{"id":42238,"date":"2021-06-26T22:46:21","date_gmt":"2021-06-27T03:46:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=42238"},"modified":"2021-06-26T22:46:21","modified_gmt":"2021-06-27T03:46:21","slug":"may-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42238","title":{"rendered":"May 18, 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>\n0.5770 %<\/td>\n2,588.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5770 %<\/td>\n4,750.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.35 %<\/td>\n3.39 %<\/td>\n74,104<\/td>\n18.73<\/td>\n3<\/td>\n0.5770 %<\/td>\n2,737.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1302 %<\/td>\n3,712.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.01 %<\/td>\n36,472<\/td>\n3.97<\/td>\n8<\/td>\n0.1302 %<\/td>\n4,434.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1302 %<\/td>\n3,459.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-7.48 %<\/td>\n67,062<\/td>\n0.09<\/td>\n24<\/td>\n0.0065 %<\/td>\n3,280.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.85 %<\/td>\n98,355<\/td>\n15.69<\/td>\n10<\/td>\n0.0365 %<\/td>\n3,847.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.20 %<\/td>\n3.66 %<\/td>\n194,719<\/td>\n17.86<\/td>\n46<\/td>\n0.2876 %<\/td>\n2,755.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.41 %<\/td>\n84,014<\/td>\n3.67<\/td>\n22<\/td>\n-0.0018 %<\/td>\n3,697.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n3.04 %<\/td>\n61,887<\/td>\n19.58<\/td>\n2<\/td>\n0.1289 %<\/td>\n2,502.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.87 %<\/td>\n3.38 %<\/td>\n205,163<\/td>\n1.23<\/td>\n29<\/td>\n0.1357 %<\/td>\n2,746.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.18 %<\/td>\n126,809<\/td>\n0.70<\/td>\n1<\/td>\n0.0401 %<\/td>\n2,887.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.23 %<\/td>\n3.59 %<\/td>\n149,970<\/td>\n17.87<\/td>\n21<\/td>\n0.1594 %<\/td>\n2,866.4<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.09
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 12.87
\nEvaluated at bid price : 12.87
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 3.75 %<\/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.Q<\/td>\nFixedReset Disc<\/td>\n150,604<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n107,064<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n64,875<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.38
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.91
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n44,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n42,910<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 24.56
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
There were 17 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.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.42 – 25.95
\nSpot Rate : 0.5300
\nAverage : 0.3615<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Prem<\/td>\nQuote: 26.11 – 26.50
\nSpot Rate : 0.3900
\nAverage : 0.2485<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 25.51 – 26.00
\nSpot Rate : 0.4900
\nAverage : 0.3489<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-17
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.51
\nBid-YTW : 0.88 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 16.63 – 17.08
\nSpot Rate : 0.4500
\nAverage : 0.3349<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-18
\nMaturity Price : 16.63
\nEvaluated at bid price : 16.63
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 26.00 – 26.25
\nSpot Rate : 0.2500
\nAverage : 0.1611<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.00
\nBid-YTW : -5.48 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.10 – 26.34
\nSpot Rate : 0.2400
\nAverage : 0.1631<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.31 %<\/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-42238","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42238","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=42238"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42238\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42238"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42238"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42238"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}