{"id":42328,"date":"2021-07-15T20:53:01","date_gmt":"2021-07-16T01:53:01","guid":{"rendered":"http:\/\/prefblog.com\/?p=42328"},"modified":"2021-07-15T20:53:01","modified_gmt":"2021-07-16T01:53:01","slug":"july-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42328","title":{"rendered":"July 15, 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-0.4725 %<\/td>\n2,701.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4725 %<\/td>\n4,957.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.23 %<\/td>\n114,009<\/td>\n19.18<\/td>\n3<\/td>\n-0.4725 %<\/td>\n2,857.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0193 %<\/td>\n3,693.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.96 %<\/td>\n38,085<\/td>\n3.86<\/td>\n6<\/td>\n-0.0193 %<\/td>\n4,410.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0193 %<\/td>\n3,441.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-7.96 %<\/td>\n62,330<\/td>\n0.09<\/td>\n30<\/td>\n0.0989 %<\/td>\n3,295.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.63 %<\/td>\n4.68 %<\/td>\n41,809<\/td>\n16.01<\/td>\n4<\/td>\n0.0808 %<\/td>\n3,937.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.03 %<\/td>\n3.69 %<\/td>\n139,770<\/td>\n18.05<\/td>\n40<\/td>\n0.2918 %<\/td>\n2,790.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-0.77 %<\/td>\n76,706<\/td>\n0.09<\/td>\n22<\/td>\n0.0463 %<\/td>\n3,720.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.77 %<\/td>\n3.03 %<\/td>\n34,762<\/td>\n19.66<\/td>\n2<\/td>\n-0.2157 %<\/td>\n2,609.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.83 %<\/td>\n3.21 %<\/td>\n168,991<\/td>\n1.41<\/td>\n33<\/td>\n0.1644 %<\/td>\n2,750.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.91 %<\/td>\n83,502<\/td>\n0.11<\/td>\n1<\/td>\n0.0799 %<\/td>\n2,898.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.54 %<\/td>\n124,239<\/td>\n17.95<\/td>\n20<\/td>\n0.3788 %<\/td>\n2,936.7<\/td>\n<\/tr>\n<\/table>\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.N<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.17
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 15.92
\nEvaluated at bid price : 15.92
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.82
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.86
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.56
\nBid-YTW : 3.13 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.22
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.34 %<\/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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n152,110<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.86
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n107,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.42 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n84,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset Prem<\/td>\n83,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n77,970<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n73,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 4.21 %<\/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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.75 – 24.70
\nSpot Rate : 0.9500
\nAverage : 0.7761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 25.15 – 25.50
\nSpot Rate : 0.3500
\nAverage : 0.2227<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.00 – 16.50
\nSpot Rate : 0.5000
\nAverage : 0.3981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 25.32 – 25.65
\nSpot Rate : 0.3300
\nAverage : 0.2359<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -7.56 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 13.55 – 14.10
\nSpot Rate : 0.5500
\nAverage : 0.4633<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 13.30 – 13.85
\nSpot Rate : 0.5500
\nAverage : 0.4696<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-15
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.24 %<\/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-42328","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42328","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=42328"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42328\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42328"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42328"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42328"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}