{"id":42200,"date":"2021-06-26T22:16:53","date_gmt":"2021-06-27T03:16:53","guid":{"rendered":"http:\/\/prefblog.com\/?p=42200"},"modified":"2021-06-26T22:16:53","modified_gmt":"2021-06-27T03:16:53","slug":"april-21-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42200","title":{"rendered":"April 21, 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-1.8422 %<\/td>\n2,382.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.8422 %<\/td>\n4,372.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.50 %<\/td>\n3.67 %<\/td>\n61,499<\/td>\n18.15<\/td>\n4<\/td>\n-1.8422 %<\/td>\n2,519.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0121 %<\/td>\n3,697.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.99 %<\/td>\n35,292<\/td>\n3.53<\/td>\n8<\/td>\n-0.0121 %<\/td>\n4,415.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0121 %<\/td>\n3,445.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-5.81 %<\/td>\n70,375<\/td>\n0.09<\/td>\n23<\/td>\n-0.0784 %<\/td>\n3,257.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.90 %<\/td>\n4.94 %<\/td>\n79,252<\/td>\n15.54<\/td>\n11<\/td>\n-0.0562 %<\/td>\n3,766.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.36 %<\/td>\n3.75 %<\/td>\n169,511<\/td>\n17.61<\/td>\n48<\/td>\n0.1225 %<\/td>\n2,654.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.64 %<\/td>\n106,821<\/td>\n3.94<\/td>\n22<\/td>\n-0.0109 %<\/td>\n3,659.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.24 %<\/td>\n74,405<\/td>\n19.13<\/td>\n2<\/td>\n0.0978 %<\/td>\n2,473.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.64 %<\/td>\n229,957<\/td>\n1.52<\/td>\n30<\/td>\n0.0261 %<\/td>\n2,730.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.37 %<\/td>\n177,636<\/td>\n0.77<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.31 %<\/td>\n3.81 %<\/td>\n150,714<\/td>\n17.46<\/td>\n21<\/td>\n0.5650 %<\/td>\n2,809.9<\/td>\n<\/tr>\n<\/table>\n\n\n\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
BAM.PR.B<\/td>\nFloater<\/td>\n-3.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 11.64
\nEvaluated at bid price : 11.64
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.53
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.48
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.57
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 15.53
\nEvaluated at bid price : 15.53
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 12.89
\nEvaluated at bid price : 12.89
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n12.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 15.02
\nEvaluated at bid price : 15.02
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n<\/table>\n\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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n231,496<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 15.53
\nEvaluated at bid price : 15.53
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n183,566<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n179,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n171,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n137,878<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n123,071<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 2.10 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n111,866<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
There were 26 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
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.00 – 14.99
\nSpot Rate : 0.9900
\nAverage : 0.6339<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.90 – 18.75
\nSpot Rate : 0.8500
\nAverage : 0.6171<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 22.55 – 23.05
\nSpot Rate : 0.5000
\nAverage : 0.3131<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 11.64 – 12.26
\nSpot Rate : 0.6200
\nAverage : 0.4440<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 11.64
\nEvaluated at bid price : 11.64
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.07 – 15.60
\nSpot Rate : 0.5300
\nAverage : 0.3678<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 11.77 – 12.39
\nSpot Rate : 0.6200
\nAverage : 0.4844<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-21
\nMaturity Price : 11.77
\nEvaluated at bid price : 11.77
\nBid-YTW : 3.67 %<\/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-42200","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42200","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=42200"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42200\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42200"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42200"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42200"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}