{"id":42344,"date":"2021-07-26T19:11:34","date_gmt":"2021-07-27T00:11:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=42344"},"modified":"2021-07-26T19:11:34","modified_gmt":"2021-07-27T00:11:34","slug":"july-26-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42344","title":{"rendered":"July 26, 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-1.5261 %<\/td>\n2,657.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5261 %<\/td>\n4,875.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.27 %<\/td>\n3.24 %<\/td>\n109,080<\/td>\n19.13<\/td>\n3<\/td>\n-1.5261 %<\/td>\n2,809.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0450 %<\/td>\n3,694.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.97 %<\/td>\n33,261<\/td>\n3.83<\/td>\n6<\/td>\n-0.0450 %<\/td>\n4,412.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0450 %<\/td>\n3,442.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-11.68 %<\/td>\n58,313<\/td>\n0.09<\/td>\n25<\/td>\n-0.1104 %<\/td>\n3,283.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.69 %<\/td>\n93,907<\/td>\n15.80<\/td>\n8<\/td>\n0.0301 %<\/td>\n3,957.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.04 %<\/td>\n3.48 %<\/td>\n137,191<\/td>\n18.28<\/td>\n40<\/td>\n0.1447 %<\/td>\n2,777.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n1.00 %<\/td>\n76,594<\/td>\n0.09<\/td>\n22<\/td>\n-0.0518 %<\/td>\n3,711.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.15 %<\/td>\n34,406<\/td>\n19.35<\/td>\n2<\/td>\n-0.5020 %<\/td>\n2,554.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.84 %<\/td>\n3.20 %<\/td>\n157,335<\/td>\n1.60<\/td>\n33<\/td>\n0.1253 %<\/td>\n2,748.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.64 %<\/td>\n102,245<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,901.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.43 %<\/td>\n122,180<\/td>\n18.18<\/td>\n20<\/td>\n0.1107 %<\/td>\n2,920.2<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.K<\/td>\nFloater<\/td>\n-5.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 22.32
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.90
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 24.40
\nEvaluated at bid price : 24.81
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 2.61 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 13.48
\nEvaluated at bid price : 13.48
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 15.76
\nEvaluated at bid price : 15.76
\nBid-YTW : 3.23 %<\/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
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n132,979<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.12
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n30,564<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 18.86
\nEvaluated at bid price : 18.86
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n18,671<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 23.71
\nEvaluated at bid price : 25.31
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n16,617<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n15,975<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : -20.76 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n13,561<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 2.26 %<\/td>\n<\/tr>\n
There were 2 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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.56 – 22.00
\nSpot Rate : 1.4400
\nAverage : 0.8179<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 25.55 – 27.00
\nSpot Rate : 1.4500
\nAverage : 0.8353<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.57 – 13.54
\nSpot Rate : 0.9700
\nAverage : 0.6142<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 12.57
\nEvaluated at bid price : 12.57
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.05 – 25.00
\nSpot Rate : 0.9500
\nAverage : 0.6258<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 22.88
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.80
\nSpot Rate : 0.8000
\nAverage : 0.5662<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 22.32
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.05 – 25.60
\nSpot Rate : 0.5500
\nAverage : 0.3196<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-26
\nMaturity Price : 23.67
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.50 %<\/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-42344","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42344","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=42344"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42344\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42344"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42344"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42344"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}