{"id":42274,"date":"2021-06-28T10:43:25","date_gmt":"2021-06-28T15:43:25","guid":{"rendered":"http:\/\/prefblog.com\/?p=42274"},"modified":"2021-06-28T10:43:25","modified_gmt":"2021-06-28T15:43:25","slug":"june-14-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42274","title":{"rendered":"June 14, 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-1.0698 %<\/td>\n2,746.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0698 %<\/td>\n5,040.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.16 %<\/td>\n3.15 %<\/td>\n94,599<\/td>\n19.37<\/td>\n3<\/td>\n-1.0698 %<\/td>\n2,904.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0193 %<\/td>\n3,695.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.94 %<\/td>\n48,106<\/td>\n3.95<\/td>\n6<\/td>\n-0.0193 %<\/td>\n4,412.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0193 %<\/td>\n3,443.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-3.63 %<\/td>\n66,227<\/td>\n0.09<\/td>\n30<\/td>\n-0.1164 %<\/td>\n3,308.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.56 %<\/td>\n58,931<\/td>\n16.27<\/td>\n4<\/td>\n0.2330 %<\/td>\n3,931.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.99 %<\/td>\n3.55 %<\/td>\n151,652<\/td>\n18.18<\/td>\n40<\/td>\n-0.1735 %<\/td>\n2,809.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n-2.70 %<\/td>\n88,864<\/td>\n0.09<\/td>\n22<\/td>\n-0.1320 %<\/td>\n3,710.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.77 %<\/td>\n3.03 %<\/td>\n46,161<\/td>\n19.66<\/td>\n2<\/td>\n-0.5284 %<\/td>\n2,577.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.85 %<\/td>\n202,940<\/td>\n2.27<\/td>\n33<\/td>\n-0.3344 %<\/td>\n2,757.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.02 %<\/td>\n115,934<\/td>\n0.63<\/td>\n1<\/td>\n-0.2393 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.18 %<\/td>\n3.44 %<\/td>\n154,113<\/td>\n18.15<\/td>\n21<\/td>\n0.0455 %<\/td>\n2,900.6<\/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.T<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.28
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -9.92 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.71
\nEvaluated at bid price : 25.27
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 24.35
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.76
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.82
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.33
\nBid-YTW : 4.01 %<\/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
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n63,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\n52,846<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n40,392<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.93
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n37,340<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n34,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Prem<\/td>\n32,060<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 2.54 %<\/td>\n<\/tr>\n
There were 22 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
POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.00 – 27.00
\nSpot Rate : 1.0000
\nAverage : 0.6326<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : -28.78 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.05 – 27.05
\nSpot Rate : 1.0000
\nAverage : 0.6830<\/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 : 3.61 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 24.27
\nSpot Rate : 1.2700
\nAverage : 1.0253<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-14
\nMaturity Price : 22.31
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 25.90 – 27.00
\nSpot Rate : 1.1000
\nAverage : 0.8844<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 25.26 – 25.80
\nSpot Rate : 0.5400
\nAverage : 0.3258<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -9.92 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 25.01 – 25.60
\nSpot Rate : 0.5900
\nAverage : 0.3879<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 1.78 %<\/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-42274","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42274","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=42274"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42274\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42274"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42274"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42274"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}