{"id":42240,"date":"2021-06-26T22:46:55","date_gmt":"2021-06-27T03:46:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42240"},"modified":"2021-06-26T22:46:55","modified_gmt":"2021-06-27T03:46:55","slug":"may-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42240","title":{"rendered":"May 19, 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>\n0.2086 %<\/td>\n2,594.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2086 %<\/td>\n4,760.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.35 %<\/td>\n3.38 %<\/td>\n75,013<\/td>\n18.75<\/td>\n3<\/td>\n0.2086 %<\/td>\n2,743.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0289 %<\/td>\n3,711.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.01 %<\/td>\n35,036<\/td>\n3.97<\/td>\n8<\/td>\n-0.0289 %<\/td>\n4,432.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0289 %<\/td>\n3,458.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.24 %<\/td>\n-7.33 %<\/td>\n64,428<\/td>\n0.09<\/td>\n24<\/td>\n-0.0032 %<\/td>\n3,280.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.85 %<\/td>\n98,603<\/td>\n15.68<\/td>\n10<\/td>\n-0.1215 %<\/td>\n3,842.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.21 %<\/td>\n3.66 %<\/td>\n194,234<\/td>\n17.85<\/td>\n46<\/td>\n-0.3111 %<\/td>\n2,746.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.29 %<\/td>\n81,194<\/td>\n0.60<\/td>\n22<\/td>\n0.0950 %<\/td>\n3,701.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.10 %<\/td>\n59,591<\/td>\n19.44<\/td>\n2<\/td>\n-0.6759 %<\/td>\n2,485.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.45 %<\/td>\n206,064<\/td>\n1.23<\/td>\n29<\/td>\n-0.1691 %<\/td>\n2,741.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.19 %<\/td>\n125,549<\/td>\n0.70<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,887.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.23 %<\/td>\n3.61 %<\/td>\n148,539<\/td>\n17.84<\/td>\n21<\/td>\n-0.1466 %<\/td>\n2,862.2<\/td>\n<\/tr>\n<\/table>\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
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 12.88
\nEvaluated at bid price : 12.88
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.28 %<\/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
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n163,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n100,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n60,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.82 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n52,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n48,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n42,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
There were 26 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: 20.50 – 22.00
\nSpot Rate : 1.5000
\nAverage : 1.0507<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.26 – 25.83
\nSpot Rate : 0.5700
\nAverage : 0.3284<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 23.84
\nEvaluated at bid price : 25.26
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.10 – 27.10
\nSpot Rate : 1.0000
\nAverage : 0.7829<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.11 – 15.94
\nSpot Rate : 0.8300
\nAverage : 0.6539<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 25.95 – 26.46
\nSpot Rate : 0.5100
\nAverage : 0.3577<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.36 – 16.97
\nSpot Rate : 0.6100
\nAverage : 0.4615<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-19
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 3.10 %<\/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-42240","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42240","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=42240"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42240\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42240"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42240"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42240"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}