{"id":42236,"date":"2021-06-26T22:45:33","date_gmt":"2021-06-27T03:45:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=42236"},"modified":"2021-06-26T22:45:33","modified_gmt":"2021-06-27T03:45:33","slug":"may-17-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42236","title":{"rendered":"May 17, 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>\n0.4214 %<\/td>\n2,574.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4214 %<\/td>\n4,723.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.37 %<\/td>\n3.41 %<\/td>\n73,818<\/td>\n18.69<\/td>\n3<\/td>\n0.4214 %<\/td>\n2,722.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0651 %<\/td>\n3,708.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.00 %<\/td>\n35,383<\/td>\n3.46<\/td>\n8<\/td>\n0.0651 %<\/td>\n4,428.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0651 %<\/td>\n3,455.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-11.05 %<\/td>\n68,125<\/td>\n0.09<\/td>\n24<\/td>\n0.0439 %<\/td>\n3,280.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.86 %<\/td>\n99,180<\/td>\n15.66<\/td>\n10<\/td>\n0.0608 %<\/td>\n3,846.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.25 %<\/td>\n3.67 %<\/td>\n203,416<\/td>\n17.80<\/td>\n47<\/td>\n0.3036 %<\/td>\n2,747.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.24 %<\/td>\n81,928<\/td>\n0.12<\/td>\n22<\/td>\n0.1238 %<\/td>\n3,697.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.83 %<\/td>\n3.03 %<\/td>\n63,866<\/td>\n19.60<\/td>\n2<\/td>\n0.9106 %<\/td>\n2,499.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.38 %<\/td>\n208,913<\/td>\n1.24<\/td>\n29<\/td>\n0.0430 %<\/td>\n2,742.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.23 %<\/td>\n128,074<\/td>\n0.70<\/td>\n1<\/td>\n-0.2000 %<\/td>\n2,886.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.23 %<\/td>\n3.57 %<\/td>\n151,452<\/td>\n17.84<\/td>\n21<\/td>\n-0.1362 %<\/td>\n2,861.8<\/td>\n<\/tr>\n<\/table>\n\n\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-4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 20.28
\nEvaluated at bid price : 20.28
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 23.41
\nEvaluated at bid price : 24.61
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 1.98 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 24.14
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.91
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.19
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 12.84
\nEvaluated at bid price : 12.84
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.31
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.71
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.82
\nBid-YTW : 4.23 %<\/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
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n115,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n94,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n79,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n56,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n50,645<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 23.41
\nEvaluated at bid price : 24.61
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n40,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
There were 13 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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.59 – 22.00
\nSpot Rate : 1.4100
\nAverage : 0.8081<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.44 – 15.44
\nSpot Rate : 1.0000
\nAverage : 0.6225<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.43 – 21.25
\nSpot Rate : 0.8200
\nAverage : 0.5287<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.65 – 25.20
\nSpot Rate : 0.5500
\nAverage : 0.3738<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 22.71 – 23.15
\nSpot Rate : 0.4400
\nAverage : 0.2883<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.71
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.00 – 23.51
\nSpot Rate : 0.5100
\nAverage : 0.3675<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-17
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.54 %<\/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-42236","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42236","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=42236"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42236\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42236"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42236"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42236"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}