{"id":42230,"date":"2021-06-26T22:43:56","date_gmt":"2021-06-27T03:43:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=42230"},"modified":"2021-06-26T22:43:56","modified_gmt":"2021-06-27T03:43:56","slug":"may-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42230","title":{"rendered":"May 12, 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>\n0.4572 %<\/td>\n2,521.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4572 %<\/td>\n4,626.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.44 %<\/td>\n74,546<\/td>\n18.62<\/td>\n3<\/td>\n0.4572 %<\/td>\n2,666.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0434 %<\/td>\n3,705.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n3.95 %<\/td>\n37,864<\/td>\n3.48<\/td>\n8<\/td>\n-0.0434 %<\/td>\n4,424.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0434 %<\/td>\n3,452.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-10.03 %<\/td>\n68,682<\/td>\n0.09<\/td>\n24<\/td>\n0.1920 %<\/td>\n3,281.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.85 %<\/td>\n101,241<\/td>\n15.67<\/td>\n10<\/td>\n0.1949 %<\/td>\n3,846.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.25 %<\/td>\n3.61 %<\/td>\n204,524<\/td>\n18.00<\/td>\n47<\/td>\n-0.0692 %<\/td>\n2,741.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.53 %<\/td>\n89,765<\/td>\n3.69<\/td>\n22<\/td>\n-0.0610 %<\/td>\n3,692.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.18 %<\/td>\n67,499<\/td>\n19.24<\/td>\n2<\/td>\n0.2286 %<\/td>\n2,472.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.45 %<\/td>\n216,303<\/td>\n1.25<\/td>\n29<\/td>\n-0.1959 %<\/td>\n2,741.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.15 %<\/td>\n132,654<\/td>\n0.72<\/td>\n1<\/td>\n0.1204 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.22 %<\/td>\n3.59 %<\/td>\n164,201<\/td>\n17.77<\/td>\n21<\/td>\n-0.4081 %<\/td>\n2,870.9<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.70 %<\/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 : 26.18
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.55
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.79
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 12.55
\nEvaluated at bid price : 12.55
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.31 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n92,275<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.21
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n57,850<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.22
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n43,251<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.52
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n42,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 23.42
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n42,111<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n41,743<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
There were 27 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
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 22.55 – 23.99
\nSpot Rate : 1.4400
\nAverage : 0.8329<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.02 – 22.78
\nSpot Rate : 0.7600
\nAverage : 0.5749<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.02
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.18 – 27.00
\nSpot Rate : 0.8200
\nAverage : 0.6708<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 23.14 – 23.56
\nSpot Rate : 0.4200
\nAverage : 0.2719<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.14
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.00 – 24.47
\nSpot Rate : 0.4700
\nAverage : 0.3268<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 15.50
\nSpot Rate : 0.5000
\nAverage : 0.3669<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.70 %<\/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-42230","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42230","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=42230"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42230\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42230"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42230"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42230"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}