{"id":42202,"date":"2021-06-26T22:36:06","date_gmt":"2021-06-27T03:36:06","guid":{"rendered":"http:\/\/prefblog.com\/?p=42202"},"modified":"2021-06-26T22:36:06","modified_gmt":"2021-06-27T03:36:06","slug":"april-22-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42202","title":{"rendered":"April 22, 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>\n1.9992 %<\/td>\n2,430.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.9992 %<\/td>\n4,459.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.43 %<\/td>\n3.54 %<\/td>\n61,291<\/td>\n18.42<\/td>\n4<\/td>\n1.9992 %<\/td>\n2,570.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0290 %<\/td>\n3,698.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.94 %<\/td>\n33,966<\/td>\n3.53<\/td>\n8<\/td>\n0.0290 %<\/td>\n4,417.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0290 %<\/td>\n3,446.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-6.71 %<\/td>\n71,011<\/td>\n0.09<\/td>\n23<\/td>\n0.1347 %<\/td>\n3,261.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.89 %<\/td>\n4.95 %<\/td>\n79,590<\/td>\n15.52<\/td>\n11<\/td>\n0.0675 %<\/td>\n3,769.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.35 %<\/td>\n3.74 %<\/td>\n168,055<\/td>\n17.65<\/td>\n48<\/td>\n0.2284 %<\/td>\n2,660.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.61 %<\/td>\n106,727<\/td>\n3.94<\/td>\n22<\/td>\n0.0616 %<\/td>\n3,661.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.89 %<\/td>\n3.31 %<\/td>\n74,195<\/td>\n18.96<\/td>\n2<\/td>\n-0.9769 %<\/td>\n2,449.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.00 %<\/td>\n3.67 %<\/td>\n227,469<\/td>\n1.29<\/td>\n30<\/td>\n0.0000 %<\/td>\n2,730.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.32 %<\/td>\n176,079<\/td>\n0.77<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.31 %<\/td>\n3.79 %<\/td>\n149,717<\/td>\n17.50<\/td>\n21<\/td>\n0.0470 %<\/td>\n2,811.3<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 15.26
\nEvaluated at bid price : 15.26
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 12.02
\nEvaluated at bid price : 12.02
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 11.94
\nEvaluated at bid price : 11.94
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 12.18
\nEvaluated at bid price : 12.18
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n<\/table>\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
No individual volumes exceeding 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.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.00 – 25.29
\nSpot Rate : 0.2900
\nAverage : 0.2042<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 24.66
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 24.96 – 25.18
\nSpot Rate : 0.2200
\nAverage : 0.1696<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 24.70
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.65 – 25.93
\nSpot Rate : 0.2800
\nAverage : 0.2309<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : -19.34 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.75 – 26.00
\nSpot Rate : 0.2500
\nAverage : 0.2026<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.40 – 23.65
\nSpot Rate : 0.2500
\nAverage : 0.2073<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.32 – 24.47
\nSpot Rate : 0.1500
\nAverage : 0.1106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-22
\nMaturity Price : 23.87
\nEvaluated at bid price : 24.32
\nBid-YTW : 3.91 %<\/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-42202","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42202","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=42202"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42202\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42202"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42202"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42202"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}