{"id":42182,"date":"2021-06-25T17:57:55","date_gmt":"2021-06-25T22:57:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42182"},"modified":"2021-06-25T17:57:55","modified_gmt":"2021-06-25T22:57:55","slug":"april-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42182","title":{"rendered":"April 7, 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>\n0.3192 %<\/td>\n2,444.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3192 %<\/td>\n4,485.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.53 %<\/td>\n61,108<\/td>\n18.47<\/td>\n4<\/td>\n0.3192 %<\/td>\n2,585.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1790 %<\/td>\n3,701.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.88 %<\/td>\n37,556<\/td>\n3.57<\/td>\n8<\/td>\n0.1790 %<\/td>\n4,420.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1790 %<\/td>\n3,448.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-3.49 %<\/td>\n68,186<\/td>\n0.09<\/td>\n23<\/td>\n0.1193 %<\/td>\n3,263.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.92 %<\/td>\n4.98 %<\/td>\n76,500<\/td>\n15.45<\/td>\n11<\/td>\n0.0867 %<\/td>\n3,750.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n3.79 %<\/td>\n177,107<\/td>\n17.59<\/td>\n48<\/td>\n0.0202 %<\/td>\n2,641.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.02 %<\/td>\n4.66 %<\/td>\n85,501<\/td>\n14.93<\/td>\n22<\/td>\n-0.5997 %<\/td>\n3,625.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.91 %<\/td>\n3.22 %<\/td>\n62,658<\/td>\n19.20<\/td>\n2<\/td>\n0.0997 %<\/td>\n2,425.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.79 %<\/td>\n245,426<\/td>\n1.11<\/td>\n30<\/td>\n0.0366 %<\/td>\n2,728.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.29 %<\/td>\n190,078<\/td>\n0.81<\/td>\n1<\/td>\n0.0801 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.43 %<\/td>\n3.82 %<\/td>\n142,303<\/td>\n17.45<\/td>\n22<\/td>\n0.0575 %<\/td>\n2,778.6<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-12.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.68
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.65
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 3.54 %<\/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
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n92,772<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n86,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n68,544<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n63,730<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n48,695<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n43,513<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.33
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
There were 20 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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.25 – 24.40
\nSpot Rate : 3.1500
\nAverage : 1.8045<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.67 – 23.80
\nSpot Rate : 1.1300
\nAverage : 0.6598<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.67
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.08 – 26.60
\nSpot Rate : 1.5200
\nAverage : 1.1922<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : -0.36 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 12.40 – 13.24
\nSpot Rate : 0.8400
\nAverage : 0.5637<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 11.99 – 12.99
\nSpot Rate : 1.0000
\nAverage : 0.7699<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 11.99
\nEvaluated at bid price : 11.99
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.80 – 22.50
\nSpot Rate : 0.7000
\nAverage : 0.4815<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-07
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.80 %<\/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-42182","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42182","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=42182"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42182\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42182"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42182"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42182"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}