{"id":42266,"date":"2021-06-28T10:41:08","date_gmt":"2021-06-28T15:41:08","guid":{"rendered":"http:\/\/prefblog.com\/?p=42266"},"modified":"2021-06-28T10:41:08","modified_gmt":"2021-06-28T15:41:08","slug":"june-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42266","title":{"rendered":"June 8, 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-0.2967 %<\/td>\n2,721.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2967 %<\/td>\n4,994.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.19 %<\/td>\n3.13 %<\/td>\n94,783<\/td>\n19.34<\/td>\n3<\/td>\n-0.2967 %<\/td>\n2,878.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0258 %<\/td>\n3,690.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.68 %<\/td>\n38,761<\/td>\n3.45<\/td>\n6<\/td>\n0.0258 %<\/td>\n4,407.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0258 %<\/td>\n3,438.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.10 %<\/td>\n-8.96 %<\/td>\n68,038<\/td>\n0.09<\/td>\n30<\/td>\n-0.1535 %<\/td>\n3,316.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.67 %<\/td>\n50,414<\/td>\n16.10<\/td>\n4<\/td>\n0.0304 %<\/td>\n3,919.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.97 %<\/td>\n3.57 %<\/td>\n142,500<\/td>\n18.19<\/td>\n40<\/td>\n-0.0253 %<\/td>\n2,827.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-3.50 %<\/td>\n89,686<\/td>\n0.09<\/td>\n22<\/td>\n-0.1264 %<\/td>\n3,719.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.76 %<\/td>\n2.99 %<\/td>\n49,941<\/td>\n19.77<\/td>\n2<\/td>\n0.6231 %<\/td>\n2,601.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.80 %<\/td>\n2.68 %<\/td>\n209,928<\/td>\n1.49<\/td>\n33<\/td>\n-0.0503 %<\/td>\n2,771.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.95 %<\/td>\n117,148<\/td>\n0.21<\/td>\n1<\/td>\n-0.0400 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.14 %<\/td>\n3.38 %<\/td>\n169,462<\/td>\n18.07<\/td>\n21<\/td>\n0.4184 %<\/td>\n2,924.2<\/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
BAM.PR.K<\/td>\nFloater<\/td>\n-6.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 23.47
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Premium<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.11
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : -5.93 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.86
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.81
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.08
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.33
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.57
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 2.49 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 2.47 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.22
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 3.11 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 3.13 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 15.53
\nEvaluated at bid price : 15.53
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n4.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.73
\nBid-YTW : 3.83 %<\/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
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n219,374<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 2.16 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n205,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 15.53
\nEvaluated at bid price : 15.53
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n84,977<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.77
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n78,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n74,890<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n68,247<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.86
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
There were 25 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.05 – 27.05
\nSpot Rate : 1.0000
\nAverage : 0.5706<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.20 – 27.30
\nSpot Rate : 1.1000
\nAverage : 0.6837<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.95
\nSpot Rate : 1.3800
\nAverage : 1.1168<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.50 – 28.38
\nSpot Rate : 0.8800
\nAverage : 0.6314<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.50
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.45 – 24.94
\nSpot Rate : 0.4900
\nAverage : 0.3545<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.18 – 25.65
\nSpot Rate : 0.4700
\nAverage : 0.3700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-08
\nMaturity Price : 24.86
\nEvaluated at bid price : 25.18
\nBid-YTW : 4.94 %<\/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-42266","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42266","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=42266"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42266\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42266"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42266"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42266"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}