{"id":42218,"date":"2021-06-26T22:40:52","date_gmt":"2021-06-27T03:40:52","guid":{"rendered":"http:\/\/prefblog.com\/?p=42218"},"modified":"2021-06-26T22:40:52","modified_gmt":"2021-06-27T03:40:52","slug":"may-4-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42218","title":{"rendered":"May 4, 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>\n0.7726 %<\/td>\n2,465.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7726 %<\/td>\n4,523.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.52 %<\/td>\n3.57 %<\/td>\n70,704<\/td>\n18.35<\/td>\n3<\/td>\n0.7726 %<\/td>\n2,607.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1208 %<\/td>\n3,704.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.98 %<\/td>\n39,536<\/td>\n3.50<\/td>\n8<\/td>\n0.1208 %<\/td>\n4,423.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1208 %<\/td>\n3,451.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-9.72 %<\/td>\n71,149<\/td>\n0.09<\/td>\n24<\/td>\n0.1221 %<\/td>\n3,277.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.83 %<\/td>\n4.91 %<\/td>\n83,825<\/td>\n15.62<\/td>\n10<\/td>\n-0.1262 %<\/td>\n3,822.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.30 %<\/td>\n3.68 %<\/td>\n171,709<\/td>\n17.80<\/td>\n47<\/td>\n0.5172 %<\/td>\n2,712.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.54 %<\/td>\n104,327<\/td>\n0.64<\/td>\n22<\/td>\n0.1368 %<\/td>\n3,688.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n3.32 %<\/td>\n70,823<\/td>\n18.93<\/td>\n2<\/td>\n0.3005 %<\/td>\n2,419.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.41 %<\/td>\n220,534<\/td>\n1.27<\/td>\n29<\/td>\n0.2169 %<\/td>\n2,742.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.12 %<\/td>\n149,275<\/td>\n0.74<\/td>\n1<\/td>\n0.2008 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.24 %<\/td>\n3.66 %<\/td>\n155,436<\/td>\n17.68<\/td>\n21<\/td>\n0.3863 %<\/td>\n2,854.4<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 23.76
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.86
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.45
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 19.89
\nEvaluated at bid price : 19.89
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 15.23
\nEvaluated at bid price : 15.23
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 22.88
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.35
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.34 %<\/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
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n136,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n97,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n91,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n79,830<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 23.42
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n61,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n51,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
There were 38 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
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.01 – 26.01
\nSpot Rate : 1.0000
\nAverage : 0.5918<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.01
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.95 – 24.00
\nSpot Rate : 1.0500
\nAverage : 0.6526<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.95
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.01 – 24.75
\nSpot Rate : 0.7400
\nAverage : 0.5422<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 22.82
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.45 – 24.99
\nSpot Rate : 0.5400
\nAverage : 0.3596<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.20 – 21.70
\nSpot Rate : 0.5000
\nAverage : 0.3440<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-04
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 25.32 – 25.80
\nSpot Rate : 0.4800
\nAverage : 0.3291<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.51 %<\/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-42218","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42218","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=42218"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42218\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42218"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42218"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42218"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}