{"id":42214,"date":"2021-06-26T22:39:55","date_gmt":"2021-06-27T03:39:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42214"},"modified":"2021-06-26T22:39:55","modified_gmt":"2021-06-27T03:39:55","slug":"april-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42214","title":{"rendered":"April 30, 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-0.1790 %<\/td>\n2,439.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1790 %<\/td>\n4,476.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.56 %<\/td>\n3.59 %<\/td>\n69,266<\/td>\n18.29<\/td>\n3<\/td>\n-0.1790 %<\/td>\n2,580.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0920 %<\/td>\n3,695.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n3.97 %<\/td>\n34,703<\/td>\n3.51<\/td>\n8<\/td>\n0.0920 %<\/td>\n4,413.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0920 %<\/td>\n3,443.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.26 %<\/td>\n-13.26 %<\/td>\n69,967<\/td>\n0.09<\/td>\n24<\/td>\n0.0051 %<\/td>\n3,267.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.87 %<\/td>\n4.97 %<\/td>\n97,878<\/td>\n15.55<\/td>\n10<\/td>\n-0.2121 %<\/td>\n3,787.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.37 %<\/td>\n3.72 %<\/td>\n181,913<\/td>\n17.70<\/td>\n48<\/td>\n0.2421 %<\/td>\n2,689.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.96 %<\/td>\n4.59 %<\/td>\n104,116<\/td>\n3.72<\/td>\n22<\/td>\n0.0253 %<\/td>\n3,670.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n3.32 %<\/td>\n72,732<\/td>\n18.93<\/td>\n2<\/td>\n-0.2013 %<\/td>\n2,396.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.90 %<\/td>\n3.48 %<\/td>\n204,857<\/td>\n1.45<\/td>\n29<\/td>\n-0.1335 %<\/td>\n2,732.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.48 %<\/td>\n155,259<\/td>\n0.75<\/td>\n1<\/td>\n-0.5198 %<\/td>\n2,878.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.28 %<\/td>\n3.73 %<\/td>\n153,931<\/td>\n17.61<\/td>\n21<\/td>\n0.1146 %<\/td>\n2,830.5<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 23.80
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 18.19
\nEvaluated at bid price : 18.19
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.55
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 3.51 %<\/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>\n177,678<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 2.58 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n92,728<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.23
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n71,486<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.13 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n64,333<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n51,824<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n43,372<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
There were 37 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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.71 – 25.00
\nSpot Rate : 3.2900
\nAverage : 1.9175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.71
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.05 – 24.91
\nSpot Rate : 1.8600
\nAverage : 1.0536<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.45 – 24.45
\nSpot Rate : 1.0000
\nAverage : 0.5581<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.65 – 26.65
\nSpot Rate : 1.0000
\nAverage : 0.5856<\/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 : -21.62 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.95 – 22.62
\nSpot Rate : 0.6700
\nAverage : 0.3906<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 24.80 – 25.45
\nSpot Rate : 0.6500
\nAverage : 0.3812<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-30
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.73 %<\/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-42214","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42214","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=42214"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42214\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42214"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42214"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42214"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}