{"id":42335,"date":"2021-07-24T11:41:26","date_gmt":"2021-07-24T16:41:26","guid":{"rendered":"http:\/\/prefblog.com\/?p=42335"},"modified":"2021-07-24T11:41:26","modified_gmt":"2021-07-24T16:41:26","slug":"july-20-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42335","title":{"rendered":"July 20, 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-0.2767 %<\/td>\n2,676.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2767 %<\/td>\n4,911.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.28 %<\/td>\n119,941<\/td>\n19.05<\/td>\n3<\/td>\n-0.2767 %<\/td>\n2,830.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2711 %<\/td>\n3,694.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.99 %<\/td>\n37,525<\/td>\n3.85<\/td>\n6<\/td>\n0.2711 %<\/td>\n4,412.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2711 %<\/td>\n3,442.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-13.75 %<\/td>\n61,337<\/td>\n0.09<\/td>\n25<\/td>\n0.0966 %<\/td>\n3,282.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.73 %<\/td>\n4.83 %<\/td>\n98,012<\/td>\n15.79<\/td>\n8<\/td>\n0.1715 %<\/td>\n3,937.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.07 %<\/td>\n3.54 %<\/td>\n144,330<\/td>\n18.22<\/td>\n40<\/td>\n0.0643 %<\/td>\n2,758.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n1.49 %<\/td>\n79,144<\/td>\n0.09<\/td>\n22<\/td>\n0.2470 %<\/td>\n3,712.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n3.17 %<\/td>\n37,452<\/td>\n19.30<\/td>\n2<\/td>\n-0.7837 %<\/td>\n2,549.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.86 %<\/td>\n3.34 %<\/td>\n168,899<\/td>\n1.61<\/td>\n33<\/td>\n0.1245 %<\/td>\n2,740.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.36 %<\/td>\n89,368<\/td>\n0.10<\/td>\n1<\/td>\n0.0399 %<\/td>\n2,901.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.10 %<\/td>\n3.48 %<\/td>\n129,693<\/td>\n18.18<\/td>\n20<\/td>\n0.1026 %<\/td>\n2,905.1<\/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
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-7.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 2.63 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.08
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.35
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.48
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 2.48 %<\/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.R<\/td>\nPerpetual-Premium<\/td>\n207,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : -20.03 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n85,560<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n60,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 23.50
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n52,510<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n37,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.22
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n27,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
There were 10 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: 15.35 – 18.00
\nSpot Rate : 2.6500
\nAverage : 2.0003<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 17.10 – 18.48
\nSpot Rate : 1.3800
\nAverage : 0.8649<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 26.05 – 27.05
\nSpot Rate : 1.0000
\nAverage : 0.5945<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.25 – 24.70
\nSpot Rate : 1.4500
\nAverage : 1.0535<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.82 – 25.00
\nSpot Rate : 1.1800
\nAverage : 0.7869<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.26 – 17.78
\nSpot Rate : 1.5200
\nAverage : 1.1813<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-20
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 3.48 %<\/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-42335","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42335","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=42335"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42335\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42335"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42335"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42335"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}