{"id":42258,"date":"2021-06-28T10:38:49","date_gmt":"2021-06-28T15:38:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=42258"},"modified":"2021-06-28T10:38:49","modified_gmt":"2021-06-28T15:38:49","slug":"june-2-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42258","title":{"rendered":"June 2, 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>\n1.7738 %<\/td>\n2,672.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.7738 %<\/td>\n4,904.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.25 %<\/td>\n3.27 %<\/td>\n90,656<\/td>\n19.00<\/td>\n3<\/td>\n1.7738 %<\/td>\n2,826.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0902 %<\/td>\n3,695.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.39 %<\/td>\n39,839<\/td>\n2.61<\/td>\n6<\/td>\n0.0902 %<\/td>\n4,413.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0902 %<\/td>\n3,443.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.10 %<\/td>\n-5.70 %<\/td>\n68,890<\/td>\n0.09<\/td>\n30<\/td>\n0.3560 %<\/td>\n3,319.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.67 %<\/td>\n4.67 %<\/td>\n49,646<\/td>\n16.09<\/td>\n4<\/td>\n0.6249 %<\/td>\n3,902.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.95 %<\/td>\n3.56 %<\/td>\n151,754<\/td>\n18.10<\/td>\n40<\/td>\n0.6021 %<\/td>\n2,838.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-6.84 %<\/td>\n84,138<\/td>\n0.09<\/td>\n22<\/td>\n0.2017 %<\/td>\n3,721.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n2.98 %<\/td>\n53,253<\/td>\n19.80<\/td>\n2<\/td>\n0.5057 %<\/td>\n2,561.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.78 %<\/td>\n2.17 %<\/td>\n216,431<\/td>\n1.51<\/td>\n33<\/td>\n0.2386 %<\/td>\n2,782.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.81 %<\/td>\n113,181<\/td>\n0.23<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.15 %<\/td>\n3.47 %<\/td>\n164,970<\/td>\n18.01<\/td>\n21<\/td>\n0.2061 %<\/td>\n2,917.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.65
\nEvaluated at bid price : 25.04
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.23
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.67
\nEvaluated at bid price : 25.09
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.02
\nBid-YTW : 0.94 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Premium<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.83
\nBid-YTW : -25.11 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.68
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.09
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 2.83 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.37
\nBid-YTW : 2.28 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 2.86 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.85
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 4.04 %<\/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
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n246,317<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 24.42
\nEvaluated at bid price : 24.92
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n127,088<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.56
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n90,372<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.66
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n79,325<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.46
\nEvaluated at bid price : 24.87
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n77,464<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n75,586<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 1.91 %<\/td>\n<\/tr>\n
There were 46 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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.00 – 24.68
\nSpot Rate : 8.6800
\nAverage : 4.6853<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 14.05 – 15.90
\nSpot Rate : 1.8500
\nAverage : 1.0644<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.38 – 17.00
\nSpot Rate : 1.6200
\nAverage : 0.9202<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.01 – 26.01
\nSpot Rate : 1.0000
\nAverage : 0.6002<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.23 – 25.94
\nSpot Rate : 0.7100
\nAverage : 0.4271<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.23
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.85 – 24.50
\nSpot Rate : 0.6500
\nAverage : 0.4232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-02
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.55 %<\/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-42258","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42258","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=42258"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42258\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42258"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42258"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42258"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}