{"id":42301,"date":"2021-07-02T20:49:42","date_gmt":"2021-07-03T01:49:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=42301"},"modified":"2021-07-02T20:49:42","modified_gmt":"2021-07-03T01:49:42","slug":"july-2-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42301","title":{"rendered":"July 2, 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-0.5360 %<\/td>\n2,630.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5360 %<\/td>\n4,827.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.30 %<\/td>\n3.27 %<\/td>\n93,533<\/td>\n19.09<\/td>\n3<\/td>\n-0.5360 %<\/td>\n2,782.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1549 %<\/td>\n3,690.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.84 %<\/td>\n44,263<\/td>\n3.38<\/td>\n6<\/td>\n0.1549 %<\/td>\n4,406.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1549 %<\/td>\n3,438.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-3.16 %<\/td>\n64,643<\/td>\n0.09<\/td>\n30<\/td>\n0.0195 %<\/td>\n3,298.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.68 %<\/td>\n4.60 %<\/td>\n54,271<\/td>\n16.19<\/td>\n4<\/td>\n-1.1094 %<\/td>\n3,895.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.07 %<\/td>\n3.75 %<\/td>\n139,029<\/td>\n17.86<\/td>\n40<\/td>\n-0.1226 %<\/td>\n2,763.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-0.41 %<\/td>\n82,911<\/td>\n0.09<\/td>\n22<\/td>\n-0.0071 %<\/td>\n3,716.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.81 %<\/td>\n3.07 %<\/td>\n37,716<\/td>\n19.57<\/td>\n2<\/td>\n-0.3399 %<\/td>\n2,597.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n2.79 %<\/td>\n194,476<\/td>\n1.45<\/td>\n33<\/td>\n0.1423 %<\/td>\n2,764.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.18 %<\/td>\n101,597<\/td>\n0.58<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.52 %<\/td>\n122,812<\/td>\n17.92<\/td>\n20<\/td>\n-0.0713 %<\/td>\n2,929.1<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.84
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.67
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.95
\nBid-YTW : 2.49 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.66
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.66
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.57
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n5.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.36
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n339,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n321,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n28,581<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 1.66 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n12,794<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 0.99 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n12,105<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : -15.26 %<\/td>\n<\/tr>\n
There were 0 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
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.95 – 24.95
\nSpot Rate : 1.0000
\nAverage : 0.5927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 18.00
\nSpot Rate : 1.0000
\nAverage : 0.6908<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.01 – 18.94
\nSpot Rate : 0.9300
\nAverage : 0.6262<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.42 – 15.15
\nSpot Rate : 0.7300
\nAverage : 0.4765<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.88 – 16.50
\nSpot Rate : 0.6200
\nAverage : 0.4511<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-02
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.68 – 26.39
\nSpot Rate : 0.7100
\nAverage : 0.5479<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : -15.26 %<\/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-42301","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42301","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=42301"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42301\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42301"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42301"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42301"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}