{"id":42331,"date":"2021-07-24T11:40:12","date_gmt":"2021-07-24T16:40:12","guid":{"rendered":"http:\/\/prefblog.com\/?p=42331"},"modified":"2021-07-24T11:40:12","modified_gmt":"2021-07-24T16:40:12","slug":"july-16-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42331","title":{"rendered":"July 16, 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>\n0.9745 %<\/td>\n2,728.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9745 %<\/td>\n5,005.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.18 %<\/td>\n3.20 %<\/td>\n123,333<\/td>\n19.25<\/td>\n3<\/td>\n0.9745 %<\/td>\n2,884.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,693.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.99 %<\/td>\n36,692<\/td>\n3.86<\/td>\n6<\/td>\n0.0000 %<\/td>\n4,410.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,441.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.20 %<\/td>\n-14.25 %<\/td>\n62,783<\/td>\n0.09<\/td>\n25<\/td>\n-0.3971 %<\/td>\n3,281.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.84 %<\/td>\n101,135<\/td>\n15.79<\/td>\n8<\/td>\n-0.1058 %<\/td>\n3,932.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.64 %<\/td>\n155,124<\/td>\n18.04<\/td>\n40<\/td>\n-0.3892 %<\/td>\n2,779.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n0.08 %<\/td>\n80,319<\/td>\n0.09<\/td>\n22<\/td>\n-0.2886 %<\/td>\n3,709.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.78 %<\/td>\n3.05 %<\/td>\n37,195<\/td>\n19.61<\/td>\n2<\/td>\n-0.3396 %<\/td>\n2,600.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.86 %<\/td>\n3.41 %<\/td>\n171,521<\/td>\n1.62<\/td>\n33<\/td>\n-0.4851 %<\/td>\n2,736.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.31 %<\/td>\n87,652<\/td>\n0.54<\/td>\n1<\/td>\n-0.1197 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.09 %<\/td>\n3.59 %<\/td>\n134,308<\/td>\n17.91<\/td>\n20<\/td>\n-0.7202 %<\/td>\n2,915.5<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.52
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.27
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.80
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -10.77 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-24
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.75
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.62
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.40
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 13.62
\nEvaluated at bid price : 13.62
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n<\/table>\n\n\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>\n296,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n294,834<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 13.62
\nEvaluated at bid price : 13.62
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n250,691<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n250,080<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n134,597<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.62
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n112,171<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n111,706<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n102,901<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
There were 109 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.52 – 23.93
\nSpot Rate : 1.4100
\nAverage : 0.8424<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.52
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.53 – 27.59
\nSpot Rate : 1.0600
\nAverage : 0.7116<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

BMO.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 26.00 – 26.77
\nSpot Rate : 0.7700
\nAverage : 0.4773<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 23.27 – 23.94
\nSpot Rate : 0.6700
\nAverage : 0.3982<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.27
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.70 – 24.35
\nSpot Rate : 0.6500
\nAverage : 0.3939<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.59 – 21.20
\nSpot Rate : 0.6100
\nAverage : 0.3733<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-16
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 4.09 %<\/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-42331","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42331","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=42331"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42331\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42331"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42331"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42331"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}