{"id":42174,"date":"2021-06-23T23:46:06","date_gmt":"2021-06-24T04:46:06","guid":{"rendered":"http:\/\/prefblog.com\/?p=42174"},"modified":"2021-06-23T23:46:06","modified_gmt":"2021-06-24T04:46:06","slug":"april-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42174","title":{"rendered":"April 5, 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>\n0.2396 %<\/td>\n2,440.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2396 %<\/td>\n4,477.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.56 %<\/td>\n58,521<\/td>\n18.42<\/td>\n4<\/td>\n0.2396 %<\/td>\n2,580.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4415 %<\/td>\n3,700.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.94 %<\/td>\n38,123<\/td>\n3.58<\/td>\n8<\/td>\n0.4415 %<\/td>\n4,418.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4415 %<\/td>\n3,447.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-2.99 %<\/td>\n71,097<\/td>\n0.09<\/td>\n23<\/td>\n0.0700 %<\/td>\n3,256.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.92 %<\/td>\n5.00 %<\/td>\n74,217<\/td>\n15.48<\/td>\n11<\/td>\n-0.0827 %<\/td>\n3,753.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.81 %<\/td>\n178,874<\/td>\n17.58<\/td>\n48<\/td>\n0.2682 %<\/td>\n2,636.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.99 %<\/td>\n4.62 %<\/td>\n85,780<\/td>\n15.40<\/td>\n22<\/td>\n-0.1559 %<\/td>\n3,649.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.92 %<\/td>\n3.25 %<\/td>\n60,829<\/td>\n19.14<\/td>\n2<\/td>\n0.2671 %<\/td>\n2,418.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.65 %<\/td>\n257,012<\/td>\n1.11<\/td>\n30<\/td>\n-0.0979 %<\/td>\n2,730.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.33 %<\/td>\n193,021<\/td>\n0.81<\/td>\n1<\/td>\n-0.0800 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.81 %<\/td>\n144,380<\/td>\n17.46<\/td>\n22<\/td>\n0.0041 %<\/td>\n2,782.7<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.16
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.33
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 13.72
\nEvaluated at bid price : 13.72
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 15.39
\nEvaluated at bid price : 15.39
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n7.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.95
\nBid-YTW : 3.56 %<\/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>\n98,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 15.39
\nEvaluated at bid price : 15.39
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset Prem<\/td>\n93,745<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n79,899<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 12.77
\nEvaluated at bid price : 12.77
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n72,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n65,802<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n58,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.33
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
There were 27 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.T<\/td>\nFixedReset Prem<\/td>\nQuote: 25.78 – 27.05
\nSpot Rate : 1.2700
\nAverage : 0.6968<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.78
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.00
\nSpot Rate : 0.9000
\nAverage : 0.5547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.82 – 22.50
\nSpot Rate : 0.6800
\nAverage : 0.3978<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.82
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 25.00 – 25.50
\nSpot Rate : 0.5000
\nAverage : 0.3168<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 23.43
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 26.16 – 26.61
\nSpot Rate : 0.4500
\nAverage : 0.2805<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.16
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.85 – 15.53
\nSpot Rate : 0.6800
\nAverage : 0.5174<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-05
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 3.79 %<\/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-42174","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42174","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=42174"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42174\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42174"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42174"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42174"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}