{"id":42276,"date":"2021-06-28T10:43:55","date_gmt":"2021-06-28T15:43:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42276"},"modified":"2021-06-28T10:43:55","modified_gmt":"2021-06-28T15:43:55","slug":"june-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42276","title":{"rendered":"June 15, 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-1.9907 %<\/td>\n2,692.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.9907 %<\/td>\n4,940.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.22 %<\/td>\n102,452<\/td>\n19.20<\/td>\n3<\/td>\n-1.9907 %<\/td>\n2,847.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1094 %<\/td>\n3,691.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.01 %<\/td>\n50,558<\/td>\n3.94<\/td>\n6<\/td>\n-0.1094 %<\/td>\n4,408.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1094 %<\/td>\n3,439.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-4.50 %<\/td>\n66,515<\/td>\n0.09<\/td>\n30<\/td>\n-0.0233 %<\/td>\n3,308.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.68 %<\/td>\n52,520<\/td>\n16.07<\/td>\n4<\/td>\n-0.3739 %<\/td>\n3,916.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.03 %<\/td>\n3.57 %<\/td>\n154,883<\/td>\n18.18<\/td>\n40<\/td>\n-0.8015 %<\/td>\n2,787.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n-2.35 %<\/td>\n85,769<\/td>\n0.09<\/td>\n22<\/td>\n0.0000 %<\/td>\n3,710.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.78 %<\/td>\n3.03 %<\/td>\n46,595<\/td>\n19.65<\/td>\n2<\/td>\n-0.1875 %<\/td>\n2,572.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.83 %<\/td>\n2.97 %<\/td>\n200,306<\/td>\n1.49<\/td>\n33<\/td>\n-0.0954 %<\/td>\n2,755.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.03 %<\/td>\n114,827<\/td>\n0.62<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.19 %<\/td>\n3.46 %<\/td>\n153,307<\/td>\n18.13<\/td>\n21<\/td>\n-0.4035 %<\/td>\n2,888.9<\/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
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-11.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-9.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 13.18
\nEvaluated at bid price : 13.18
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 23.60
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.87
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.51
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -10.59 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n4.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 22.84
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.76 %<\/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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n91,231<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n90,248<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n85,325<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n72,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n45,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n41,106<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 1.76 %<\/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
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 17.52 – 19.90
\nSpot Rate : 2.3800
\nAverage : 1.3987<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 18.30 – 20.28
\nSpot Rate : 1.9800
\nAverage : 1.1250<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Prem<\/td>\nQuote: 25.31 – 26.15
\nSpot Rate : 0.8400
\nAverage : 0.5217<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 23.60
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.87 – 22.75
\nSpot Rate : 0.8800
\nAverage : 0.5854<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.87
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.69 – 17.60
\nSpot Rate : 0.9100
\nAverage : 0.6181<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n

IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.20 – 26.00
\nSpot Rate : 0.8000
\nAverage : 0.5459<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-15
\nMaturity Price : 23.71
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.55 %<\/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-42276","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42276","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=42276"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42276\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42276"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42276"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42276"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}