{"id":42188,"date":"2021-06-25T17:59:32","date_gmt":"2021-06-25T22:59:32","guid":{"rendered":"http:\/\/prefblog.com\/?p=42188"},"modified":"2021-06-25T17:59:32","modified_gmt":"2021-06-25T22:59:32","slug":"april-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42188","title":{"rendered":"April 12, 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>\n-0.1787 %<\/td>\n2,444.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1787 %<\/td>\n4,484.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.49 %<\/td>\n56,435<\/td>\n18.57<\/td>\n4<\/td>\n-0.1787 %<\/td>\n2,584.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0097 %<\/td>\n3,697.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.87 %<\/td>\n37,763<\/td>\n3.56<\/td>\n8<\/td>\n0.0097 %<\/td>\n4,415.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0097 %<\/td>\n3,445.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-6.00 %<\/td>\n71,707<\/td>\n0.09<\/td>\n23<\/td>\n0.0751 %<\/td>\n3,256.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.92 %<\/td>\n4.96 %<\/td>\n82,319<\/td>\n15.58<\/td>\n11<\/td>\n0.0188 %<\/td>\n3,752.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.37 %<\/td>\n3.79 %<\/td>\n173,488<\/td>\n17.58<\/td>\n48<\/td>\n0.1841 %<\/td>\n2,649.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.63 %<\/td>\n93,786<\/td>\n3.77<\/td>\n22<\/td>\n0.0417 %<\/td>\n3,655.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.16 %<\/td>\n68,051<\/td>\n19.35<\/td>\n2<\/td>\n0.8275 %<\/td>\n2,453.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.01 %<\/td>\n3.74 %<\/td>\n235,424<\/td>\n1.09<\/td>\n30<\/td>\n0.0262 %<\/td>\n2,724.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.39 %<\/td>\n178,574<\/td>\n0.79<\/td>\n1<\/td>\n-0.0800 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.40 %<\/td>\n3.81 %<\/td>\n146,925<\/td>\n17.48<\/td>\n22<\/td>\n0.0020 %<\/td>\n2,802.0<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.A<\/td>\nFloater<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 13.66
\nEvaluated at bid price : 13.66
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.87
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 15.91
\nEvaluated at bid price : 15.91
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 3.45 %<\/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
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n157,171<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n155,320<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n80,686<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 23.80
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n79,748<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n67,308<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.07
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n56,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 16.79
\nEvaluated at bid price : 16.79
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
There were 30 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
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.36 – 27.30
\nSpot Rate : 1.9400
\nAverage : 1.0630<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : -14.65 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.75 – 26.95
\nSpot Rate : 1.2000
\nAverage : 0.6696<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.05 – 27.05
\nSpot Rate : 1.0000
\nAverage : 0.6229<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.00 – 15.74
\nSpot Rate : 0.7400
\nAverage : 0.4283<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.19 – 18.64
\nSpot Rate : 0.4500
\nAverage : 0.3216<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 18.19
\nEvaluated at bid price : 18.19
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.97 – 23.62
\nSpot Rate : 0.6500
\nAverage : 0.5305<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-12
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.97
\nBid-YTW : 3.69 %<\/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-42188","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42188","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=42188"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42188\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42188"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42188"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42188"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}