{"id":42340,"date":"2021-07-24T11:45:44","date_gmt":"2021-07-24T16:45:44","guid":{"rendered":"http:\/\/prefblog.com\/?p=42340"},"modified":"2021-07-24T11:45:44","modified_gmt":"2021-07-24T16:45:44","slug":"july-22-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42340","title":{"rendered":"July 22, 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-0.5753 %<\/td>\n2,683.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5753 %<\/td>\n4,924.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.26 %<\/td>\n114,980<\/td>\n19.10<\/td>\n3<\/td>\n-0.5753 %<\/td>\n2,837.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0322 %<\/td>\n3,696.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.00 %<\/td>\n35,942<\/td>\n3.84<\/td>\n6<\/td>\n0.0322 %<\/td>\n4,413.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0322 %<\/td>\n3,443.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-14.62 %<\/td>\n60,020<\/td>\n0.09<\/td>\n25<\/td>\n0.0591 %<\/td>\n3,287.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72 %<\/td>\n4.82 %<\/td>\n94,206<\/td>\n15.79<\/td>\n8<\/td>\n0.3627 %<\/td>\n3,950.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.05 %<\/td>\n3.52 %<\/td>\n142,482<\/td>\n18.27<\/td>\n40<\/td>\n-0.0169 %<\/td>\n2,769.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n2.13 %<\/td>\n77,616<\/td>\n0.09<\/td>\n22<\/td>\n0.0822 %<\/td>\n3,712.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.92 %<\/td>\n3.18 %<\/td>\n36,029<\/td>\n19.29<\/td>\n2<\/td>\n-0.4747 %<\/td>\n2,533.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.85 %<\/td>\n3.27 %<\/td>\n160,084<\/td>\n1.61<\/td>\n33<\/td>\n0.0627 %<\/td>\n2,745.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.45 %<\/td>\n103,764<\/td>\n0.09<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,901.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.09 %<\/td>\n3.44 %<\/td>\n131,244<\/td>\n18.14<\/td>\n20<\/td>\n0.2808 %<\/td>\n2,917.0<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-7.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 23.87
\nEvaluated at bid price : 25.15
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.04 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 24.67
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n3.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 18.96
\nEvaluated at bid price : 18.96
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 3.31 %<\/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
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n25,014<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.45
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n24,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 1.45 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n23,710<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n21,115<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.68
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n20,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 24.67
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n15,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 0.04 %<\/td>\n<\/tr>\n
There were 4 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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.35 – 16.91
\nSpot Rate : 1.5600
\nAverage : 1.0206<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.35 – 18.00
\nSpot Rate : 2.6500
\nAverage : 2.1779<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.80 – 17.95
\nSpot Rate : 1.1500
\nAverage : 0.9226<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 14.90 – 15.50
\nSpot Rate : 0.6000
\nAverage : 0.3971<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 2.66 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 19.30 – 19.99
\nSpot Rate : 0.6900
\nAverage : 0.4922<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.55 – 17.00
\nSpot Rate : 0.4500
\nAverage : 0.2742<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-22
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 3.18 %<\/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-42340","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42340","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=42340"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42340\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42340"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42340"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42340"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}