{"id":42286,"date":"2021-06-28T10:46:36","date_gmt":"2021-06-28T15:46:36","guid":{"rendered":"http:\/\/prefblog.com\/?p=42286"},"modified":"2021-06-28T10:46:36","modified_gmt":"2021-06-28T15:46:36","slug":"june-22-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42286","title":{"rendered":"June 22, 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>\n1.8163 %<\/td>\n2,649.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.8163 %<\/td>\n4,860.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.28 %<\/td>\n3.27 %<\/td>\n105,881<\/td>\n19.06<\/td>\n3<\/td>\n1.8163 %<\/td>\n2,801.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2382 %<\/td>\n3,684.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n3.90 %<\/td>\n39,747<\/td>\n3.41<\/td>\n6<\/td>\n-0.2382 %<\/td>\n4,400.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2382 %<\/td>\n3,433.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-2.27 %<\/td>\n65,412<\/td>\n0.09<\/td>\n30<\/td>\n-0.1621 %<\/td>\n3,296.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.62 %<\/td>\n4.55 %<\/td>\n59,163<\/td>\n16.27<\/td>\n4<\/td>\n0.3132 %<\/td>\n3,944.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.71 %<\/td>\n147,425<\/td>\n17.90<\/td>\n40<\/td>\n0.4402 %<\/td>\n2,775.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n-1.49 %<\/td>\n86,339<\/td>\n0.09<\/td>\n22<\/td>\n0.2544 %<\/td>\n3,709.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n3.05 %<\/td>\n43,455<\/td>\n19.60<\/td>\n2<\/td>\n0.4717 %<\/td>\n2,573.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n2.89 %<\/td>\n207,285<\/td>\n1.47<\/td>\n33<\/td>\n0.2910 %<\/td>\n2,764.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.14 %<\/td>\n102,698<\/td>\n0.17<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,894.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.12 %<\/td>\n3.59 %<\/td>\n138,334<\/td>\n17.95<\/td>\n20<\/td>\n0.5078 %<\/td>\n2,895.5<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 15.19
\nEvaluated at bid price : 15.19
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : -2.27 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 23.46
\nEvaluated at bid price : 25.02
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.35
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.72
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.83
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 23.72
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.28
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.84
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.05
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.55
\nBid-YTW : -31.88 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 14.79
\nEvaluated at bid price : 14.79
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.54
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 16.32
\nEvaluated at bid price : 16.32
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n<\/table>\n\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
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n177,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 0.10 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n172,495<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : -6.09 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n133,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.49
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n105,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 1.10 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n103,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 1.06 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n101,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.51
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n101,366<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : -3.77 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.32 – 24.68
\nSpot Rate : 8.3600
\nAverage : 4.5194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 16.32
\nEvaluated at bid price : 16.32
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.70 – 17.91
\nSpot Rate : 1.2100
\nAverage : 0.7834<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.51 – 24.50
\nSpot Rate : 0.9900
\nAverage : 0.6160<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.51
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.30 – 23.23
\nSpot Rate : 0.9300
\nAverage : 0.6182<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.36 – 26.25
\nSpot Rate : 0.8900
\nAverage : 0.5851<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : -2.27 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.02 – 25.77
\nSpot Rate : 0.7500
\nAverage : 0.4905<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-22
\nMaturity Price : 23.46
\nEvaluated at bid price : 25.02
\nBid-YTW : 3.52 %<\/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-42286","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42286","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=42286"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42286\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42286"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42286"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42286"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}