{"id":42244,"date":"2021-06-28T10:34:19","date_gmt":"2021-06-28T15:34:19","guid":{"rendered":"http:\/\/prefblog.com\/?p=42244"},"modified":"2021-06-28T10:34:19","modified_gmt":"2021-06-28T15:34:19","slug":"may-21-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42244","title":{"rendered":"May 21, 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>\n-1.0291 %<\/td>\n2,597.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0291 %<\/td>\n4,765.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.34 %<\/td>\n3.34 %<\/td>\n86,345<\/td>\n18.85<\/td>\n3<\/td>\n-1.0291 %<\/td>\n2,746.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0441 %<\/td>\n3,702.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n3.44 %<\/td>\n36,377<\/td>\n2.64<\/td>\n7<\/td>\n0.0441 %<\/td>\n4,421.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0441 %<\/td>\n3,449.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.23 %<\/td>\n-9.21 %<\/td>\n65,513<\/td>\n0.09<\/td>\n24<\/td>\n0.0747 %<\/td>\n3,283.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.80 %<\/td>\n4.84 %<\/td>\n102,973<\/td>\n15.64<\/td>\n10<\/td>\n-0.0162 %<\/td>\n3,844.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.20 %<\/td>\n3.66 %<\/td>\n198,047<\/td>\n17.88<\/td>\n46<\/td>\n0.0792 %<\/td>\n2,756.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n3.84 %<\/td>\n86,376<\/td>\n0.11<\/td>\n22<\/td>\n0.0645 %<\/td>\n3,703.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n3.07 %<\/td>\n58,747<\/td>\n19.51<\/td>\n2<\/td>\n-0.1284 %<\/td>\n2,506.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.27 %<\/td>\n199,131<\/td>\n1.23<\/td>\n29<\/td>\n0.1317 %<\/td>\n2,745.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.89 %<\/td>\n123,023<\/td>\n0.26<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.23 %<\/td>\n3.60 %<\/td>\n158,154<\/td>\n17.81<\/td>\n21<\/td>\n0.1763 %<\/td>\n2,864.5<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.K<\/td>\nFloater<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 20.13
\nEvaluated at bid price : 20.13
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.33 %<\/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.PR.K<\/td>\nFloater<\/td>\n353,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n89,195<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n71,053<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 24.72
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n60,686<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 24.32
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n55,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n53,364<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
There were 36 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
BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 12.95 – 13.99
\nSpot Rate : 1.0400
\nAverage : 0.5766<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.52 – 17.50
\nSpot Rate : 0.9800
\nAverage : 0.6674<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 16.52
\nEvaluated at bid price : 16.52
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.96 – 23.60
\nSpot Rate : 0.6400
\nAverage : 0.4416<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 22.50
\nEvaluated at bid price : 22.96
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.71 – 25.26
\nSpot Rate : 0.5500
\nAverage : 0.4084<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 25.08 – 25.50
\nSpot Rate : 0.4200
\nAverage : 0.2823<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-21
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.08
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.55 – 25.90
\nSpot Rate : 0.3500
\nAverage : 0.2264<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-20
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : -16.85 %<\/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-42244","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42244","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=42244"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42244\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42244"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42244"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42244"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}