{"id":42222,"date":"2021-06-26T22:41:53","date_gmt":"2021-06-27T03:41:53","guid":{"rendered":"http:\/\/prefblog.com\/?p=42222"},"modified":"2021-06-26T22:41:53","modified_gmt":"2021-06-27T03:41:53","slug":"may-6-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42222","title":{"rendered":"May 6, 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>\n2.8812 %<\/td>\n2,555.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.8812 %<\/td>\n4,688.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.40 %<\/td>\n3.43 %<\/td>\n77,539<\/td>\n18.66<\/td>\n3<\/td>\n2.8812 %<\/td>\n2,702.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0145 %<\/td>\n3,705.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.03 %<\/td>\n41,021<\/td>\n4.00<\/td>\n8<\/td>\n0.0145 %<\/td>\n4,424.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0145 %<\/td>\n3,452.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25 %<\/td>\n-14.50 %<\/td>\n71,994<\/td>\n0.09<\/td>\n24<\/td>\n-0.0407 %<\/td>\n3,274.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.81 %<\/td>\n4.85 %<\/td>\n105,043<\/td>\n15.64<\/td>\n10<\/td>\n0.1873 %<\/td>\n3,834.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.26 %<\/td>\n3.67 %<\/td>\n183,747<\/td>\n17.89<\/td>\n47<\/td>\n0.0656 %<\/td>\n2,734.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.54 %<\/td>\n99,255<\/td>\n3.70<\/td>\n22<\/td>\n0.0432 %<\/td>\n3,687.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.89 %<\/td>\n3.20 %<\/td>\n70,651<\/td>\n19.21<\/td>\n2<\/td>\n0.3620 %<\/td>\n2,456.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.49 %<\/td>\n229,123<\/td>\n1.27<\/td>\n29<\/td>\n-0.1007 %<\/td>\n2,742.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.90 %<\/td>\n145,361<\/td>\n0.30<\/td>\n1<\/td>\n0.0401 %<\/td>\n2,888.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.22 %<\/td>\n3.66 %<\/td>\n159,602<\/td>\n17.74<\/td>\n21<\/td>\n-0.0355 %<\/td>\n2,871.5<\/td>\n<\/tr>\n<\/table>\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.C<\/td>\nFixedReset Disc<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 24.55
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 2.60 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.63
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n3.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n4.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 3.36 %<\/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.PR.K<\/td>\nFloater<\/td>\n158,530<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n109,435<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n105,352<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n67,020<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.47
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n55,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n51,661<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.34
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
There were 32 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.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.43 – 25.25
\nSpot Rate : 0.8200
\nAverage : 0.5256<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.43
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.95 – 24.00
\nSpot Rate : 1.0500
\nAverage : 0.7675<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.95
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.05 – 27.25
\nSpot Rate : 1.2000
\nAverage : 0.9550<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.15 – 26.90
\nSpot Rate : 0.7500
\nAverage : 0.5285<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 12.40 – 13.00
\nSpot Rate : 0.6000
\nAverage : 0.4246<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-06
\nMaturity Price : 12.40
\nEvaluated at bid price : 12.40
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.75 – 27.55
\nSpot Rate : 0.8000
\nAverage : 0.6326<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.99 %<\/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-42222","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42222","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=42222"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42222\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42222"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42222"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42222"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}