{"id":42216,"date":"2021-06-26T22:40:24","date_gmt":"2021-06-27T03:40:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=42216"},"modified":"2021-06-26T22:40:24","modified_gmt":"2021-06-27T03:40:24","slug":"may-3-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42216","title":{"rendered":"May 3, 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>\n0.2767 %<\/td>\n2,446.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2767 %<\/td>\n4,489.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.55 %<\/td>\n3.58 %<\/td>\n67,016<\/td>\n18.32<\/td>\n3<\/td>\n0.2767 %<\/td>\n2,587.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1209 %<\/td>\n3,700.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.98 %<\/td>\n40,023<\/td>\n3.50<\/td>\n8<\/td>\n0.1209 %<\/td>\n4,418.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1209 %<\/td>\n3,447.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25 %<\/td>\n-6.03 %<\/td>\n69,801<\/td>\n0.09<\/td>\n24<\/td>\n0.1663 %<\/td>\n3,273.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.82 %<\/td>\n4.86 %<\/td>\n82,191<\/td>\n15.74<\/td>\n10<\/td>\n1.0411 %<\/td>\n3,827.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.32 %<\/td>\n3.68 %<\/td>\n176,360<\/td>\n17.74<\/td>\n47<\/td>\n0.3596 %<\/td>\n2,698.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.55 %<\/td>\n104,922<\/td>\n0.65<\/td>\n22<\/td>\n0.3431 %<\/td>\n3,682.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n3.34 %<\/td>\n73,447<\/td>\n18.89<\/td>\n2<\/td>\n0.6723 %<\/td>\n2,412.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.89 %<\/td>\n3.43 %<\/td>\n221,281<\/td>\n1.44<\/td>\n29<\/td>\n0.1376 %<\/td>\n2,736.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.38 %<\/td>\n149,159<\/td>\n0.74<\/td>\n1<\/td>\n0.0804 %<\/td>\n2,880.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.26 %<\/td>\n3.68 %<\/td>\n152,574<\/td>\n17.69<\/td>\n21<\/td>\n0.4538 %<\/td>\n2,843.4<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 15.01
\nEvaluated at bid price : 15.01
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 15.62
\nEvaluated at bid price : 15.62
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 2.58 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 21.68
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.43
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.67 %<\/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
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n85,726<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n61,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n42,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 1.53 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n33,621<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.35
\nEvaluated at bid price : 24.72
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n32,565<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.32
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n31,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
There were 26 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
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 26.30
\nSpot Rate : 0.8000
\nAverage : 0.4576<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -17.28 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 18.35 – 19.25
\nSpot Rate : 0.9000
\nAverage : 0.5627<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 24.92 – 26.00
\nSpot Rate : 1.0800
\nAverage : 0.7467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.05 – 25.69
\nSpot Rate : 0.6400
\nAverage : 0.4563<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 24.72
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 15.25 – 16.00
\nSpot Rate : 0.7500
\nAverage : 0.5918<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-03
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 25.12 – 25.50
\nSpot Rate : 0.3800
\nAverage : 0.2335<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.85 %<\/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-42216","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42216","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=42216"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42216\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42216"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42216"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42216"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}