{"id":42204,"date":"2021-06-26T22:37:09","date_gmt":"2021-06-27T03:37:09","guid":{"rendered":"http:\/\/prefblog.com\/?p=42204"},"modified":"2021-06-26T22:37:09","modified_gmt":"2021-06-27T03:37:09","slug":"april-23-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42204","title":{"rendered":"April 23, 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-0.4800 %<\/td>\n2,418.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4800 %<\/td>\n4,438.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.45 %<\/td>\n3.59 %<\/td>\n61,081<\/td>\n18.33<\/td>\n4<\/td>\n-0.4800 %<\/td>\n2,557.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0217 %<\/td>\n3,699.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.99 %<\/td>\n35,061<\/td>\n3.53<\/td>\n8<\/td>\n0.0217 %<\/td>\n4,418.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0217 %<\/td>\n3,447.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-7.01 %<\/td>\n71,632<\/td>\n0.09<\/td>\n23<\/td>\n-0.0034 %<\/td>\n3,261.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.90 %<\/td>\n4.95 %<\/td>\n79,926<\/td>\n15.52<\/td>\n11<\/td>\n-0.0525 %<\/td>\n3,767.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.34 %<\/td>\n3.75 %<\/td>\n166,630<\/td>\n17.70<\/td>\n48<\/td>\n0.2660 %<\/td>\n2,667.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.63 %<\/td>\n106,635<\/td>\n3.94<\/td>\n22<\/td>\n0.0398 %<\/td>\n3,662.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.24 %<\/td>\n74,037<\/td>\n19.14<\/td>\n2<\/td>\n0.1973 %<\/td>\n2,454.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.99 %<\/td>\n3.65 %<\/td>\n225,050<\/td>\n1.05<\/td>\n30<\/td>\n0.0758 %<\/td>\n2,732.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.17 %<\/td>\n174,558<\/td>\n0.76<\/td>\n1<\/td>\n0.1200 %<\/td>\n2,896.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.30 %<\/td>\n3.79 %<\/td>\n148,756<\/td>\n17.48<\/td>\n21<\/td>\n0.1004 %<\/td>\n2,814.1<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 14.86
\nEvaluated at bid price : 14.86
\nBid-YTW : 2.54 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 15.33
\nEvaluated at bid price : 15.33
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.31
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 12.04
\nEvaluated at bid price : 12.04
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.49
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 20.96
\nEvaluated at bid price : 20.96
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 15.61
\nEvaluated at bid price : 15.61
\nBid-YTW : 3.24 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.96 – 21.42
\nSpot Rate : 0.4600
\nAverage : 0.3131<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 20.96
\nEvaluated at bid price : 20.96
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.31 – 24.78
\nSpot Rate : 0.4700
\nAverage : 0.3400<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.31
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.14 – 26.68
\nSpot Rate : 0.5400
\nAverage : 0.4177<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.14
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 26.35 – 26.70
\nSpot Rate : 0.3500
\nAverage : 0.2277<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 24.69 – 24.93
\nSpot Rate : 0.2400
\nAverage : 0.1610<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-23
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.69
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.88 – 26.19
\nSpot Rate : 0.3100
\nAverage : 0.2372<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.88
\nBid-YTW : 5.07 %<\/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-42204","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42204","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=42204"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42204\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42204"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42204"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42204"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}