{"id":42256,"date":"2021-06-28T10:38:11","date_gmt":"2021-06-28T15:38:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=42256"},"modified":"2021-06-28T10:38:11","modified_gmt":"2021-06-28T15:38:11","slug":"june-1-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42256","title":{"rendered":"June 1, 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-1.6684 %<\/td>\n2,626.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6684 %<\/td>\n4,818.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.31 %<\/td>\n3.29 %<\/td>\n91,584<\/td>\n18.95<\/td>\n3<\/td>\n-1.6684 %<\/td>\n2,777.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0773 %<\/td>\n3,692.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.46 %<\/td>\n39,745<\/td>\n2.61<\/td>\n6<\/td>\n0.0773 %<\/td>\n4,409.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0773 %<\/td>\n3,440.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-11.21 %<\/td>\n67,750<\/td>\n0.09<\/td>\n30<\/td>\n0.2024 %<\/td>\n3,308.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.68 %<\/td>\n50,350<\/td>\n16.07<\/td>\n4<\/td>\n0.0410 %<\/td>\n3,878.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.98 %<\/td>\n3.58 %<\/td>\n146,349<\/td>\n18.00<\/td>\n40<\/td>\n1.0508 %<\/td>\n2,821.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-5.11 %<\/td>\n82,334<\/td>\n0.09<\/td>\n22<\/td>\n-0.0214 %<\/td>\n3,713.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n2.99 %<\/td>\n53,131<\/td>\n19.77<\/td>\n2<\/td>\n2.4943 %<\/td>\n2,548.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.79 %<\/td>\n2.45 %<\/td>\n216,937<\/td>\n1.52<\/td>\n33<\/td>\n0.5717 %<\/td>\n2,775.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.79 %<\/td>\n112,530<\/td>\n0.23<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.16 %<\/td>\n3.50 %<\/td>\n166,484<\/td>\n18.01<\/td>\n21<\/td>\n1.1510 %<\/td>\n2,911.9<\/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\n\n\n\n\n\n\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
BAM.PR.K<\/td>\nFloater<\/td>\n-5.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 13.16
\nEvaluated at bid price : 13.16
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.73
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.99
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.74
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : -28.78 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 2.61 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : -28.95 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.34
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.98
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.61
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.78
\nEvaluated at bid price : 25.49
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.34
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.99
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.94
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.79
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : 0.24 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.75
\nBid-YTW : -22.35 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.94
\nBid-YTW : 1.25 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 2.56 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 17.44
\nEvaluated at bid price : 17.44
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.54
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.65
\nBid-YTW : -37.60 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.22
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.34
\nBid-YTW : 1.83 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.29
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 13.89
\nEvaluated at bid price : 13.89
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.64
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 16.89
\nEvaluated at bid price : 16.89
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.83
\nBid-YTW : 4.01 %<\/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
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n232,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.86
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n166,835<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n101,275<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n69,108<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.79
\nBid-YTW : 2.01 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n34,078<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.99
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n32,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
There were 34 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
IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.50 – 27.83
\nSpot Rate : 1.3300
\nAverage : 0.8382<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.76 – 26.76
\nSpot Rate : 1.0000
\nAverage : 0.6370<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 19.98 – 20.94
\nSpot Rate : 0.9600
\nAverage : 0.6148<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.39
\nSpot Rate : 0.8200
\nAverage : 0.4998<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.33 – 26.33
\nSpot Rate : 1.0000
\nAverage : 0.7750<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 21.95
\nSpot Rate : 0.9500
\nAverage : 0.7681<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-01
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.22 %<\/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-42256","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42256","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=42256"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42256\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42256"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42256"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42256"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}