{"id":42284,"date":"2021-06-28T10:46:02","date_gmt":"2021-06-28T15:46:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=42284"},"modified":"2021-06-28T10:46:02","modified_gmt":"2021-06-28T15:46:02","slug":"june-21-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42284","title":{"rendered":"June 21, 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-1.4574 %<\/td>\n2,601.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4574 %<\/td>\n4,774.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.34 %<\/td>\n3.32 %<\/td>\n109,519<\/td>\n18.94<\/td>\n3<\/td>\n-1.4574 %<\/td>\n2,751.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1093 %<\/td>\n3,693.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.00 %<\/td>\n44,452<\/td>\n3.92<\/td>\n6<\/td>\n-0.1093 %<\/td>\n4,410.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1093 %<\/td>\n3,441.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-4.83 %<\/td>\n63,876<\/td>\n0.09<\/td>\n30<\/td>\n0.0298 %<\/td>\n3,302.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.67 %<\/td>\n49,414<\/td>\n16.07<\/td>\n4<\/td>\n0.3447 %<\/td>\n3,931.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.06 %<\/td>\n3.73 %<\/td>\n149,854<\/td>\n17.87<\/td>\n40<\/td>\n-0.1226 %<\/td>\n2,762.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n0.35 %<\/td>\n85,432<\/td>\n0.11<\/td>\n22<\/td>\n0.1292 %<\/td>\n3,699.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.81 %<\/td>\n3.08 %<\/td>\n43,820<\/td>\n19.54<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,561.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.99 %<\/td>\n208,801<\/td>\n2.36<\/td>\n33<\/td>\n0.1747 %<\/td>\n2,756.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.22 %<\/td>\n104,232<\/td>\n0.61<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,893.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.14 %<\/td>\n3.60 %<\/td>\n140,470<\/td>\n17.87<\/td>\n20<\/td>\n0.0146 %<\/td>\n2,880.9<\/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.K<\/td>\nFloater<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.46
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.18
\nBid-YTW : -19.66 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 14.57
\nEvaluated at bid price : 14.57
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.81
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.99 %<\/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>\n102,120<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 1.06 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n85,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 1.64 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n52,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n47,652<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.95
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n36,720<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 23.48
\nEvaluated at bid price : 24.73
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n32,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
There were 11 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
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.10 – 25.85
\nSpot Rate : 0.7500
\nAverage : 0.4668<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 23.62
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.46 – 24.09
\nSpot Rate : 0.6300
\nAverage : 0.4583<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.46
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.50 – 23.25
\nSpot Rate : 0.7500
\nAverage : 0.5887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.57 – 15.23
\nSpot Rate : 0.6600
\nAverage : 0.5056<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 14.57
\nEvaluated at bid price : 14.57
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.50
\nSpot Rate : 0.5000
\nAverage : 0.3498<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 23.99
\nSpot Rate : 0.4900
\nAverage : 0.3564<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-21
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.48 %<\/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-42284","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42284","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=42284"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42284\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42284"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42284"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42284"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}