{"id":42250,"date":"2021-06-28T10:36:16","date_gmt":"2021-06-28T15:36:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=42250"},"modified":"2021-06-28T10:36:16","modified_gmt":"2021-06-28T15:36:16","slug":"may-27-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42250","title":{"rendered":"May 27, 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-0.9247 %<\/td>\n2,603.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.9247 %<\/td>\n4,777.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.33 %<\/td>\n3.33 %<\/td>\n93,275<\/td>\n18.86<\/td>\n3<\/td>\n-0.9247 %<\/td>\n2,753.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0636 %<\/td>\n3,684.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n3.94 %<\/td>\n36,411<\/td>\n4.00<\/td>\n7<\/td>\n-0.0636 %<\/td>\n4,400.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0636 %<\/td>\n3,433.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.22 %<\/td>\n-14.13 %<\/td>\n64,557<\/td>\n0.09<\/td>\n24<\/td>\n0.0194 %<\/td>\n3,293.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77 %<\/td>\n4.76 %<\/td>\n101,842<\/td>\n15.61<\/td>\n10<\/td>\n0.3561 %<\/td>\n3,865.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.11 %<\/td>\n3.57 %<\/td>\n211,476<\/td>\n18.02<\/td>\n45<\/td>\n0.5213 %<\/td>\n2,793.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n2.48 %<\/td>\n82,528<\/td>\n0.09<\/td>\n22<\/td>\n0.0375 %<\/td>\n3,708.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.81 %<\/td>\n3.08 %<\/td>\n55,578<\/td>\n19.47<\/td>\n2<\/td>\n0.6733 %<\/td>\n2,529.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n2.55 %<\/td>\n207,040<\/td>\n1.38<\/td>\n29<\/td>\n0.1589 %<\/td>\n2,765.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.69 %<\/td>\n114,991<\/td>\n0.25<\/td>\n1<\/td>\n0.0800 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.21 %<\/td>\n3.57 %<\/td>\n159,127<\/td>\n18.02<\/td>\n21<\/td>\n-0.0730 %<\/td>\n2,874.6<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.23
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.26
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 3.13 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 23.45
\nEvaluated at bid price : 24.86
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.18
\nBid-YTW : 2.43 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 23.44
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.05
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.68
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 2.53 %<\/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>\n446,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n154,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n144,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.26
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n114,489<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 1.47 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n94,389<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 2.18 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n82,625<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 22.83
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
There were 49 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
CM.PR.R<\/td>\nFixedReset Prem<\/td>\nQuote: 25.79 – 26.79
\nSpot Rate : 1.0000
\nAverage : 0.5735<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.79
\nBid-YTW : 1.99 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.23 – 23.60
\nSpot Rate : 1.3700
\nAverage : 0.9587<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.23
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.00 – 26.00
\nSpot Rate : 1.0000
\nAverage : 0.6505<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.20 – 19.98
\nSpot Rate : 0.7800
\nAverage : 0.4776<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.92 – 22.00
\nSpot Rate : 1.0800
\nAverage : 0.8533<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.14
\nSpot Rate : 0.5700
\nAverage : 0.3745<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-27
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.44 %<\/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-42250","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42250","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=42250"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42250\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42250"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42250"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42250"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}