{"id":42123,"date":"2021-03-26T23:30:28","date_gmt":"2021-03-27T04:30:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=42123"},"modified":"2021-03-26T23:30:28","modified_gmt":"2021-03-27T04:30:28","slug":"march-26-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42123","title":{"rendered":"March 26, 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>\n0.5764 %<\/td>\n2,374.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5764 %<\/td>\n4,356.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.69 %<\/td>\n3.68 %<\/td>\n59,222<\/td>\n18.12<\/td>\n3<\/td>\n0.5764 %<\/td>\n2,510.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1777 %<\/td>\n3,684.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.15 %<\/td>\n44,647<\/td>\n3.60<\/td>\n9<\/td>\n0.1777 %<\/td>\n4,399.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1777 %<\/td>\n3,432.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-5.29 %<\/td>\n84,093<\/td>\n0.09<\/td>\n21<\/td>\n0.1190 %<\/td>\n3,258.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.99 %<\/td>\n77,338<\/td>\n15.49<\/td>\n13<\/td>\n0.0950 %<\/td>\n3,754.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.88 %<\/td>\n205,794<\/td>\n17.21<\/td>\n52<\/td>\n-0.1524 %<\/td>\n2,649.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.57 %<\/td>\n98,118<\/td>\n4.01<\/td>\n22<\/td>\n-0.0326 %<\/td>\n3,657.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.93 %<\/td>\n3.25 %<\/td>\n51,418<\/td>\n19.10<\/td>\n2<\/td>\n0.4719 %<\/td>\n2,401.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.42 %<\/td>\n255,127<\/td>\n0.99<\/td>\n26<\/td>\n-0.0456 %<\/td>\n2,728.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.42 %<\/td>\n208,858<\/td>\n0.84<\/td>\n1<\/td>\n-0.1201 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.41 %<\/td>\n3.84 %<\/td>\n142,846<\/td>\n17.48<\/td>\n22<\/td>\n0.1227 %<\/td>\n2,790.2<\/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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-6.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.15
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.74
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n8.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.40
\nBid-YTW : 4.46 %<\/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
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n109,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n72,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.87
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n67,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n65,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.80
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n59,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 2.59 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n57,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.37 %<\/td>\n<\/tr>\n
There were 55 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.91 – 26.91
\nSpot Rate : 1.0000
\nAverage : 0.6354<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.91
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.01 – 19.30
\nSpot Rate : 1.2900
\nAverage : 0.9748<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 11.58 – 15.88
\nSpot Rate : 4.3000
\nAverage : 4.0192<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 11.58
\nEvaluated at bid price : 11.58
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.15 – 23.75
\nSpot Rate : 0.6000
\nAverage : 0.4051<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.15
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.27 – 24.87
\nSpot Rate : 0.6000
\nAverage : 0.4161<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-26
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 25.55 – 26.75
\nSpot Rate : 1.2000
\nAverage : 1.0452<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.99 %<\/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-42123","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42123","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=42123"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42123\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42123"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42123"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42123"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}