{"id":42296,"date":"2021-06-29T22:24:49","date_gmt":"2021-06-30T03:24:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=42296"},"modified":"2021-06-29T22:24:49","modified_gmt":"2021-06-30T03:24:49","slug":"june-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42296","title":{"rendered":"June 29, 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-0.5802 %<\/td>\n2,660.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5802 %<\/td>\n4,881.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.26 %<\/td>\n3.24 %<\/td>\n98,584<\/td>\n19.11<\/td>\n3<\/td>\n-0.5802 %<\/td>\n2,813.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0451 %<\/td>\n3,693.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.88 %<\/td>\n44,417<\/td>\n3.91<\/td>\n6<\/td>\n0.0451 %<\/td>\n4,410.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0451 %<\/td>\n3,441.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-3.68 %<\/td>\n66,181<\/td>\n0.09<\/td>\n30<\/td>\n-0.0324 %<\/td>\n3,300.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.68 %<\/td>\n54,214<\/td>\n16.05<\/td>\n4<\/td>\n-0.3124 %<\/td>\n3,930.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.74 %<\/td>\n146,433<\/td>\n17.92<\/td>\n40<\/td>\n0.1426 %<\/td>\n2,774.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n2.97 %<\/td>\n87,951<\/td>\n0.10<\/td>\n22<\/td>\n-0.0357 %<\/td>\n3,708.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.81 %<\/td>\n3.06 %<\/td>\n40,736<\/td>\n19.56<\/td>\n2<\/td>\n0.4042 %<\/td>\n2,600.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.80 %<\/td>\n2.84 %<\/td>\n197,008<\/td>\n1.45<\/td>\n33<\/td>\n0.1222 %<\/td>\n2,767.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.89 %<\/td>\n107,466<\/td>\n0.16<\/td>\n1<\/td>\n0.1200 %<\/td>\n2,896.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.49 %<\/td>\n125,096<\/td>\n17.95<\/td>\n20<\/td>\n0.0888 %<\/td>\n2,927.4<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-4.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.69
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.53
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 2.38 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.64
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 23.54
\nEvaluated at bid price : 24.60
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n6.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n7.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.60
\nBid-YTW : 4.06 %<\/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
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n45,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 24.52
\nEvaluated at bid price : 24.77
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n31,915<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n17,201<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 0.64 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n15,210<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 2.38 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n14,825<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.23 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n11,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 1.89 %<\/td>\n<\/tr>\n
There were 8 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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 22.69 – 24.22
\nSpot Rate : 1.5300
\nAverage : 0.8765<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.69
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.92 – 24.40
\nSpot Rate : 0.4800
\nAverage : 0.2839<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.92
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.65 – 23.25
\nSpot Rate : 0.6000
\nAverage : 0.4194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.65
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.98 – 16.50
\nSpot Rate : 0.5200
\nAverage : 0.3490<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 15.98
\nEvaluated at bid price : 15.98
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 25.30 – 25.70
\nSpot Rate : 0.4000
\nAverage : 0.2660<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 0.38 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 24.10 – 24.50
\nSpot Rate : 0.4000
\nAverage : 0.2705<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-29
\nMaturity Price : 22.87
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.79 %<\/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-42296","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42296","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=42296"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42296\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42296"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42296"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42296"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}