{"id":42310,"date":"2021-07-08T19:42:42","date_gmt":"2021-07-09T00:42:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=42310"},"modified":"2021-07-08T19:42:42","modified_gmt":"2021-07-09T00:42:42","slug":"july-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42310","title":{"rendered":"July 8, 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-0.2518 %<\/td>\n2,674.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2518 %<\/td>\n4,907.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.25 %<\/td>\n3.26 %<\/td>\n101,967<\/td>\n19.11<\/td>\n3<\/td>\n-0.2518 %<\/td>\n2,828.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,695.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.86 %<\/td>\n41,092<\/td>\n3.88<\/td>\n6<\/td>\n0.0000 %<\/td>\n4,413.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,443.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-6.38 %<\/td>\n62,252<\/td>\n0.09<\/td>\n30<\/td>\n-0.5456 %<\/td>\n3,286.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.68 %<\/td>\n45,678<\/td>\n16.04<\/td>\n4<\/td>\n-0.0706 %<\/td>\n3,933.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.06 %<\/td>\n3.72 %<\/td>\n134,001<\/td>\n17.92<\/td>\n40<\/td>\n-0.5154 %<\/td>\n2,768.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-1.22 %<\/td>\n79,405<\/td>\n0.09<\/td>\n22<\/td>\n-0.1104 %<\/td>\n3,717.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.06 %<\/td>\n35,985<\/td>\n19.59<\/td>\n2<\/td>\n-0.5247 %<\/td>\n2,596.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n2.99 %<\/td>\n181,579<\/td>\n1.43<\/td>\n33<\/td>\n-0.5543 %<\/td>\n2,749.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.28 %<\/td>\n90,054<\/td>\n0.56<\/td>\n1<\/td>\n-0.0798 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.60 %<\/td>\n120,865<\/td>\n17.83<\/td>\n20<\/td>\n-0.5962 %<\/td>\n2,924.5<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 16.91
\nEvaluated at bid price : 16.91
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.61
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.77
\nBid-YTW : 2.90 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.49
\nEvaluated at bid price : 24.46
\nBid-YTW : 3.69 %<\/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: 2051-07-08
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.92
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 2.72 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 14.61
\nEvaluated at bid price : 14.61
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n5.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.61 %<\/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>\n218,607<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n70,210<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n52,775<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.16 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n42,368<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 1.50 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n41,214<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n39,974<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
There were 22 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
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.25 – 26.69
\nSpot Rate : 1.4400
\nAverage : 0.8346<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.52 – 21.00
\nSpot Rate : 0.4800
\nAverage : 0.3165<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.61 – 15.24
\nSpot Rate : 0.6300
\nAverage : 0.4707<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 14.61
\nEvaluated at bid price : 14.61
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.03 – 26.71
\nSpot Rate : 0.6800
\nAverage : 0.5518<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.03
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.32 – 20.70
\nSpot Rate : 0.3800
\nAverage : 0.2541<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-08
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.60 – 27.45
\nSpot Rate : 0.8500
\nAverage : 0.7290<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 4.46 %<\/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-42310","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42310","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=42310"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42310\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42310"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42310"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42310"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}