{"id":42170,"date":"2021-06-23T23:44:59","date_gmt":"2021-06-24T04:44:59","guid":{"rendered":"http:\/\/prefblog.com\/?p=42170"},"modified":"2021-06-23T23:44:59","modified_gmt":"2021-06-24T04:44:59","slug":"march-31-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42170","title":{"rendered":"March 31, 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>\n1.3644 %<\/td>\n2,426.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3644 %<\/td>\n4,451.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.61 %<\/td>\n58,497<\/td>\n18.30<\/td>\n4<\/td>\n1.3644 %<\/td>\n2,565.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2553 %<\/td>\n3,673.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.11 %<\/td>\n40,005<\/td>\n3.59<\/td>\n8<\/td>\n-0.2553 %<\/td>\n4,386.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2553 %<\/td>\n3,422.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-1.76 %<\/td>\n71,016<\/td>\n0.09<\/td>\n23<\/td>\n0.0392 %<\/td>\n3,258.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.92 %<\/td>\n4.98 %<\/td>\n75,845<\/td>\n15.49<\/td>\n11<\/td>\n-0.0665 %<\/td>\n3,752.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.82 %<\/td>\n184,693<\/td>\n17.46<\/td>\n48<\/td>\n-0.3831 %<\/td>\n2,639.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.60 %<\/td>\n89,977<\/td>\n15.43<\/td>\n22<\/td>\n0.0326 %<\/td>\n3,658.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n3.30 %<\/td>\n51,756<\/td>\n19.03<\/td>\n2<\/td>\n0.4390 %<\/td>\n2,395.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.99 %<\/td>\n3.71 %<\/td>\n271,067<\/td>\n1.12<\/td>\n30<\/td>\n-0.0901 %<\/td>\n2,735.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.19 %<\/td>\n196,772<\/td>\n0.83<\/td>\n1<\/td>\n0.2004 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.83 %<\/td>\n147,813<\/td>\n17.52<\/td>\n22<\/td>\n-0.2391 %<\/td>\n2,782.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.77
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.22
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.12
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.63
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.49
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 13.38
\nEvaluated at bid price : 13.38
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 11.87
\nEvaluated at bid price : 11.87
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 11.87
\nEvaluated at bid price : 11.87
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 16.83
\nEvaluated at bid price : 16.83
\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
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n118,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n102,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n96,025<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n59,273<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.74
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n59,133<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n52,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
There were 47 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
CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 21.77 – 22.50
\nSpot Rate : 0.7300
\nAverage : 0.4361<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.77
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.31 – 11.29
\nSpot Rate : 0.9800
\nAverage : 0.7102<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.31
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.81 – 23.50
\nSpot Rate : 0.6900
\nAverage : 0.4249<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.81
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.82 – 24.48
\nSpot Rate : 0.6600
\nAverage : 0.4319<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 21.20 – 21.80
\nSpot Rate : 0.6000
\nAverage : 0.4353<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.90 – 24.42
\nSpot Rate : 0.5200
\nAverage : 0.3603<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-03-31
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.85 %<\/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-42170","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42170","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=42170"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42170\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42170"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42170"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42170"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}