{"id":42172,"date":"2021-06-23T23:45:25","date_gmt":"2021-06-24T04:45:25","guid":{"rendered":"http:\/\/prefblog.com\/?p=42172"},"modified":"2021-06-23T23:45:25","modified_gmt":"2021-06-24T04:45:25","slug":"april-1-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42172","title":{"rendered":"April 1, 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>\n0.3406 %<\/td>\n2,434.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3406 %<\/td>\n4,467.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.57 %<\/td>\n58,401<\/td>\n18.40<\/td>\n4<\/td>\n0.3406 %<\/td>\n2,574.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2969 %<\/td>\n3,684.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.05 %<\/td>\n38,427<\/td>\n3.59<\/td>\n8<\/td>\n0.2969 %<\/td>\n4,399.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2969 %<\/td>\n3,432.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-0.45 %<\/td>\n70,235<\/td>\n0.09<\/td>\n23<\/td>\n-0.1074 %<\/td>\n3,254.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.91 %<\/td>\n5.00 %<\/td>\n74,568<\/td>\n15.49<\/td>\n11<\/td>\n0.1016 %<\/td>\n3,756.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.41 %<\/td>\n3.85 %<\/td>\n185,014<\/td>\n17.49<\/td>\n48<\/td>\n-0.3815 %<\/td>\n2,629.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.58 %<\/td>\n86,527<\/td>\n15.42<\/td>\n22<\/td>\n-0.0870 %<\/td>\n3,655.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.93 %<\/td>\n3.27 %<\/td>\n56,109<\/td>\n19.11<\/td>\n2<\/td>\n0.7061 %<\/td>\n2,412.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.99 %<\/td>\n3.66 %<\/td>\n260,511<\/td>\n1.12<\/td>\n30<\/td>\n-0.0731 %<\/td>\n2,733.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.20 %<\/td>\n195,434<\/td>\n0.82<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.81 %<\/td>\n145,870<\/td>\n17.51<\/td>\n22<\/td>\n0.0184 %<\/td>\n2,782.5<\/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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-6.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.94
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 16.64
\nEvaluated at bid price : 16.64
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 14.07
\nEvaluated at bid price : 14.07
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.36
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.14
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 12.06
\nEvaluated at bid price : 12.06
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 13.54
\nEvaluated at bid price : 13.54
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.20
\nBid-YTW : 3.71 %<\/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
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n304,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 2.20 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n176,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 24.43
\nEvaluated at bid price : 24.67
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n81,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n72,364<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 1.78 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n57,648<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.78
\nBid-YTW : 2.08 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n56,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
There were 20 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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 21.31 – 22.86
\nSpot Rate : 1.5500
\nAverage : 0.8395<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.16 – 26.78
\nSpot Rate : 0.6200
\nAverage : 0.3699<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-01
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.16
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.23 – 22.00
\nSpot Rate : 0.7700
\nAverage : 0.5203<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 22.70
\nSpot Rate : 0.6000
\nAverage : 0.4274<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.31 – 11.29
\nSpot Rate : 0.9800
\nAverage : 0.8513<\/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 : 4.55 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.45 – 24.00
\nSpot Rate : 0.5500
\nAverage : 0.4214<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-01
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.72 %<\/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-42172","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42172","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=42172"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42172\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42172"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42172"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42172"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}