{"id":42228,"date":"2021-06-26T22:43:24","date_gmt":"2021-06-27T03:43:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=42228"},"modified":"2021-06-26T22:43:24","modified_gmt":"2021-06-27T03:43:24","slug":"may-11-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42228","title":{"rendered":"May 11, 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-1.1959 %<\/td>\n2,509.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1959 %<\/td>\n4,605.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.46 %<\/td>\n3.50 %<\/td>\n77,085<\/td>\n18.49<\/td>\n3<\/td>\n-1.1959 %<\/td>\n2,654.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0434 %<\/td>\n3,706.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n3.90 %<\/td>\n37,689<\/td>\n3.48<\/td>\n8<\/td>\n0.0434 %<\/td>\n4,426.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0434 %<\/td>\n3,453.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25 %<\/td>\n-13.67 %<\/td>\n68,828<\/td>\n0.09<\/td>\n24<\/td>\n-0.1170 %<\/td>\n3,274.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.81 %<\/td>\n4.85 %<\/td>\n102,325<\/td>\n15.70<\/td>\n10<\/td>\n-0.2147 %<\/td>\n3,839.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.25 %<\/td>\n3.62 %<\/td>\n196,859<\/td>\n18.00<\/td>\n47<\/td>\n-0.1429 %<\/td>\n2,743.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.55 %<\/td>\n90,865<\/td>\n3.70<\/td>\n22<\/td>\n-0.0287 %<\/td>\n3,694.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.18 %<\/td>\n70,117<\/td>\n19.24<\/td>\n2<\/td>\n-1.3531 %<\/td>\n2,466.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.87 %<\/td>\n3.41 %<\/td>\n219,754<\/td>\n1.25<\/td>\n29<\/td>\n-0.0831 %<\/td>\n2,747.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.31 %<\/td>\n134,238<\/td>\n0.72<\/td>\n1<\/td>\n-0.1603 %<\/td>\n2,882.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.20 %<\/td>\n3.57 %<\/td>\n158,746<\/td>\n17.79<\/td>\n21<\/td>\n-0.2202 %<\/td>\n2,882.7<\/td>\n<\/tr>\n<\/table>\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.K<\/td>\nFloater<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.01
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 14.23
\nEvaluated at bid price : 14.23
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.72
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 13.28
\nEvaluated at bid price : 13.28
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 15.99
\nEvaluated at bid price : 15.99
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 15.41
\nEvaluated at bid price : 15.41
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.85
\nBid-YTW : 3.69 %<\/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
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n225,230<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.62
\nBid-YTW : 1.60 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n127,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Premium<\/td>\n75,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : -14.72 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n70,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n47,407<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.33
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n42,160<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 24.14
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
There were 24 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.48 – 23.00
\nSpot Rate : 5.5200
\nAverage : 2.9485<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 17.48
\nEvaluated at bid price : 17.48
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.60 – 26.30
\nSpot Rate : 0.7000
\nAverage : 0.3972<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : -20.28 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 24.82
\nSpot Rate : 0.8200
\nAverage : 0.5644<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.66 – 26.92
\nSpot Rate : 1.2600
\nAverage : 1.0144<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.72 – 27.45
\nSpot Rate : 0.7300
\nAverage : 0.5073<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.72
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 25.06 – 25.57
\nSpot Rate : 0.5100
\nAverage : 0.3096<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-11
\nMaturity Price : 24.85
\nEvaluated at bid price : 25.06
\nBid-YTW : 4.89 %<\/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-42228","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42228","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=42228"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42228\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42228"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42228"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42228"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}