{"id":42264,"date":"2021-06-28T10:40:35","date_gmt":"2021-06-28T15:40:35","guid":{"rendered":"http:\/\/prefblog.com\/?p=42264"},"modified":"2021-06-28T10:40:35","modified_gmt":"2021-06-28T15:40:35","slug":"june-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42264","title":{"rendered":"June 7, 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>\n0.9738 %<\/td>\n2,730.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9738 %<\/td>\n5,009.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.18 %<\/td>\n3.22 %<\/td>\n87,659<\/td>\n19.11<\/td>\n3<\/td>\n0.9738 %<\/td>\n2,887.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1352 %<\/td>\n3,689.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.64 %<\/td>\n39,128<\/td>\n3.45<\/td>\n6<\/td>\n-0.1352 %<\/td>\n4,406.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1352 %<\/td>\n3,437.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.09 %<\/td>\n-8.59 %<\/td>\n68,269<\/td>\n0.09<\/td>\n30<\/td>\n-0.0541 %<\/td>\n3,321.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.65 %<\/td>\n52,216<\/td>\n16.12<\/td>\n4<\/td>\n-0.3134 %<\/td>\n3,918.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.97 %<\/td>\n3.54 %<\/td>\n144,224<\/td>\n18.10<\/td>\n40<\/td>\n-0.6101 %<\/td>\n2,827.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-5.08 %<\/td>\n87,037<\/td>\n0.09<\/td>\n22<\/td>\n0.0071 %<\/td>\n3,724.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.78 %<\/td>\n2.99 %<\/td>\n51,664<\/td>\n19.77<\/td>\n2<\/td>\n-1.3522 %<\/td>\n2,585.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.79 %<\/td>\n2.73 %<\/td>\n211,745<\/td>\n1.50<\/td>\n33<\/td>\n-0.4151 %<\/td>\n2,772.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.74 %<\/td>\n117,294<\/td>\n0.22<\/td>\n1<\/td>\n-0.2392 %<\/td>\n2,894.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.16 %<\/td>\n3.49 %<\/td>\n174,974<\/td>\n18.08<\/td>\n21<\/td>\n-0.4187 %<\/td>\n2,912.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 20.84
\nEvaluated at bid price : 20.84
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.61
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.85
\nBid-YTW : 2.56 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 24.24
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.45
\nBid-YTW : 2.93 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 24.80
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.06
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.11
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.33
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 13.39
\nEvaluated at bid price : 13.39
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n6.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.86 %<\/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.A<\/td>\nInsurance Straight<\/td>\n77,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : -20.02 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n47,268<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n40,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n31,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.83
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n27,449<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 24.24
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n26,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
There were 16 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.PR.B<\/td>\nFloater<\/td>\nQuote: 13.60 – 15.00
\nSpot Rate : 1.4000
\nAverage : 0.8880<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.68 – 25.70
\nSpot Rate : 1.0200
\nAverage : 0.6031<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.84 – 21.84
\nSpot Rate : 1.0000
\nAverage : 0.6684<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 20.84
\nEvaluated at bid price : 20.84
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 23.61 – 24.35
\nSpot Rate : 0.7400
\nAverage : 0.4660<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.61
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.99 – 15.99
\nSpot Rate : 1.0000
\nAverage : 0.8180<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.00 – 17.60
\nSpot Rate : 0.6000
\nAverage : 0.4257<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-07
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 2.99 %<\/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-42264","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42264","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=42264"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42264\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42264"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42264"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42264"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}