{"id":42168,"date":"2021-06-23T23:44:30","date_gmt":"2021-06-24T04:44:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=42168"},"modified":"2021-06-23T23:44:30","modified_gmt":"2021-06-24T04:44:30","slug":"march-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42168","title":{"rendered":"March 30, 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>\n1.1501 %<\/td>\n2,393.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1501 %<\/td>\n4,391.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.66 %<\/td>\n3.66 %<\/td>\n64,295<\/td>\n18.14<\/td>\n3<\/td>\n1.1501 %<\/td>\n2,531.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2827 %<\/td>\n3,682.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.23 %<\/td>\n45,257<\/td>\n3.59<\/td>\n9<\/td>\n-0.2827 %<\/td>\n4,397.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2827 %<\/td>\n3,431.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-5.36 %<\/td>\n79,947<\/td>\n0.09<\/td>\n21<\/td>\n-0.1490 %<\/td>\n3,256.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.94 %<\/td>\n4.97 %<\/td>\n75,895<\/td>\n15.50<\/td>\n13<\/td>\n-0.0822 %<\/td>\n3,754.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.82 %<\/td>\n214,348<\/td>\n17.27<\/td>\n52<\/td>\n-0.0122 %<\/td>\n2,649.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.57 %<\/td>\n93,044<\/td>\n15.43<\/td>\n22<\/td>\n-0.1357 %<\/td>\n3,657.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.96 %<\/td>\n3.29 %<\/td>\n50,805<\/td>\n19.00<\/td>\n2<\/td>\n-0.1349 %<\/td>\n2,385.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.05 %<\/td>\n3.55 %<\/td>\n251,642<\/td>\n0.98<\/td>\n26<\/td>\n0.0661 %<\/td>\n2,737.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.43 %<\/td>\n199,307<\/td>\n0.83<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.42 %<\/td>\n3.82 %<\/td>\n145,843<\/td>\n17.56<\/td>\n22<\/td>\n0.2417 %<\/td>\n2,788.7<\/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.A<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.53
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 11.81
\nEvaluated at bid price : 11.81
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.82
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 13.52
\nEvaluated at bid price : 13.52
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 11.70
\nEvaluated at bid price : 11.70
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n7.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 4.43 %<\/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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n102,980<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 14.94
\nEvaluated at bid price : 14.94
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n78,379<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n66,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 12.44
\nEvaluated at bid price : 12.44
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n62,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.83
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n57,653<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 1.61 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n53,747<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
There were 42 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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 15.89
\nSpot Rate : 0.8900
\nAverage : 0.5409<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 16.15 – 16.98
\nSpot Rate : 0.8300
\nAverage : 0.5258<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.53 – 26.00
\nSpot Rate : 0.4700
\nAverage : 0.3259<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.53
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.33 – 26.82
\nSpot Rate : 0.4900
\nAverage : 0.3523<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.33
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.60 – 25.00
\nSpot Rate : 0.4000
\nAverage : 0.2742<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 20.80 – 21.28
\nSpot Rate : 0.4800
\nAverage : 0.3678<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-30
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.50 %<\/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-42168","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42168","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=42168"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42168\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42168"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42168"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42168"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}