{"id":42212,"date":"2021-06-26T22:39:24","date_gmt":"2021-06-27T03:39:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=42212"},"modified":"2021-06-26T22:39:24","modified_gmt":"2021-06-27T03:39:24","slug":"april-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42212","title":{"rendered":"April 29, 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>\n0.3393 %<\/td>\n2,444.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3393 %<\/td>\n4,484.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.56 %<\/td>\n56,457<\/td>\n18.37<\/td>\n4<\/td>\n0.3393 %<\/td>\n2,584.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0967 %<\/td>\n3,692.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.09 %<\/td>\n34,827<\/td>\n3.51<\/td>\n8<\/td>\n-0.0967 %<\/td>\n4,409.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0967 %<\/td>\n3,440.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.27 %<\/td>\n-11.97 %<\/td>\n69,400<\/td>\n0.09<\/td>\n23<\/td>\n-0.0374 %<\/td>\n3,267.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.86 %<\/td>\n4.90 %<\/td>\n82,116<\/td>\n15.54<\/td>\n11<\/td>\n0.3698 %<\/td>\n3,795.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.32 %<\/td>\n3.69 %<\/td>\n170,348<\/td>\n17.68<\/td>\n48<\/td>\n0.2940 %<\/td>\n2,682.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.96 %<\/td>\n4.60 %<\/td>\n101,496<\/td>\n3.73<\/td>\n22<\/td>\n0.0832 %<\/td>\n3,669.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n3.32 %<\/td>\n72,921<\/td>\n18.94<\/td>\n2<\/td>\n-0.3010 %<\/td>\n2,401.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.97 %<\/td>\n3.59 %<\/td>\n227,299<\/td>\n1.27<\/td>\n29<\/td>\n0.0256 %<\/td>\n2,736.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.38 %<\/td>\n157,473<\/td>\n0.75<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.28 %<\/td>\n3.76 %<\/td>\n155,313<\/td>\n17.63<\/td>\n21<\/td>\n0.0744 %<\/td>\n2,827.3<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 14.71
\nEvaluated at bid price : 14.71
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 21.79
\nEvaluated at bid price : 22.29
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.13
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.87 %<\/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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n160,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 14.56
\nEvaluated at bid price : 14.56
\nBid-YTW : 2.59 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n126,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 2.02 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n116,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Prem<\/td>\n63,750<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n55,197<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n47,340<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
There were 19 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.97 – 26.97
\nSpot Rate : 1.0000
\nAverage : 0.5507<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.97
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.84 – 15.60
\nSpot Rate : 0.7600
\nAverage : 0.6015<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.59 – 24.00
\nSpot Rate : 0.4100
\nAverage : 0.2624<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.59
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 25.15 – 25.50
\nSpot Rate : 0.3500
\nAverage : 0.2122<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.30 – 23.85
\nSpot Rate : 0.5500
\nAverage : 0.4175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 18.00 – 18.41
\nSpot Rate : 0.4100
\nAverage : 0.2835<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-29
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.56 %<\/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-42212","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42212","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=42212"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42212\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42212"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42212"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42212"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}