{"id":42224,"date":"2021-06-26T22:42:26","date_gmt":"2021-06-27T03:42:26","guid":{"rendered":"http:\/\/prefblog.com\/?p=42224"},"modified":"2021-06-26T22:42:26","modified_gmt":"2021-06-27T03:42:26","slug":"may-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42224","title":{"rendered":"May 7, 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>\n1.0832 %<\/td>\n2,582.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0832 %<\/td>\n4,739.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.36 %<\/td>\n3.41 %<\/td>\n77,327<\/td>\n18.71<\/td>\n3<\/td>\n1.0832 %<\/td>\n2,731.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0482 %<\/td>\n3,703.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n3.94 %<\/td>\n39,403<\/td>\n3.49<\/td>\n8<\/td>\n-0.0482 %<\/td>\n4,422.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0482 %<\/td>\n3,450.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25 %<\/td>\n-14.89 %<\/td>\n71,630<\/td>\n0.09<\/td>\n24<\/td>\n0.0309 %<\/td>\n3,275.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.88 %<\/td>\n103,543<\/td>\n15.65<\/td>\n10<\/td>\n0.1951 %<\/td>\n3,841.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.26 %<\/td>\n3.66 %<\/td>\n187,985<\/td>\n17.89<\/td>\n47<\/td>\n0.0504 %<\/td>\n2,735.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.52 %<\/td>\n95,441<\/td>\n3.70<\/td>\n22<\/td>\n0.2157 %<\/td>\n3,695.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.18 %<\/td>\n71,377<\/td>\n19.25<\/td>\n2<\/td>\n0.2951 %<\/td>\n2,464.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.87 %<\/td>\n3.49 %<\/td>\n222,779<\/td>\n1.26<\/td>\n29<\/td>\n0.1223 %<\/td>\n2,745.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.91 %<\/td>\n140,700<\/td>\n0.30<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,888.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.21 %<\/td>\n3.61 %<\/td>\n160,000<\/td>\n17.72<\/td>\n21<\/td>\n0.1212 %<\/td>\n2,875.0<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 23.45
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.92
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 16.48
\nEvaluated at bid price : 16.48
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 20.08
\nEvaluated at bid price : 20.08
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 12.63
\nEvaluated at bid price : 12.63
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.31
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.58
\nBid-YTW : 3.62 %<\/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>\n102,774<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n82,011<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n64,825<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n60,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 1.41 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Premium<\/td>\n52,873<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-06
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -14.89 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n50,065<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
There were 23 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: 12.68 – 25.00
\nSpot Rate : 12.3200
\nAverage : 6.6472<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 12.68
\nEvaluated at bid price : 12.68
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 15.99 – 17.50
\nSpot Rate : 1.5100
\nAverage : 0.9256<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 15.99
\nEvaluated at bid price : 15.99
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.25 – 26.00
\nSpot Rate : 0.7500
\nAverage : 0.5034<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 26.26 – 26.80
\nSpot Rate : 0.5400
\nAverage : 0.3801<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.26
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.03 – 23.50
\nSpot Rate : 0.4700
\nAverage : 0.3157<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-07
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.03
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Prem<\/td>\nQuote: 26.25 – 26.80
\nSpot Rate : 0.5500
\nAverage : 0.4080<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.56 %<\/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-42224","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42224","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=42224"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42224\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42224"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42224"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42224"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}