{"id":42206,"date":"2021-06-26T22:37:45","date_gmt":"2021-06-27T03:37:45","guid":{"rendered":"http:\/\/prefblog.com\/?p=42206"},"modified":"2021-06-26T22:37:45","modified_gmt":"2021-06-27T03:37:45","slug":"april-26-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42206","title":{"rendered":"April 26, 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>\n0.7235 %<\/td>\n2,436.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7235 %<\/td>\n4,470.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.54 %<\/td>\n58,786<\/td>\n18.42<\/td>\n4<\/td>\n0.7235 %<\/td>\n2,576.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1184 %<\/td>\n3,695.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.02 %<\/td>\n41,019<\/td>\n3.52<\/td>\n8<\/td>\n-0.1184 %<\/td>\n4,412.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1184 %<\/td>\n3,443.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n-7.43 %<\/td>\n71,150<\/td>\n0.09<\/td>\n23<\/td>\n-0.0187 %<\/td>\n3,260.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.89 %<\/td>\n4.95 %<\/td>\n81,415<\/td>\n15.51<\/td>\n11<\/td>\n0.1012 %<\/td>\n3,771.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.34 %<\/td>\n3.76 %<\/td>\n166,066<\/td>\n17.71<\/td>\n48<\/td>\n-0.0428 %<\/td>\n2,666.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.64 %<\/td>\n105,432<\/td>\n3.73<\/td>\n22<\/td>\n-0.0127 %<\/td>\n3,662.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.92 %<\/td>\n3.32 %<\/td>\n73,544<\/td>\n18.94<\/td>\n2<\/td>\n-1.2143 %<\/td>\n2,424.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.99 %<\/td>\n3.63 %<\/td>\n221,661<\/td>\n1.28<\/td>\n30<\/td>\n0.0013 %<\/td>\n2,732.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.40 %<\/td>\n171,918<\/td>\n0.76<\/td>\n1<\/td>\n-0.1597 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.30 %<\/td>\n3.74 %<\/td>\n160,367<\/td>\n17.52<\/td>\n21<\/td>\n0.1834 %<\/td>\n2,819.2<\/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-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.63
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.22
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.33
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.89 %<\/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
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n159,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 2.70 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n156,076<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n108,893<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 1.77 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n104,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.15 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n104,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-26
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.11
\nBid-YTW : -4.75 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n74,886<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 2.16 %<\/td>\n<\/tr>\n
There were 21 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
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 26.60 – 27.50
\nSpot Rate : 0.9000
\nAverage : 0.5155<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.32 – 11.29
\nSpot Rate : 0.9700
\nAverage : 0.6603<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.32
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 25.98
\nSpot Rate : 0.4800
\nAverage : 0.2787<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -18.25 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 22.63 – 23.18
\nSpot Rate : 0.5500
\nAverage : 0.3488<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.63
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 22.00 – 22.80
\nSpot Rate : 0.8000
\nAverage : 0.6188<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-26
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.99 – 26.59
\nSpot Rate : 0.6000
\nAverage : 0.4270<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.99
\nBid-YTW : 5.02 %<\/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-42206","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42206","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=42206"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42206\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42206"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42206"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42206"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}