{"id":42333,"date":"2021-07-24T11:40:49","date_gmt":"2021-07-24T16:40:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=42333"},"modified":"2021-07-24T11:40:49","modified_gmt":"2021-07-24T16:40:49","slug":"july-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42333","title":{"rendered":"July 19, 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-1.6085 %<\/td>\n2,684.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6085 %<\/td>\n4,925.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.26 %<\/td>\n121,705<\/td>\n19.10<\/td>\n3<\/td>\n-1.6085 %<\/td>\n2,838.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2254 %<\/td>\n3,684.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.04 %<\/td>\n38,023<\/td>\n3.85<\/td>\n6<\/td>\n-0.2254 %<\/td>\n4,400.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2254 %<\/td>\n3,433.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.20 %<\/td>\n-13.38 %<\/td>\n63,865<\/td>\n0.09<\/td>\n25<\/td>\n-0.0794 %<\/td>\n3,279.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.83 %<\/td>\n97,350<\/td>\n15.79<\/td>\n8<\/td>\n-0.0454 %<\/td>\n3,931.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.07 %<\/td>\n3.54 %<\/td>\n150,057<\/td>\n18.24<\/td>\n40<\/td>\n-0.8017 %<\/td>\n2,757.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n2.57 %<\/td>\n79,573<\/td>\n0.09<\/td>\n22<\/td>\n-0.1858 %<\/td>\n3,702.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.17 %<\/td>\n37,006<\/td>\n19.30<\/td>\n2<\/td>\n-1.1772 %<\/td>\n2,569.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.86 %<\/td>\n3.51 %<\/td>\n173,372<\/td>\n2.50<\/td>\n33<\/td>\n0.0130 %<\/td>\n2,737.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.72 %<\/td>\n89,048<\/td>\n0.10<\/td>\n1<\/td>\n0.1598 %<\/td>\n2,900.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.11 %<\/td>\n3.50 %<\/td>\n134,104<\/td>\n18.18<\/td>\n20<\/td>\n-0.4605 %<\/td>\n2,902.1<\/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\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.F<\/td>\nFixedReset Ins Non<\/td>\n-7.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-5.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 14.42
\nEvaluated at bid price : 14.42
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 13.01
\nEvaluated at bid price : 13.01
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 13.24
\nEvaluated at bid price : 13.24
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.88
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 13.12
\nEvaluated at bid price : 13.12
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 23.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.06
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.23
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.61
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 2.94 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.12 %<\/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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n63,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 1.75 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n45,087<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n39,704<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n32,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n30,221<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : 2.52 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n26,730<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.23
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
There were 15 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.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.00 – 18.00
\nSpot Rate : 2.0000
\nAverage : 1.2879<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.25 – 17.60
\nSpot Rate : 1.3500
\nAverage : 0.8100<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 25.88 – 27.00
\nSpot Rate : 1.1200
\nAverage : 0.7705<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.88
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 19.20 – 19.99
\nSpot Rate : 0.7900
\nAverage : 0.5233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 13.01 – 13.95
\nSpot Rate : 0.9400
\nAverage : 0.7467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 13.01
\nEvaluated at bid price : 13.01
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.05 – 23.60
\nSpot Rate : 0.5500
\nAverage : 0.4121<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-19
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 4.02 %<\/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-42333","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42333","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=42333"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42333\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42333"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42333"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42333"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}