{"id":42226,"date":"2021-06-26T22:42:55","date_gmt":"2021-06-27T03:42:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42226"},"modified":"2021-06-26T22:42:55","modified_gmt":"2021-06-27T03:42:55","slug":"may-10-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42226","title":{"rendered":"May 10, 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>\n-1.6466 %<\/td>\n2,540.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6466 %<\/td>\n4,661.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.42 %<\/td>\n77,691<\/td>\n18.68<\/td>\n3<\/td>\n-1.6466 %<\/td>\n2,686.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0483 %<\/td>\n3,705.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.04 %<\/td>\n42,405<\/td>\n3.99<\/td>\n8<\/td>\n0.0483 %<\/td>\n4,424.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0483 %<\/td>\n3,452.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-8.50 %<\/td>\n70,643<\/td>\n0.09<\/td>\n24<\/td>\n0.0960 %<\/td>\n3,278.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.85 %<\/td>\n102,201<\/td>\n15.72<\/td>\n10<\/td>\n0.1460 %<\/td>\n3,847.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.24 %<\/td>\n3.61 %<\/td>\n196,063<\/td>\n17.97<\/td>\n47<\/td>\n0.4180 %<\/td>\n2,747.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.52 %<\/td>\n92,131<\/td>\n3.69<\/td>\n22<\/td>\n0.0036 %<\/td>\n3,695.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.12 %<\/td>\n70,807<\/td>\n19.39<\/td>\n2<\/td>\n1.4711 %<\/td>\n2,500.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.87 %<\/td>\n3.35 %<\/td>\n220,172<\/td>\n1.26<\/td>\n29<\/td>\n0.1248 %<\/td>\n2,749.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.08 %<\/td>\n139,538<\/td>\n0.72<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,887.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.19 %<\/td>\n3.54 %<\/td>\n158,885<\/td>\n17.82<\/td>\n21<\/td>\n0.4886 %<\/td>\n2,889.0<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.B<\/td>\nFloater<\/td>\n-4.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 12.32
\nEvaluated at bid price : 12.32
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.19
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 17.49
\nEvaluated at bid price : 17.49
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.36
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.27
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 16.28
\nEvaluated at bid price : 16.28
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.59
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 15.59
\nEvaluated at bid price : 15.59
\nBid-YTW : 3.56 %<\/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>\n85,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n57,509<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n39,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n38,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 24.61
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n31,101<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n29,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
There were 16 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.75 – 24.96
\nSpot Rate : 1.2100
\nAverage : 0.7772<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.80 – 26.92
\nSpot Rate : 1.1200
\nAverage : 0.7452<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.80
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 12.32 – 13.14
\nSpot Rate : 0.8200
\nAverage : 0.5392<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 12.32
\nEvaluated at bid price : 12.32
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.35 – 23.00
\nSpot Rate : 0.6500
\nAverage : 0.4360<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.35
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.12 – 20.75
\nSpot Rate : 0.6300
\nAverage : 0.4430<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.19 – 24.85
\nSpot Rate : 0.6600
\nAverage : 0.4863<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-10
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.19
\nBid-YTW : 3.61 %<\/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-42226","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42226","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=42226"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42226\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42226"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42226"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42226"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}