{"id":42262,"date":"2021-06-28T10:39:59","date_gmt":"2021-06-28T15:39:59","guid":{"rendered":"http:\/\/prefblog.com\/?p=42262"},"modified":"2021-06-28T10:39:59","modified_gmt":"2021-06-28T15:39:59","slug":"june-4-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42262","title":{"rendered":"June 4, 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>\n0.4767 %<\/td>\n2,703.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4767 %<\/td>\n4,961.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.23 %<\/td>\n88,065<\/td>\n19.08<\/td>\n3<\/td>\n0.4767 %<\/td>\n2,859.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1031 %<\/td>\n3,694.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.57 %<\/td>\n40,607<\/td>\n2.60<\/td>\n6<\/td>\n0.1031 %<\/td>\n4,411.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1031 %<\/td>\n3,442.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.09 %<\/td>\n-8.16 %<\/td>\n69,511<\/td>\n0.09<\/td>\n30<\/td>\n0.0735 %<\/td>\n3,323.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.55 %<\/td>\n64,397<\/td>\n16.30<\/td>\n4<\/td>\n0.5591 %<\/td>\n3,930.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.94 %<\/td>\n3.51 %<\/td>\n149,940<\/td>\n18.07<\/td>\n40<\/td>\n0.1763 %<\/td>\n2,845.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-7.00 %<\/td>\n90,598<\/td>\n0.09<\/td>\n22<\/td>\n0.0623 %<\/td>\n3,723.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.73 %<\/td>\n2.91 %<\/td>\n53,388<\/td>\n19.97<\/td>\n2<\/td>\n-0.0307 %<\/td>\n2,621.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.77 %<\/td>\n2.23 %<\/td>\n212,203<\/td>\n1.51<\/td>\n33<\/td>\n0.0420 %<\/td>\n2,784.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n0.60 %<\/td>\n118,714<\/td>\n0.22<\/td>\n1<\/td>\n0.0798 %<\/td>\n2,901.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.14 %<\/td>\n3.46 %<\/td>\n176,534<\/td>\n18.00<\/td>\n21<\/td>\n-0.0820 %<\/td>\n2,924.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-5.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 17.53
\nEvaluated at bid price : 17.53
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 1.30 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.76
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.62
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.61
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -0.49 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.19
\nBid-YTW : 2.22 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 15.18
\nEvaluated at bid price : 15.18
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.43
\nBid-YTW : 2.23 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.19
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n8.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.02
\nBid-YTW : 4.00 %<\/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
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n150,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n110,802<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n106,762<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n99,872<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n46,423<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 2.69 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n45,518<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
There were 43 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.90 – 23.40
\nSpot Rate : 1.5000
\nAverage : 0.8737<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.99 – 15.99
\nSpot Rate : 1.0000
\nAverage : 0.6184<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.09 – 27.50
\nSpot Rate : 1.4100
\nAverage : 1.1109<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.09
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.75 – 22.49
\nSpot Rate : 0.7400
\nAverage : 0.5501<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.75
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.67 – 26.17
\nSpot Rate : 0.5000
\nAverage : 0.3102<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 1.30 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.50 – 25.98
\nSpot Rate : 0.4800
\nAverage : 0.2926<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-04
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.36 %<\/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-42262","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42262","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=42262"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42262\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42262"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42262"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42262"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}