{"id":42280,"date":"2021-06-28T10:45:00","date_gmt":"2021-06-28T15:45:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=42280"},"modified":"2021-06-28T10:45:00","modified_gmt":"2021-06-28T15:45:00","slug":"june-17-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42280","title":{"rendered":"June 17, 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-1.6820 %<\/td>\n2,604.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6820 %<\/td>\n4,779.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.33 %<\/td>\n3.29 %<\/td>\n107,439<\/td>\n19.01<\/td>\n3<\/td>\n-1.6820 %<\/td>\n2,754.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1160 %<\/td>\n3,696.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.99 %<\/td>\n48,066<\/td>\n3.94<\/td>\n6<\/td>\n0.1160 %<\/td>\n4,413.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1160 %<\/td>\n3,443.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-3.17 %<\/td>\n63,428<\/td>\n0.09<\/td>\n30<\/td>\n-0.1010 %<\/td>\n3,302.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.68 %<\/td>\n50,043<\/td>\n16.06<\/td>\n4<\/td>\n0.1723 %<\/td>\n3,926.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.61 %<\/td>\n153,927<\/td>\n18.09<\/td>\n40<\/td>\n-0.4427 %<\/td>\n2,777.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n-0.18 %<\/td>\n86,204<\/td>\n0.09<\/td>\n22<\/td>\n-0.2289 %<\/td>\n3,697.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n3.06 %<\/td>\n45,747<\/td>\n19.58<\/td>\n2<\/td>\n-1.2422 %<\/td>\n2,561.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.83 %<\/td>\n3.25 %<\/td>\n211,324<\/td>\n1.48<\/td>\n33<\/td>\n-0.0024 %<\/td>\n2,751.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.05 %<\/td>\n109,783<\/td>\n0.62<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.20 %<\/td>\n3.44 %<\/td>\n149,778<\/td>\n18.20<\/td>\n21<\/td>\n-0.0187 %<\/td>\n2,885.1<\/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
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-4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 15.18
\nEvaluated at bid price : 15.18
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 23.29
\nEvaluated at bid price : 23.71
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : -38.58 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 24.53
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.41
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 23.66
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 23.79
\nEvaluated at bid price : 25.95
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n6.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 3.95 %<\/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>\n77,240<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n63,636<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 24.71
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n61,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : -3.12 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n44,690<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n44,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 2.73 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n44,085<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n
There were 20 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
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.86 – 28.23
\nSpot Rate : 2.3700
\nAverage : 1.2817<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.56 – 24.50
\nSpot Rate : 0.9400
\nAverage : 0.5359<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.75
\nSpot Rate : 1.1800
\nAverage : 0.8717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.51 – 23.22
\nSpot Rate : 0.7100
\nAverage : 0.4859<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.51
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 21.10
\nSpot Rate : 0.6000
\nAverage : 0.3786<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.20 – 23.99
\nSpot Rate : 0.7900
\nAverage : 0.5732<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-17
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.42 %<\/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-42280","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42280","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=42280"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42280\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42280"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42280"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42280"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}