{"id":42303,"date":"2021-07-05T21:17:52","date_gmt":"2021-07-06T02:17:52","guid":{"rendered":"http:\/\/prefblog.com\/?p=42303"},"modified":"2021-07-05T21:17:52","modified_gmt":"2021-07-06T02:17:52","slug":"july-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42303","title":{"rendered":"July 5, 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>\n1.7449 %<\/td>\n2,676.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.7449 %<\/td>\n4,911.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.26 %<\/td>\n93,365<\/td>\n19.11<\/td>\n3<\/td>\n1.7449 %<\/td>\n2,830.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1289 %<\/td>\n3,685.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n3.98 %<\/td>\n42,827<\/td>\n3.37<\/td>\n6<\/td>\n-0.1289 %<\/td>\n4,401.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1289 %<\/td>\n3,433.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-4.07 %<\/td>\n62,083<\/td>\n0.09<\/td>\n30<\/td>\n0.0286 %<\/td>\n3,299.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.59 %<\/td>\n53,817<\/td>\n16.20<\/td>\n4<\/td>\n0.7241 %<\/td>\n3,923.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.78 %<\/td>\n135,410<\/td>\n17.81<\/td>\n40<\/td>\n0.3693 %<\/td>\n2,773.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n0.50 %<\/td>\n81,703<\/td>\n0.09<\/td>\n22<\/td>\n-0.1017 %<\/td>\n3,712.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n3.12 %<\/td>\n37,925<\/td>\n19.45<\/td>\n2<\/td>\n-0.8992 %<\/td>\n2,574.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.81 %<\/td>\n186,828<\/td>\n1.44<\/td>\n33<\/td>\n-0.2631 %<\/td>\n2,757.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.25 %<\/td>\n98,068<\/td>\n0.57<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.59 %<\/td>\n118,215<\/td>\n17.85<\/td>\n20<\/td>\n0.0151 %<\/td>\n2,929.5<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.21
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.92
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.23
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.91
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 3.28 %<\/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
BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\n91,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 24.61
\nEvaluated at bid price : 24.86
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n38,031<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.49
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n28,158<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 1.10 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n27,752<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n27,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 23.58
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n25,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 3.81 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.38 – 24.68
\nSpot Rate : 8.3000
\nAverage : 4.6373<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.35 – 23.20
\nSpot Rate : 0.8500
\nAverage : 0.5691<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.35
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Prem<\/td>\nQuote: 24.80 – 25.39
\nSpot Rate : 0.5900
\nAverage : 0.3535<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 23.45 – 23.99
\nSpot Rate : 0.5400
\nAverage : 0.3509<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.80 – 21.90
\nSpot Rate : 1.1000
\nAverage : 0.9170<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.42 – 15.24
\nSpot Rate : 0.8200
\nAverage : 0.6561<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-05
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 4.17 %<\/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-42303","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42303","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=42303"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42303\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42303"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42303"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42303"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}