{"id":42232,"date":"2021-06-26T22:44:30","date_gmt":"2021-06-27T03:44:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=42232"},"modified":"2021-06-26T22:44:30","modified_gmt":"2021-06-27T03:44:30","slug":"may-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42232","title":{"rendered":"May 13, 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>\n0.6158 %<\/td>\n2,536.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6158 %<\/td>\n4,655.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.44 %<\/td>\n74,237<\/td>\n18.61<\/td>\n3<\/td>\n0.6158 %<\/td>\n2,682.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0820 %<\/td>\n3,708.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n3.94 %<\/td>\n36,371<\/td>\n3.47<\/td>\n8<\/td>\n0.0820 %<\/td>\n4,428.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0820 %<\/td>\n3,455.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.25 %<\/td>\n-8.90 %<\/td>\n70,316<\/td>\n0.09<\/td>\n24<\/td>\n-0.2030 %<\/td>\n3,274.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.86 %<\/td>\n100,246<\/td>\n15.69<\/td>\n10<\/td>\n-0.0527 %<\/td>\n3,844.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.26 %<\/td>\n3.63 %<\/td>\n204,366<\/td>\n17.92<\/td>\n47<\/td>\n-0.1033 %<\/td>\n2,738.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.54 %<\/td>\n86,416<\/td>\n3.68<\/td>\n22<\/td>\n0.0287 %<\/td>\n3,693.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.10 %<\/td>\n66,940<\/td>\n19.44<\/td>\n2<\/td>\n1.0427 %<\/td>\n2,497.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.36 %<\/td>\n215,000<\/td>\n1.25<\/td>\n29<\/td>\n0.1156 %<\/td>\n2,744.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.46 %<\/td>\n131,118<\/td>\n0.28<\/td>\n1<\/td>\n0.2405 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.21 %<\/td>\n3.57 %<\/td>\n162,881<\/td>\n17.77<\/td>\n21<\/td>\n0.1275 %<\/td>\n2,874.6<\/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
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.97
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.81
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 23.37
\nEvaluated at bid price : 24.83
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : -14.32 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.83
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 15.62
\nEvaluated at bid price : 15.62
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 12.45
\nEvaluated at bid price : 12.45
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 16.41
\nEvaluated at bid price : 16.41
\nBid-YTW : 3.10 %<\/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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n280,051<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 24.62
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n188,089<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.84
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n56,279<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.09
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n49,661<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n48,782<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -0.45 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n41,812<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 23.46
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
There were 29 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.10 – 22.00
\nSpot Rate : 0.9000
\nAverage : 0.5470<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 17.31 – 18.08
\nSpot Rate : 0.7700
\nAverage : 0.4933<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.00 – 24.70
\nSpot Rate : 0.7000
\nAverage : 0.4406<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.81
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.00
\nSpot Rate : 0.5000
\nAverage : 0.3173<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 22.83 – 23.99
\nSpot Rate : 1.1600
\nAverage : 1.0040<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.83
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.97 – 23.53
\nSpot Rate : 0.5600
\nAverage : 0.4077<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-13
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.97
\nBid-YTW : 3.47 %<\/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-42232","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42232","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=42232"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42232\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42232"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42232"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42232"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}