{"id":42288,"date":"2021-06-28T10:47:09","date_gmt":"2021-06-28T15:47:09","guid":{"rendered":"http:\/\/prefblog.com\/?p=42288"},"modified":"2021-06-28T10:47:09","modified_gmt":"2021-06-28T15:47:09","slug":"june-23-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42288","title":{"rendered":"June 23, 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-0.2294 %<\/td>\n2,642.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2294 %<\/td>\n4,849.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.29 %<\/td>\n3.28 %<\/td>\n105,135<\/td>\n19.03<\/td>\n3<\/td>\n-0.2294 %<\/td>\n2,794.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0065 %<\/td>\n3,684.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n3.97 %<\/td>\n39,210<\/td>\n3.40<\/td>\n6<\/td>\n0.0065 %<\/td>\n4,400.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0065 %<\/td>\n3,433.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-2.25 %<\/td>\n67,624<\/td>\n0.09<\/td>\n30<\/td>\n0.0234 %<\/td>\n3,297.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.68 %<\/td>\n47,417<\/td>\n16.05<\/td>\n4<\/td>\n-0.5238 %<\/td>\n3,923.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.72 %<\/td>\n151,734<\/td>\n17.91<\/td>\n40<\/td>\n-0.1222 %<\/td>\n2,771.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n-1.33 %<\/td>\n87,134<\/td>\n0.09<\/td>\n22<\/td>\n-0.0143 %<\/td>\n3,708.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.78 %<\/td>\n3.06 %<\/td>\n43,154<\/td>\n19.57<\/td>\n2<\/td>\n0.3756 %<\/td>\n2,583.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n2.84 %<\/td>\n204,135<\/td>\n1.47<\/td>\n33<\/td>\n-0.0540 %<\/td>\n2,762.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.17 %<\/td>\n101,844<\/td>\n0.60<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,894.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.10 %<\/td>\n3.56 %<\/td>\n134,758<\/td>\n17.85<\/td>\n20<\/td>\n0.3696 %<\/td>\n2,906.2<\/td>\n<\/tr>\n<\/table>\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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 23.60
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 23.56
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 2.47 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 15.52
\nEvaluated at bid price : 15.52
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.57
\nBid-YTW : 3.45 %<\/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
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n70,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 23.72
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n44,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 1.78 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n40,426<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n39,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.41
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n37,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n31,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
There were 13 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 : 6.5280<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 16.32
\nEvaluated at bid price : 16.32
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 23.52 – 24.49
\nSpot Rate : 0.9700
\nAverage : 0.5947<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.52
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.89
\nSpot Rate : 0.8900
\nAverage : 0.5570<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.10 – 18.00
\nSpot Rate : 0.9000
\nAverage : 0.5995<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.62 – 17.91
\nSpot Rate : 1.2900
\nAverage : 1.0484<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 16.62
\nEvaluated at bid price : 16.62
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 23.05 – 23.75
\nSpot Rate : 0.7000
\nAverage : 0.4746<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-23
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.57 %<\/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-42288","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42288","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=42288"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42288\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42288"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42288"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42288"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}