{"id":42220,"date":"2021-06-26T22:41:23","date_gmt":"2021-06-27T03:41:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=42220"},"modified":"2021-06-26T22:41:23","modified_gmt":"2021-06-27T03:41:23","slug":"may-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42220","title":{"rendered":"May 5, 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>\n0.7393 %<\/td>\n2,483.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7393 %<\/td>\n4,557.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.50 %<\/td>\n3.53 %<\/td>\n71,569<\/td>\n18.44<\/td>\n3<\/td>\n0.7393 %<\/td>\n2,626.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,704.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.02 %<\/td>\n42,706<\/td>\n4.01<\/td>\n8<\/td>\n0.0000 %<\/td>\n4,423.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,451.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-7.53 %<\/td>\n71,170<\/td>\n0.09<\/td>\n24<\/td>\n-0.0406 %<\/td>\n3,275.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.82 %<\/td>\n4.88 %<\/td>\n108,433<\/td>\n15.66<\/td>\n10<\/td>\n0.1346 %<\/td>\n3,827.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.27 %<\/td>\n3.65 %<\/td>\n170,455<\/td>\n17.83<\/td>\n47<\/td>\n0.7311 %<\/td>\n2,732.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.55 %<\/td>\n100,592<\/td>\n3.71<\/td>\n22<\/td>\n-0.0539 %<\/td>\n3,686.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n3.25 %<\/td>\n70,610<\/td>\n19.08<\/td>\n2<\/td>\n1.1651 %<\/td>\n2,447.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.33 %<\/td>\n231,085<\/td>\n1.27<\/td>\n29<\/td>\n0.1156 %<\/td>\n2,745.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.01 %<\/td>\n147,096<\/td>\n0.31<\/td>\n1<\/td>\n0.0401 %<\/td>\n2,887.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.22 %<\/td>\n3.60 %<\/td>\n155,598<\/td>\n17.75<\/td>\n21<\/td>\n0.6372 %<\/td>\n2,872.5<\/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\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
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 15.27
\nEvaluated at bid price : 15.27
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.60
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.37
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.93
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.43
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.14
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.28
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.91
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.88
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 15.64
\nEvaluated at bid price : 15.64
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 13.33
\nEvaluated at bid price : 13.33
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n6.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.82
\nBid-YTW : 3.60 %<\/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>\n150,548<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n124,865<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n64,840<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.83
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n57,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n49,305<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n38,305<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.73 %<\/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
BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.24 – 13.24
\nSpot Rate : 1.0000
\nAverage : 0.5670<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 12.24
\nEvaluated at bid price : 12.24
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.93 – 24.92
\nSpot Rate : 0.9900
\nAverage : 0.6822<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.93
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.06 – 15.80
\nSpot Rate : 0.7400
\nAverage : 0.4996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.70 – 24.38
\nSpot Rate : 0.6800
\nAverage : 0.4563<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.05 – 14.77
\nSpot Rate : 0.7200
\nAverage : 0.5099<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.27 – 16.00
\nSpot Rate : 0.7300
\nAverage : 0.5292<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-05
\nMaturity Price : 15.27
\nEvaluated at bid price : 15.27
\nBid-YTW : 3.50 %<\/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-42220","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42220","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=42220"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42220\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42220"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42220"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42220"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}