{"id":42184,"date":"2021-06-25T17:58:21","date_gmt":"2021-06-25T22:58:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=42184"},"modified":"2021-06-25T17:58:21","modified_gmt":"2021-06-25T22:58:21","slug":"april-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42184","title":{"rendered":"April 8, 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>\n0.0994 %<\/td>\n2,447.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0994 %<\/td>\n4,490.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.54 %<\/td>\n60,365<\/td>\n18.46<\/td>\n4<\/td>\n0.0994 %<\/td>\n2,587.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1932 %<\/td>\n3,694.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n3.88 %<\/td>\n40,562<\/td>\n3.57<\/td>\n8<\/td>\n-0.1932 %<\/td>\n4,411.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1932 %<\/td>\n3,442.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-5.79 %<\/td>\n69,380<\/td>\n0.09<\/td>\n23<\/td>\n-0.3728 %<\/td>\n3,251.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.92 %<\/td>\n4.97 %<\/td>\n80,426<\/td>\n15.56<\/td>\n11<\/td>\n-0.0791 %<\/td>\n3,747.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.78 %<\/td>\n176,969<\/td>\n17.61<\/td>\n48<\/td>\n0.0269 %<\/td>\n2,642.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.99 %<\/td>\n4.65 %<\/td>\n92,344<\/td>\n15.45<\/td>\n22<\/td>\n0.6783 %<\/td>\n3,649.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.20 %<\/td>\n64,557<\/td>\n19.27<\/td>\n2<\/td>\n1.0960 %<\/td>\n2,451.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.01 %<\/td>\n3.70 %<\/td>\n241,732<\/td>\n1.10<\/td>\n30<\/td>\n-0.0680 %<\/td>\n2,726.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.35 %<\/td>\n183,586<\/td>\n0.80<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.42 %<\/td>\n3.83 %<\/td>\n146,361<\/td>\n17.45<\/td>\n22<\/td>\n0.2646 %<\/td>\n2,785.9<\/td>\n<\/tr>\n<\/table>\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
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 23.71
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.59
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 14.64
\nEvaluated at bid price : 14.64
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.17
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n14.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.29
\nBid-YTW : 4.66 %<\/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
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n230,429<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n198,897<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n189,448<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset Prem<\/td>\n172,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 1.99 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n82,206<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n69,487<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.70
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
There were 35 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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.77 – 26.77
\nSpot Rate : 1.0000
\nAverage : 0.5819<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.15 – 21.99
\nSpot Rate : 0.8400
\nAverage : 0.5599<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.36 – 25.98
\nSpot Rate : 0.6200
\nAverage : 0.3748<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : -6.76 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.65 – 22.50
\nSpot Rate : 0.8500
\nAverage : 0.6742<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-08
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.85 – 26.40
\nSpot Rate : 0.5500
\nAverage : 0.3785<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.08 – 26.60
\nSpot Rate : 1.5200
\nAverage : 1.3637<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : -0.19 %<\/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-42184","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42184","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=42184"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42184\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42184"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42184"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42184"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}