{"id":42196,"date":"2021-06-26T22:15:39","date_gmt":"2021-06-27T03:15:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=42196"},"modified":"2021-06-26T22:15:39","modified_gmt":"2021-06-27T03:15:39","slug":"april-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42196","title":{"rendered":"April 19, 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>\n0.1599 %<\/td>\n2,435.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1599 %<\/td>\n4,468.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.54 %<\/td>\n59,642<\/td>\n18.44<\/td>\n4<\/td>\n0.1599 %<\/td>\n2,575.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4108 %<\/td>\n3,683.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.13 %<\/td>\n35,415<\/td>\n4.05<\/td>\n8<\/td>\n-0.4108 %<\/td>\n4,399.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4108 %<\/td>\n3,432.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-4.48 %<\/td>\n70,419<\/td>\n0.09<\/td>\n23<\/td>\n0.1965 %<\/td>\n3,257.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.90 %<\/td>\n4.95 %<\/td>\n81,419<\/td>\n15.54<\/td>\n11<\/td>\n0.0038 %<\/td>\n3,764.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.38 %<\/td>\n3.76 %<\/td>\n181,181<\/td>\n17.56<\/td>\n48<\/td>\n-0.0738 %<\/td>\n2,644.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.98 %<\/td>\n4.64 %<\/td>\n108,587<\/td>\n3.75<\/td>\n22<\/td>\n0.1125 %<\/td>\n3,656.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.24 %<\/td>\n80,245<\/td>\n19.13<\/td>\n2<\/td>\n-1.0323 %<\/td>\n2,471.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.76 %<\/td>\n236,847<\/td>\n1.07<\/td>\n30<\/td>\n0.1834 %<\/td>\n2,728.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.40 %<\/td>\n177,447<\/td>\n0.77<\/td>\n1<\/td>\n0.1202 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.31 %<\/td>\n3.82 %<\/td>\n153,146<\/td>\n17.51<\/td>\n21<\/td>\n-0.1296 %<\/td>\n2,810.4<\/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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.16
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 15.58
\nEvaluated at bid price : 15.58
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.67
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Premium<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : -4.48 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 5.13 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n201,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n154,350<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.09 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n108,212<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n101,660<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n75,542<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n71,085<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
There were 19 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.30 – 23.85
\nSpot Rate : 1.5500
\nAverage : 1.0772<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.50 – 26.25
\nSpot Rate : 0.7500
\nAverage : 0.4992<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.23 – 24.00
\nSpot Rate : 0.7700
\nAverage : 0.5376<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.23
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.02 – 27.02
\nSpot Rate : 1.0000
\nAverage : 0.7705<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.20 – 23.94
\nSpot Rate : 0.7400
\nAverage : 0.5287<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 15.58 – 16.00
\nSpot Rate : 0.4200
\nAverage : 0.2911<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-19
\nMaturity Price : 15.58
\nEvaluated at bid price : 15.58
\nBid-YTW : 3.24 %<\/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-42196","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42196","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=42196"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42196\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42196"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42196"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42196"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}