{"id":42298,"date":"2021-06-30T20:06:42","date_gmt":"2021-07-01T01:06:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=42298"},"modified":"2021-06-30T20:06:42","modified_gmt":"2021-07-01T01:06:42","slug":"june-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42298","title":{"rendered":"June 30, 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-0.5836 %<\/td>\n2,644.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5836 %<\/td>\n4,853.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.28 %<\/td>\n3.24 %<\/td>\n97,084<\/td>\n19.11<\/td>\n3<\/td>\n-0.5836 %<\/td>\n2,797.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2383 %<\/td>\n3,684.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.02 %<\/td>\n45,759<\/td>\n3.39<\/td>\n6<\/td>\n-0.2383 %<\/td>\n4,400.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2383 %<\/td>\n3,433.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-3.50 %<\/td>\n65,269<\/td>\n0.09<\/td>\n30<\/td>\n-0.0805 %<\/td>\n3,297.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.56 %<\/td>\n56,485<\/td>\n16.25<\/td>\n4<\/td>\n0.2224 %<\/td>\n3,939.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.06 %<\/td>\n3.77 %<\/td>\n142,285<\/td>\n17.90<\/td>\n40<\/td>\n-0.2904 %<\/td>\n2,766.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n0.47 %<\/td>\n85,998<\/td>\n0.09<\/td>\n22<\/td>\n0.2288 %<\/td>\n3,716.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.04 %<\/td>\n39,196<\/td>\n19.61<\/td>\n2<\/td>\n0.2168 %<\/td>\n2,606.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.95 %<\/td>\n202,069<\/td>\n1.45<\/td>\n33<\/td>\n-0.2546 %<\/td>\n2,760.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.16 %<\/td>\n103,211<\/td>\n0.58<\/td>\n1<\/td>\n-0.0399 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.51 %<\/td>\n123,936<\/td>\n17.97<\/td>\n20<\/td>\n0.1276 %<\/td>\n2,931.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-6.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.17
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-4.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.54
\nEvaluated at bid price : 25.15
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 17.16
\nEvaluated at bid price : 17.16
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.58
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.67
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.54
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 13.41
\nEvaluated at bid price : 13.41
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.00 %<\/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
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n132,549<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n123,561<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n88,883<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n52,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n36,839<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n26,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
There were 16 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
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 22.17 – 24.02
\nSpot Rate : 1.8500
\nAverage : 1.2628<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.17
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nInsurance Straight<\/td>\nQuote: 25.80 – 26.80
\nSpot Rate : 1.0000
\nAverage : 0.6436<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : -30.05 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.30
\nSpot Rate : 0.7300
\nAverage : 0.4638<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Prem<\/td>\nQuote: 24.71 – 25.27
\nSpot Rate : 0.5600
\nAverage : 0.3427<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.31 – 21.24
\nSpot Rate : 0.9300
\nAverage : 0.7780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-06-30
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 26.58 – 27.43
\nSpot Rate : 0.8500
\nAverage : 0.7217<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.58
\nBid-YTW : 3.98 %<\/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-42298","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42298","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=42298"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42298\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42298"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42298"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42298"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}