{"id":42305,"date":"2021-07-06T22:54:18","date_gmt":"2021-07-07T03:54:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=42305"},"modified":"2021-07-06T22:54:18","modified_gmt":"2021-07-07T03:54:18","slug":"july-6-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42305","title":{"rendered":"July 6, 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>\n0.5549 %<\/td>\n2,691.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5549 %<\/td>\n4,938.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.24 %<\/td>\n93,259<\/td>\n19.17<\/td>\n3<\/td>\n0.5549 %<\/td>\n2,846.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1871 %<\/td>\n3,692.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.91 %<\/td>\n43,167<\/td>\n3.89<\/td>\n6<\/td>\n0.1871 %<\/td>\n4,409.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1871 %<\/td>\n3,440.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-4.84 %<\/td>\n61,262<\/td>\n0.09<\/td>\n30<\/td>\n-0.0013 %<\/td>\n3,299.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.69 %<\/td>\n47,494<\/td>\n16.02<\/td>\n4<\/td>\n0.2531 %<\/td>\n3,933.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.76 %<\/td>\n133,536<\/td>\n17.83<\/td>\n40<\/td>\n0.1324 %<\/td>\n2,777.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-0.32 %<\/td>\n80,999<\/td>\n0.09<\/td>\n22<\/td>\n0.0946 %<\/td>\n3,716.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n3.06 %<\/td>\n36,479<\/td>\n19.60<\/td>\n2<\/td>\n1.0638 %<\/td>\n2,601.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.71 %<\/td>\n183,994<\/td>\n1.43<\/td>\n33<\/td>\n0.0707 %<\/td>\n2,758.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.26 %<\/td>\n94,585<\/td>\n0.57<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.58 %<\/td>\n118,986<\/td>\n17.85<\/td>\n20<\/td>\n0.0281 %<\/td>\n2,930.3<\/td>\n<\/tr>\n<\/table>\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.PR.X<\/td>\nFixedReset Disc<\/td>\n-11.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 15.32
\nEvaluated at bid price : 15.32
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 24.71
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 23.52
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.76
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.79
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 13.33
\nEvaluated at bid price : 13.33
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 1.42 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 16.11
\nEvaluated at bid price : 16.11
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 22.82
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 14.86
\nEvaluated at bid price : 14.86
\nBid-YTW : 4.05 %<\/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
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n265,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n54,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n30,651<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 24.41
\nEvaluated at bid price : 24.96
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n29,997<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n27,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n27,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
There were 4 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.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.32 – 17.55
\nSpot Rate : 2.2300
\nAverage : 1.4083<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 15.32
\nEvaluated at bid price : 15.32
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 26.18
\nSpot Rate : 1.1800
\nAverage : 0.7694<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 24.71
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.90 – 17.90
\nSpot Rate : 1.0000
\nAverage : 0.7887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 19.15 – 19.85
\nSpot Rate : 0.7000
\nAverage : 0.4957<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 25.90 – 26.48
\nSpot Rate : 0.5800
\nAverage : 0.4046<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 1.42 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.26 – 17.75
\nSpot Rate : 0.4900
\nAverage : 0.3792<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-06
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.51 %<\/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-42305","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42305","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=42305"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42305\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42305"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42305"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42305"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}