{"id":42270,"date":"2021-06-28T10:42:18","date_gmt":"2021-06-28T15:42:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=42270"},"modified":"2021-06-28T10:42:18","modified_gmt":"2021-06-28T15:42:18","slug":"june-10-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42270","title":{"rendered":"June 10, 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>\n1.4874 %<\/td>\n2,763.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4874 %<\/td>\n5,071.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.14 %<\/td>\n3.16 %<\/td>\n96,618<\/td>\n19.25<\/td>\n3<\/td>\n1.4874 %<\/td>\n2,922.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0579 %<\/td>\n3,697.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.79 %<\/td>\n39,034<\/td>\n3.44<\/td>\n6<\/td>\n0.0579 %<\/td>\n4,415.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0579 %<\/td>\n3,444.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-7.24 %<\/td>\n66,174<\/td>\n0.09<\/td>\n30<\/td>\n-0.0646 %<\/td>\n3,313.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.65 %<\/td>\n52,086<\/td>\n16.11<\/td>\n4<\/td>\n-0.0304 %<\/td>\n3,919.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n3.59 %<\/td>\n147,467<\/td>\n18.07<\/td>\n40<\/td>\n-0.5795 %<\/td>\n2,802.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-3.22 %<\/td>\n85,878<\/td>\n0.09<\/td>\n22<\/td>\n-0.1407 %<\/td>\n3,715.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.76 %<\/td>\n2.99 %<\/td>\n47,591<\/td>\n19.77<\/td>\n2<\/td>\n-1.3138 %<\/td>\n2,601.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n2.98 %<\/td>\n207,723<\/td>\n2.40<\/td>\n33<\/td>\n-0.2393 %<\/td>\n2,761.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.00 %<\/td>\n117,097<\/td>\n0.21<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.18 %<\/td>\n3.49 %<\/td>\n165,487<\/td>\n18.04<\/td>\n21<\/td>\n-0.5312 %<\/td>\n2,900.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 13.49
\nEvaluated at bid price : 13.49
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 13.62
\nEvaluated at bid price : 13.62
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.68
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.39
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.02
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.36
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n8.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 13.70
\nEvaluated at bid price : 13.70
\nBid-YTW : 3.16 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n40,555<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\n40,270<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 24.77
\nEvaluated at bid price : 25.06
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n37,773<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n30,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n27,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.21
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n26,480<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
There were 27 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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.50 – 16.40
\nSpot Rate : 0.9000
\nAverage : 0.6961<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 21.75
\nSpot Rate : 0.7500
\nAverage : 0.5631<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.25 – 25.80
\nSpot Rate : 0.5500
\nAverage : 0.3897<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.00 – 22.47
\nSpot Rate : 0.4700
\nAverage : 0.3242<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 13.49 – 14.00
\nSpot Rate : 0.5100
\nAverage : 0.3853<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 13.49
\nEvaluated at bid price : 13.49
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Prem<\/td>\nQuote: 25.90 – 26.20
\nSpot Rate : 0.3000
\nAverage : 0.1865<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-10
\nMaturity Price : 23.77
\nEvaluated at bid price : 25.90
\nBid-YTW : 3.54 %<\/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-42270","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42270","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=42270"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42270\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42270"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42270"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42270"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}