{"id":42198,"date":"2021-06-26T22:16:16","date_gmt":"2021-06-27T03:16:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=42198"},"modified":"2021-06-26T22:16:16","modified_gmt":"2021-06-27T03:16:16","slug":"april-20-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42198","title":{"rendered":"April 20, 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-0.3194 %<\/td>\n2,427.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3194 %<\/td>\n4,454.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.43 %<\/td>\n3.55 %<\/td>\n59,648<\/td>\n18.41<\/td>\n4<\/td>\n-0.3194 %<\/td>\n2,567.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3882 %<\/td>\n3,698.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.00 %<\/td>\n36,742<\/td>\n3.54<\/td>\n8<\/td>\n0.3882 %<\/td>\n4,416.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3882 %<\/td>\n3,445.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-4.32 %<\/td>\n70,046<\/td>\n0.09<\/td>\n23<\/td>\n0.0648 %<\/td>\n3,259.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.90 %<\/td>\n4.95 %<\/td>\n80,186<\/td>\n15.54<\/td>\n11<\/td>\n0.1201 %<\/td>\n3,768.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.37 %<\/td>\n3.77 %<\/td>\n175,329<\/td>\n17.58<\/td>\n48<\/td>\n0.2609 %<\/td>\n2,651.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.63 %<\/td>\n107,956<\/td>\n3.95<\/td>\n22<\/td>\n0.0943 %<\/td>\n3,659.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.24 %<\/td>\n77,273<\/td>\n19.13<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,471.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.64 %<\/td>\n229,480<\/td>\n1.07<\/td>\n30<\/td>\n0.0432 %<\/td>\n2,730.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.36 %<\/td>\n179,582<\/td>\n0.77<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.33 %<\/td>\n3.81 %<\/td>\n150,624<\/td>\n17.46<\/td>\n21<\/td>\n-0.5788 %<\/td>\n2,794.1<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-12.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 13.68
\nEvaluated at bid price : 13.68
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.41
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 12.63
\nEvaluated at bid price : 12.63
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 13.86
\nEvaluated at bid price : 13.86
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n6.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.60 %<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n137,080<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n127,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.62
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n103,135<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n93,405<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.38
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n87,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n48,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 2.30 %<\/td>\n<\/tr>\n
There were 17 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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.40 – 15.20
\nSpot Rate : 1.8000
\nAverage : 1.1171<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.88 – 20.00
\nSpot Rate : 1.1200
\nAverage : 0.7061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.41 – 23.95
\nSpot Rate : 0.5400
\nAverage : 0.3529<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.41
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.25 – 18.79
\nSpot Rate : 0.5400
\nAverage : 0.3617<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 18.95 – 19.49
\nSpot Rate : 0.5400
\nAverage : 0.4036<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.21 – 24.00
\nSpot Rate : 0.7900
\nAverage : 0.6653<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-20
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.21
\nBid-YTW : 3.85 %<\/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-42198","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42198","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=42198"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42198\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42198"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42198"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42198"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}