{"id":42254,"date":"2021-06-28T10:37:28","date_gmt":"2021-06-28T15:37:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=42254"},"modified":"2021-06-28T10:37:28","modified_gmt":"2021-06-28T15:37:28","slug":"may-31-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42254","title":{"rendered":"May 31, 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>\n0.7898 %<\/td>\n2,670.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7898 %<\/td>\n4,900.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.25 %<\/td>\n3.27 %<\/td>\n91,776<\/td>\n19.00<\/td>\n3<\/td>\n0.7898 %<\/td>\n2,824.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2049 %<\/td>\n3,689.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.58 %<\/td>\n40,051<\/td>\n2.61<\/td>\n6<\/td>\n0.2049 %<\/td>\n4,406.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2049 %<\/td>\n3,437.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-2.08 %<\/td>\n67,458<\/td>\n0.09<\/td>\n30<\/td>\n0.1859 %<\/td>\n3,301.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.68 %<\/td>\n50,926<\/td>\n16.07<\/td>\n4<\/td>\n0.2256 %<\/td>\n3,876.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.06 %<\/td>\n3.62 %<\/td>\n147,824<\/td>\n18.06<\/td>\n41<\/td>\n0.1262 %<\/td>\n2,791.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n0.00 %<\/td>\n81,381<\/td>\n0.09<\/td>\n22<\/td>\n0.0589 %<\/td>\n3,714.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n3.09 %<\/td>\n52,870<\/td>\n19.53<\/td>\n2<\/td>\n-0.6437 %<\/td>\n2,486.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.86 %<\/td>\n213,006<\/td>\n1.51<\/td>\n33<\/td>\n0.0802 %<\/td>\n2,760.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.94 %<\/td>\n112,629<\/td>\n0.23<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.21 %<\/td>\n3.55 %<\/td>\n166,274<\/td>\n17.95<\/td>\n21<\/td>\n0.4251 %<\/td>\n2,878.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 23.59
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 0.00 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 23.56
\nEvaluated at bid price : 24.41
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 13.32
\nEvaluated at bid price : 13.32
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n4.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n5.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 3.50 %<\/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
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n85,427<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n65,326<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.16 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n64,911<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n59,360<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 1.51 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n54,428<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n52,094<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
There were 30 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.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.05 – 25.00
\nSpot Rate : 3.9500
\nAverage : 2.3965<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.98 – 22.35
\nSpot Rate : 1.3700
\nAverage : 0.9605<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.90 – 22.96
\nSpot Rate : 1.0600
\nAverage : 0.6913<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-05-31
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 26.50 – 27.50
\nSpot Rate : 1.0000
\nAverage : 0.6357<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.50
\nBid-YTW : -28.85 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.16 – 26.12
\nSpot Rate : 0.9600
\nAverage : 0.6043<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.60 – 27.60
\nSpot Rate : 1.0000
\nAverage : 0.6602<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.98 %<\/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-42254","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42254","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=42254"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42254\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42254"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42254"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42254"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}