{"id":42166,"date":"2021-06-23T23:43:54","date_gmt":"2021-06-24T04:43:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=42166"},"modified":"2021-06-23T23:43:54","modified_gmt":"2021-06-24T04:43:54","slug":"march-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42166","title":{"rendered":"March 29, 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-0.3438 %<\/td>\n2,366.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3438 %<\/td>\n4,341.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.70 %<\/td>\n3.68 %<\/td>\n59,342<\/td>\n18.11<\/td>\n3<\/td>\n-0.3438 %<\/td>\n2,502.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2401 %<\/td>\n3,692.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.17 %<\/td>\n44,827<\/td>\n3.60<\/td>\n9<\/td>\n0.2401 %<\/td>\n4,410.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2401 %<\/td>\n3,440.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-5.52 %<\/td>\n81,658<\/td>\n0.09<\/td>\n21<\/td>\n0.0969 %<\/td>\n3,261.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.97 %<\/td>\n76,942<\/td>\n15.48<\/td>\n13<\/td>\n0.0854 %<\/td>\n3,758.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.81 %<\/td>\n215,812<\/td>\n17.26<\/td>\n52<\/td>\n-0.0026 %<\/td>\n2,649.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.55 %<\/td>\n94,252<\/td>\n3.81<\/td>\n22<\/td>\n0.1377 %<\/td>\n3,662.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.96 %<\/td>\n3.30 %<\/td>\n51,380<\/td>\n18.97<\/td>\n2<\/td>\n-0.5367 %<\/td>\n2,388.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.06 %<\/td>\n3.58 %<\/td>\n255,092<\/td>\n0.98<\/td>\n26<\/td>\n0.2545 %<\/td>\n2,735.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.42 %<\/td>\n202,159<\/td>\n0.83<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.84 %<\/td>\n143,486<\/td>\n17.51<\/td>\n22<\/td>\n-0.2941 %<\/td>\n2,782.0<\/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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.81
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.50
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-01
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.35 %<\/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.S<\/td>\nFixedReset Disc<\/td>\n106,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n96,954<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 2.37 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n96,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 24.54
\nEvaluated at bid price : 24.82
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n87,880<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n65,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.20 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n56,317<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
There were 23 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.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.73 – 24.47
\nSpot Rate : 0.7400
\nAverage : 0.4282<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.73
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.50 – 24.89
\nSpot Rate : 0.3900
\nAverage : 0.2486<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.00 – 19.25
\nSpot Rate : 1.2500
\nAverage : 1.1187<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.85 – 24.25
\nSpot Rate : 0.4000
\nAverage : 0.2717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-29
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.50 – 11.29
\nSpot Rate : 0.7900
\nAverage : 0.6715<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.50
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 25.50 – 25.75
\nSpot Rate : 0.2500
\nAverage : 0.1594<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.33 %<\/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-42166","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42166","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=42166"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42166\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42166"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42166"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42166"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}