{"id":42246,"date":"2021-06-28T10:35:01","date_gmt":"2021-06-28T15:35:01","guid":{"rendered":"http:\/\/prefblog.com\/?p=42246"},"modified":"2021-06-28T10:35:01","modified_gmt":"2021-06-28T15:35:01","slug":"may-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42246","title":{"rendered":"May 25, 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>\n1.1957 %<\/td>\n2,628.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1957 %<\/td>\n4,822.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.30 %<\/td>\n3.33 %<\/td>\n86,744<\/td>\n18.86<\/td>\n3<\/td>\n1.1957 %<\/td>\n2,779.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3249 %<\/td>\n3,690.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n3.85 %<\/td>\n36,704<\/td>\n4.00<\/td>\n7<\/td>\n-0.3249 %<\/td>\n4,406.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3249 %<\/td>\n3,438.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.23 %<\/td>\n-14.34 %<\/td>\n64,227<\/td>\n0.09<\/td>\n24<\/td>\n0.1542 %<\/td>\n3,288.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.79 %<\/td>\n4.86 %<\/td>\n101,748<\/td>\n15.66<\/td>\n10<\/td>\n0.0851 %<\/td>\n3,848.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.17 %<\/td>\n3.61 %<\/td>\n198,807<\/td>\n17.98<\/td>\n45<\/td>\n-0.1641 %<\/td>\n2,752.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n3.88 %<\/td>\n85,187<\/td>\n1.06<\/td>\n22<\/td>\n-0.0626 %<\/td>\n3,701.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.08 %<\/td>\n56,631<\/td>\n19.48<\/td>\n2<\/td>\n-0.4820 %<\/td>\n2,494.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.88 %<\/td>\n3.26 %<\/td>\n195,185<\/td>\n1.42<\/td>\n29<\/td>\n-0.1061 %<\/td>\n2,742.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n2.08 %<\/td>\n118,254<\/td>\n0.68<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.25 %<\/td>\n3.61 %<\/td>\n153,254<\/td>\n18.01<\/td>\n21<\/td>\n-0.5909 %<\/td>\n2,847.6<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.45
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 24.70
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.38
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.15
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 3.34 %<\/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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n1,911,255<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 2.19 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset Prem<\/td>\n310,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n76,385<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n63,758<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.02
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n63,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.84
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n57,693<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 20.13
\nEvaluated at bid price : 20.13
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
There were 24 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.T<\/td>\nFixedReset Disc<\/td>\nQuote: 19.40 – 20.75
\nSpot Rate : 1.3500
\nAverage : 0.8327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.41 – 22.00
\nSpot Rate : 1.5900
\nAverage : 1.1690<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.75 – 15.95
\nSpot Rate : 1.2000
\nAverage : 0.8303<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.45 – 23.60
\nSpot Rate : 1.1500
\nAverage : 0.8121<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.45
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.50 – 23.49
\nSpot Rate : 0.9900
\nAverage : 0.6547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.50
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 13.50 – 14.49
\nSpot Rate : 0.9900
\nAverage : 0.6574<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-25
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.87 %<\/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-42246","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42246","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=42246"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42246\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42246"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42246"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42246"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}