{"id":42324,"date":"2021-07-13T21:27:23","date_gmt":"2021-07-14T02:27:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=42324"},"modified":"2021-07-13T21:27:23","modified_gmt":"2021-07-14T02:27:23","slug":"july-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42324","title":{"rendered":"July 13, 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-1.0834 %<\/td>\n2,650.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0834 %<\/td>\n4,863.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.28 %<\/td>\n3.25 %<\/td>\n107,837<\/td>\n19.13<\/td>\n3<\/td>\n-1.0834 %<\/td>\n2,802.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0064 %<\/td>\n3,693.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.98 %<\/td>\n39,858<\/td>\n3.87<\/td>\n6<\/td>\n0.0064 %<\/td>\n4,410.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0064 %<\/td>\n3,441.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14 %<\/td>\n-6.82 %<\/td>\n63,176<\/td>\n0.09<\/td>\n30<\/td>\n0.0925 %<\/td>\n3,289.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n4.61 %<\/td>\n49,820<\/td>\n16.15<\/td>\n4<\/td>\n-0.0708 %<\/td>\n3,922.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.69 %<\/td>\n127,676<\/td>\n18.04<\/td>\n40<\/td>\n0.2132 %<\/td>\n2,778.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-0.35 %<\/td>\n78,934<\/td>\n0.09<\/td>\n22<\/td>\n-0.0285 %<\/td>\n3,714.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.77 %<\/td>\n3.03 %<\/td>\n34,614<\/td>\n19.66<\/td>\n2<\/td>\n-0.0309 %<\/td>\n2,607.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n3.23 %<\/td>\n176,114<\/td>\n1.41<\/td>\n33<\/td>\n-0.0614 %<\/td>\n2,746.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.27 %<\/td>\n88,084<\/td>\n0.55<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.55 %<\/td>\n113,962<\/td>\n17.91<\/td>\n20<\/td>\n0.1082 %<\/td>\n2,928.5<\/td>\n<\/tr>\n<\/table>\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.K<\/td>\nFloater<\/td>\n-4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-12
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.20
\nBid-YTW : -24.04 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.65
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 15.87
\nEvaluated at bid price : 15.87
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 3.90 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n267,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.79
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n212,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n166,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.33 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n124,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 23.77
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n70,389<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n67,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n
There were 27 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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.25 – 24.27
\nSpot Rate : 1.0200
\nAverage : 0.7014<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.65 – 13.51
\nSpot Rate : 0.8600
\nAverage : 0.5684<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 26.20 – 26.80
\nSpot Rate : 0.6000
\nAverage : 0.3839<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-12
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.20
\nBid-YTW : -24.04 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.20 – 18.80
\nSpot Rate : 0.6000
\nAverage : 0.4233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.90 – 25.29
\nSpot Rate : 0.3900
\nAverage : 0.2464<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 23.42 – 23.87
\nSpot Rate : 0.4500
\nAverage : 0.3197<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-13
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.42
\nBid-YTW : 3.47 %<\/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-42324","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42324","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=42324"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42324\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42324"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42324"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42324"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}