{"id":42268,"date":"2021-06-28T10:41:43","date_gmt":"2021-06-28T15:41:43","guid":{"rendered":"http:\/\/prefblog.com\/?p=42268"},"modified":"2021-06-28T10:41:43","modified_gmt":"2021-06-28T15:41:43","slug":"june-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42268","title":{"rendered":"June 9, 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>\n0.0496 %<\/td>\n2,723.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0496 %<\/td>\n4,997.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.19 %<\/td>\n3.12 %<\/td>\n96,816<\/td>\n19.34<\/td>\n3<\/td>\n0.0496 %<\/td>\n2,879.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1224 %<\/td>\n3,694.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.59 %<\/td>\n39,021<\/td>\n2.59<\/td>\n6<\/td>\n0.1224 %<\/td>\n4,412.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1224 %<\/td>\n3,442.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.10 %<\/td>\n-7.42 %<\/td>\n68,522<\/td>\n0.09<\/td>\n30<\/td>\n-0.0103 %<\/td>\n3,315.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.65 %<\/td>\n51,896<\/td>\n16.12<\/td>\n4<\/td>\n0.0304 %<\/td>\n3,920.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.98 %<\/td>\n3.56 %<\/td>\n145,769<\/td>\n18.18<\/td>\n40<\/td>\n-0.3070 %<\/td>\n2,818.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-3.93 %<\/td>\n86,368<\/td>\n0.09<\/td>\n22<\/td>\n0.0303 %<\/td>\n3,720.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.73 %<\/td>\n2.94 %<\/td>\n48,118<\/td>\n19.90<\/td>\n2<\/td>\n1.3313 %<\/td>\n2,636.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.80 %<\/td>\n2.85 %<\/td>\n209,408<\/td>\n1.49<\/td>\n33<\/td>\n-0.1289 %<\/td>\n2,767.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.97 %<\/td>\n118,732<\/td>\n0.21<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.15 %<\/td>\n3.47 %<\/td>\n167,531<\/td>\n18.06<\/td>\n21<\/td>\n-0.2976 %<\/td>\n2,915.5<\/td>\n<\/tr>\n<\/table>\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.R<\/td>\nFixedReset Disc<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 24.24
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.53
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.44
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 17.29
\nEvaluated at bid price : 17.29
\nBid-YTW : 2.94 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 15.96
\nEvaluated at bid price : 15.96
\nBid-YTW : 3.44 %<\/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
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n83,525<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 24.79
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n60,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\n53,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 24.85
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n39,605<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.67
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n38,174<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 2.04 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n37,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.78
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
There were 35 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.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 14.25
\nSpot Rate : 1.6800
\nAverage : 1.4113<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.10 – 27.30
\nSpot Rate : 1.2000
\nAverage : 0.9537<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 21.67 – 22.50
\nSpot Rate : 0.8300
\nAverage : 0.5950<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.67
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.05 – 27.05
\nSpot Rate : 1.0000
\nAverage : 0.7952<\/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

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.41 – 18.00
\nSpot Rate : 0.5900
\nAverage : 0.3884<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-09
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.85 – 26.26
\nSpot Rate : 0.4100
\nAverage : 0.2507<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.12 %<\/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-42268","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42268","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=42268"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42268\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42268"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42268"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42268"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}