{"id":42322,"date":"2021-07-13T21:26:52","date_gmt":"2021-07-14T02:26:52","guid":{"rendered":"http:\/\/prefblog.com\/?p=42322"},"modified":"2021-07-13T21:26:52","modified_gmt":"2021-07-14T02:26:52","slug":"july-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42322","title":{"rendered":"July 12, 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-0.1258 %<\/td>\n2,679.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1258 %<\/td>\n4,916.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.25 %<\/td>\n104,681<\/td>\n19.12<\/td>\n3<\/td>\n-0.1258 %<\/td>\n2,833.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1993 %<\/td>\n3,692.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.98 %<\/td>\n40,244<\/td>\n3.87<\/td>\n6<\/td>\n-0.1993 %<\/td>\n4,410.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1993 %<\/td>\n3,440.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-7.56 %<\/td>\n62,411<\/td>\n0.09<\/td>\n30<\/td>\n-0.0638 %<\/td>\n3,286.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n4.60 %<\/td>\n50,371<\/td>\n16.16<\/td>\n4<\/td>\n0.2740 %<\/td>\n3,925.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.71 %<\/td>\n128,118<\/td>\n18.01<\/td>\n40<\/td>\n-0.0359 %<\/td>\n2,772.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n1.43 %<\/td>\n78,180<\/td>\n0.09<\/td>\n22<\/td>\n-0.0303 %<\/td>\n3,715.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.77 %<\/td>\n3.05 %<\/td>\n35,857<\/td>\n19.62<\/td>\n2<\/td>\n-0.0617 %<\/td>\n2,608.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n3.08 %<\/td>\n176,105<\/td>\n1.42<\/td>\n33<\/td>\n-0.1322 %<\/td>\n2,748.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.26 %<\/td>\n89,017<\/td>\n0.55<\/td>\n1<\/td>\n-0.0798 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.55 %<\/td>\n115,593<\/td>\n17.93<\/td>\n20<\/td>\n-0.0022 %<\/td>\n2,925.3<\/td>\n<\/tr>\n<\/table>\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
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 23.67
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 24.53
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 16.17
\nEvaluated at bid price : 16.17
\nBid-YTW : 3.49 %<\/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
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n156,594<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n149,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 2.12 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n84,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 0.88 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n47,169<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 1.64 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n43,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.60 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n41,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
There were 14 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.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.10 – 27.10
\nSpot Rate : 1.0000
\nAverage : 0.7434<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.09 – 25.80
\nSpot Rate : 0.7100
\nAverage : 0.4564<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 23.67
\nEvaluated at bid price : 25.09
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 18.97 – 19.65
\nSpot Rate : 0.6800
\nAverage : 0.4463<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.20 – 23.90
\nSpot Rate : 0.7000
\nAverage : 0.4702<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 18.00
\nSpot Rate : 1.0000
\nAverage : 0.7761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.42 – 23.99
\nSpot Rate : 0.5700
\nAverage : 0.3743<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-12
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.42
\nBid-YTW : 3.59 %<\/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-42322","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42322","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=42322"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42322\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42322"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42322"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42322"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}