{"id":42282,"date":"2021-06-28T10:45:32","date_gmt":"2021-06-28T15:45:32","guid":{"rendered":"http:\/\/prefblog.com\/?p=42282"},"modified":"2021-06-28T10:45:32","modified_gmt":"2021-06-28T15:45:32","slug":"june-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42282","title":{"rendered":"June 18, 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>\n1.3738 %<\/td>\n2,640.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3738 %<\/td>\n4,844.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.29 %<\/td>\n3.28 %<\/td>\n109,376<\/td>\n19.05<\/td>\n3<\/td>\n1.3738 %<\/td>\n2,792.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,697.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.62 %<\/td>\n46,171<\/td>\n3.42<\/td>\n6<\/td>\n0.0386 %<\/td>\n4,415.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,445.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-1.64 %<\/td>\n64,800<\/td>\n0.09<\/td>\n30<\/td>\n-0.0467 %<\/td>\n3,301.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.68 %<\/td>\n49,390<\/td>\n16.06<\/td>\n4<\/td>\n-0.1923 %<\/td>\n3,918.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.06 %<\/td>\n3.59 %<\/td>\n153,231<\/td>\n18.15<\/td>\n40<\/td>\n-0.3887 %<\/td>\n2,766.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n0.32 %<\/td>\n86,583<\/td>\n0.09<\/td>\n22<\/td>\n-0.0663 %<\/td>\n3,695.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n3.06 %<\/td>\n45,464<\/td>\n19.58<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,561.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.83 %<\/td>\n3.25 %<\/td>\n209,625<\/td>\n1.48<\/td>\n33<\/td>\n-0.0201 %<\/td>\n2,751.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.06 %<\/td>\n108,427<\/td>\n0.62<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.21 %<\/td>\n3.50 %<\/td>\n148,081<\/td>\n18.14<\/td>\n21<\/td>\n-0.1602 %<\/td>\n2,880.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.60
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.71
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Premium<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : -19.39 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 15.46
\nEvaluated at bid price : 15.46
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 3.28 %<\/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
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n467,835<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 0.98 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n234,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n207,564<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 24.67
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n66,175<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 23.47
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n53,836<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 2.03 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n50,161<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 24.49
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
There were 17 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: 25.82 – 28.23
\nSpot Rate : 2.4100
\nAverage : 1.8718<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.82
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.07 – 27.30
\nSpot Rate : 1.2300
\nAverage : 0.7627<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 23.84
\nSpot Rate : 0.7400
\nAverage : 0.5196<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.14 – 24.97
\nSpot Rate : 0.8300
\nAverage : 0.6181<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.14
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.60 – 23.60
\nSpot Rate : 1.0000
\nAverage : 0.7964<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.60
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Prem<\/td>\nQuote: 25.35 – 26.20
\nSpot Rate : 0.8500
\nAverage : 0.6594<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-18
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.61 %<\/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-42282","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42282","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=42282"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42282\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42282"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42282"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42282"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}