{"id":42292,"date":"2021-06-28T10:48:11","date_gmt":"2021-06-28T15:48:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=42292"},"modified":"2021-06-28T10:48:11","modified_gmt":"2021-06-28T15:48:11","slug":"june-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42292","title":{"rendered":"June 25, 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-1.4680 %<\/td>\n2,628.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4680 %<\/td>\n4,822.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.30 %<\/td>\n3.27 %<\/td>\n100,913<\/td>\n19.05<\/td>\n3<\/td>\n-1.4680 %<\/td>\n2,779.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0323 %<\/td>\n3,688.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.02 %<\/td>\n46,906<\/td>\n3.91<\/td>\n6<\/td>\n0.0323 %<\/td>\n4,404.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0323 %<\/td>\n3,436.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-1.26 %<\/td>\n67,579<\/td>\n0.09<\/td>\n30<\/td>\n-0.0480 %<\/td>\n3,298.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.68 %<\/td>\n50,727<\/td>\n16.04<\/td>\n4<\/td>\n0.0908 %<\/td>\n3,939.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.75 %<\/td>\n148,598<\/td>\n17.87<\/td>\n40<\/td>\n-0.2340 %<\/td>\n2,772.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n-1.03 %<\/td>\n89,768<\/td>\n0.09<\/td>\n22<\/td>\n-0.0340 %<\/td>\n3,707.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.77 %<\/td>\n3.05 %<\/td>\n40,960<\/td>\n19.59<\/td>\n2<\/td>\n0.2800 %<\/td>\n2,596.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.92 %<\/td>\n205,711<\/td>\n1.46<\/td>\n33<\/td>\n-0.1293 %<\/td>\n2,759.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.01 %<\/td>\n101,305<\/td>\n0.17<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.09 %<\/td>\n3.58 %<\/td>\n129,279<\/td>\n17.88<\/td>\n20<\/td>\n-0.1953 %<\/td>\n2,913.1<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-3.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.12
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 24.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.81 %<\/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
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n320,761<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.56 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n81,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n42,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.46 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n42,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.47
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n31,579<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.85
\nEvaluated at bid price : 24.02
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n30,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 20.64
\nEvaluated at bid price : 20.64
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
There were 12 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.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.41 – 20.73
\nSpot Rate : 1.3200
\nAverage : 0.7931<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 22.85 – 23.85
\nSpot Rate : 1.0000
\nAverage : 0.6570<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.74 – 27.35
\nSpot Rate : 0.6100
\nAverage : 0.4009<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 2.90 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 19.05 – 19.62
\nSpot Rate : 0.5700
\nAverage : 0.3621<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Prem<\/td>\nQuote: 26.31 – 26.89
\nSpot Rate : 0.5800
\nAverage : 0.3944<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.31
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.65 – 13.20
\nSpot Rate : 0.5500
\nAverage : 0.3695<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-25
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.39 %<\/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-42292","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42292","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=42292"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42292\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42292"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42292"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42292"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}