{"id":42260,"date":"2021-06-28T10:39:23","date_gmt":"2021-06-28T15:39:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=42260"},"modified":"2021-06-28T10:39:23","modified_gmt":"2021-06-28T15:39:23","slug":"june-3-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42260","title":{"rendered":"June 3, 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>\n0.6820 %<\/td>\n2,690.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6820 %<\/td>\n4,937.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.26 %<\/td>\n87,556<\/td>\n19.03<\/td>\n3<\/td>\n0.6820 %<\/td>\n2,845.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1416 %<\/td>\n3,690.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.77 %<\/td>\n41,989<\/td>\n3.46<\/td>\n6<\/td>\n-0.1416 %<\/td>\n4,407.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1416 %<\/td>\n3,438.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.09 %<\/td>\n-8.00 %<\/td>\n69,599<\/td>\n0.09<\/td>\n30<\/td>\n0.0258 %<\/td>\n3,320.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.66 %<\/td>\n4.67 %<\/td>\n48,945<\/td>\n16.09<\/td>\n4<\/td>\n0.1527 %<\/td>\n3,908.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.95 %<\/td>\n3.50 %<\/td>\n155,030<\/td>\n17.99<\/td>\n40<\/td>\n0.0734 %<\/td>\n2,840.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-7.14 %<\/td>\n84,282<\/td>\n0.09<\/td>\n22<\/td>\n0.0107 %<\/td>\n3,721.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.73 %<\/td>\n2.91 %<\/td>\n53,038<\/td>\n19.99<\/td>\n2<\/td>\n2.3585 %<\/td>\n2,621.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.78 %<\/td>\n2.44 %<\/td>\n216,433<\/td>\n1.51<\/td>\n33<\/td>\n0.0315 %<\/td>\n2,783.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n0.94 %<\/td>\n117,462<\/td>\n0.23<\/td>\n1<\/td>\n0.1999 %<\/td>\n2,898.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.14 %<\/td>\n3.50 %<\/td>\n162,942<\/td>\n17.99<\/td>\n21<\/td>\n0.3024 %<\/td>\n2,926.7<\/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\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.E<\/td>\nFixedReset Disc<\/td>\n-7.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 14.89
\nEvaluated at bid price : 14.89
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.01
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.11
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.89
\nBid-YTW : 2.72 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Premium<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-03
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.44
\nBid-YTW : -3.92 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.30
\nBid-YTW : 1.95 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.19
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 2.50 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 15.66
\nEvaluated at bid price : 15.66
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 20.72
\nEvaluated at bid price : 20.72
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 2.91 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n175,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.11
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n116,060<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n105,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n104,715<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n104,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.58
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\n93,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
There were 44 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.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 22.45
\nSpot Rate : 2.1500
\nAverage : 1.3416<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.21 – 14.76
\nSpot Rate : 1.5500
\nAverage : 0.9992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.01 – 27.25
\nSpot Rate : 1.2400
\nAverage : 0.7829<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.01
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 23.70 – 24.24
\nSpot Rate : 0.5400
\nAverage : 0.3360<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-03
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.01 – 26.01
\nSpot Rate : 1.0000
\nAverage : 0.8093<\/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 : 3.50 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.05 – 26.70
\nSpot Rate : 0.6500
\nAverage : 0.4614<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : -34.95 %<\/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-42260","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42260","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=42260"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42260\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42260"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42260"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42260"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}