03-24T20:04:39","modified_gmt":"2021-03-25T01:04:39","slug":"march-24-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42119","title":{"rendered":"March 24, 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>\n0.2314 %<\/td>\n2,357.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2314 %<\/td>\n4,325.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.71 %<\/td>\n3.70 %<\/td>\n61,784<\/td>\n18.08<\/td>\n3<\/td>\n0.2314 %<\/td>\n2,492.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1389 %<\/td>\n3,677.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.21 %<\/td>\n40,644<\/td>\n3.61<\/td>\n9<\/td>\n0.1389 %<\/td>\n4,392.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1389 %<\/td>\n3,426.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-1.87 %<\/td>\n79,992<\/td>\n0.09<\/td>\n21<\/td>\n0.0987 %<\/td>\n3,255.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.93 %<\/td>\n4.94 %<\/td>\n80,864<\/td>\n15.51<\/td>\n13<\/td>\n0.0632 %<\/td>\n3,761.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.36 %<\/td>\n3.88 %<\/td>\n194,063<\/td>\n17.18<\/td>\n52<\/td>\n-0.1827 %<\/td>\n2,662.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.56 %<\/td>\n90,605<\/td>\n4.02<\/td>\n22<\/td>\n0.0890 %<\/td>\n3,654.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n3.25 %<\/td>\n50,728<\/td>\n19.10<\/td>\n2<\/td>\n-0.2355 %<\/td>\n2,388.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.05 %<\/td>\n3.39 %<\/td>\n247,508<\/td>\n0.99<\/td>\n26<\/td>\n-0.1289 %<\/td>\n2,735.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.26 %<\/td>\n218,785<\/td>\n0.85<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.41 %<\/td>\n3.82 %<\/td>\n147,109<\/td>\n17.45<\/td>\n22<\/td>\n0.0653 %<\/td>\n2,793.4<\/td>\n<\/tr>\n<\/table>\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
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.13
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.84
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 17.04
\nEvaluated at bid price : 17.04
\nBid-YTW : 4.45 %<\/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
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n115,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 17.04
\nEvaluated at bid price : 17.04
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n107,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 2.24 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n100,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.95
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n57,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n53,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 2.05 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n43,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.84
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
There were 38 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: 11.47 – 15.88
\nSpot Rate : 4.4100
\nAverage : 2.9889<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 11.47
\nEvaluated at bid price : 11.47
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.70 – 26.70
\nSpot Rate : 1.0000
\nAverage : 0.5455<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : -14.71 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 19.35 – 19.95
\nSpot Rate : 0.6000
\nAverage : 0.4075<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.27 – 24.80
\nSpot Rate : 0.5300
\nAverage : 0.3510<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.84 – 24.25
\nSpot Rate : 0.4100
\nAverage : 0.2467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.84
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.75 – 23.23
\nSpot Rate : 0.4800
\nAverage : 0.3211<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-24
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.70 %<\/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-42119","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42119","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=42119"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42119\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42119"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42119"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42119"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}