{"id":42326,"date":"2021-07-14T20:16:27","date_gmt":"2021-07-15T01:16:27","guid":{"rendered":"http:\/\/prefblog.com\/?p=42326"},"modified":"2021-07-14T20:16:27","modified_gmt":"2021-07-15T01:16:27","slug":"july-14-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42326","title":{"rendered":"July 14, 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>\n2.4198 %<\/td>\n2,714.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.4198 %<\/td>\n4,980.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.20 %<\/td>\n3.21 %<\/td>\n111,284<\/td>\n19.22<\/td>\n3<\/td>\n2.4198 %<\/td>\n2,870.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0258 %<\/td>\n3,694.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.98 %<\/td>\n38,592<\/td>\n3.86<\/td>\n6<\/td>\n0.0258 %<\/td>\n4,411.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0258 %<\/td>\n3,441.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14 %<\/td>\n-7.24 %<\/td>\n63,215<\/td>\n0.09<\/td>\n30<\/td>\n0.0729 %<\/td>\n3,291.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.69 %<\/td>\n42,197<\/td>\n16.00<\/td>\n4<\/td>\n0.2836 %<\/td>\n3,933.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.70 %<\/td>\n133,305<\/td>\n18.04<\/td>\n40<\/td>\n0.1400 %<\/td>\n2,782.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-0.27 %<\/td>\n76,429<\/td>\n0.09<\/td>\n22<\/td>\n0.1231 %<\/td>\n3,718.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.76 %<\/td>\n3.05 %<\/td>\n35,192<\/td>\n19.63<\/td>\n2<\/td>\n0.2780 %<\/td>\n2,614.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n3.24 %<\/td>\n169,864<\/td>\n1.41<\/td>\n33<\/td>\n-0.0248 %<\/td>\n2,745.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.21 %<\/td>\n84,695<\/td>\n0.54<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,896.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.54 %<\/td>\n114,907<\/td>\n17.92<\/td>\n20<\/td>\n-0.0995 %<\/td>\n2,925.6<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-13
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.60
\nBid-YTW : -39.41 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.65
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n5.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 3.23 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n95,765<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n52,547<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n38,265<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n32,338<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.71
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n31,634<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n31,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
There were 17 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.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.45 – 26.15
\nSpot Rate : 0.7000
\nAverage : 0.4124<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-13
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : -18.53 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 13.56 – 14.10
\nSpot Rate : 0.5400
\nAverage : 0.3682<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 25.84 – 26.25
\nSpot Rate : 0.4100
\nAverage : 0.2588<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.84
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 19.09 – 19.65
\nSpot Rate : 0.5600
\nAverage : 0.4293<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 19.09
\nEvaluated at bid price : 19.09
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.35 – 25.80
\nSpot Rate : 0.4500
\nAverage : 0.3229<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.15 – 21.90
\nSpot Rate : 0.7500
\nAverage : 0.6325<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-14
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 3.22 %<\/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-42326","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42326","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=42326"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42326\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42326"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42326"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42326"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}