{"id":42351,"date":"2021-07-29T23:36:33","date_gmt":"2021-07-30T04:36:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=42351"},"modified":"2021-07-29T23:36:33","modified_gmt":"2021-07-30T04:36:33","slug":"july-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42351","title":{"rendered":"July 29, 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>\n0.0000 %<\/td>\n2,676.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,911.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.27 %<\/td>\n103,802<\/td>\n19.05<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,830.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0966 %<\/td>\n3,698.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.90 %<\/td>\n32,690<\/td>\n3.31<\/td>\n6<\/td>\n0.0966 %<\/td>\n4,416.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0966 %<\/td>\n3,445.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-13.87 %<\/td>\n58,162<\/td>\n0.09<\/td>\n25<\/td>\n0.0763 %<\/td>\n3,285.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.68 %<\/td>\n95,185<\/td>\n15.83<\/td>\n8<\/td>\n0.1449 %<\/td>\n3,974.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.99 %<\/td>\n3.45 %<\/td>\n129,860<\/td>\n18.33<\/td>\n40<\/td>\n0.5859 %<\/td>\n2,815.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n1.05 %<\/td>\n73,754<\/td>\n0.09<\/td>\n22<\/td>\n0.0392 %<\/td>\n3,717.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.08 %<\/td>\n35,600<\/td>\n19.53<\/td>\n2<\/td>\n0.9776 %<\/td>\n2,579.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.80 %<\/td>\n2.86 %<\/td>\n149,737<\/td>\n1.59<\/td>\n32<\/td>\n0.2015 %<\/td>\n2,761.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.51 %<\/td>\n119,823<\/td>\n0.16<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,903.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.34 %<\/td>\n115,952<\/td>\n18.20<\/td>\n20<\/td>\n0.4342 %<\/td>\n2,944.4<\/td>\n<\/tr>\n<\/table>\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
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.84
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 1.89 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-28
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.33
\nBid-YTW : -14.16 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.46
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 17.23
\nEvaluated at bid price : 17.23
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.44
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.94
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 16.62
\nEvaluated at bid price : 16.62
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.37
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 3.41 %<\/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.PR.R<\/td>\nFixedReset Disc<\/td>\n101,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n74,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 1.51 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n53,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 1.78 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n46,398<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 1.08 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n45,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n43,101<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 2.23 %<\/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
TD.PF.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.55 – 25.90
\nSpot Rate : 0.3500
\nAverage : 0.2318<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.70 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 24.37 – 24.80
\nSpot Rate : 0.4300
\nAverage : 0.3217<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.45 – 25.75
\nSpot Rate : 0.3000
\nAverage : 0.2046<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.48 – 23.80
\nSpot Rate : 0.3200
\nAverage : 0.2305<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.48
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 26.06 – 26.33
\nSpot Rate : 0.2700
\nAverage : 0.1835<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.68 – 23.97
\nSpot Rate : 0.2900
\nAverage : 0.2108<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-07-29
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.68
\nBid-YTW : 3.27 %<\/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-42351","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42351","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=42351"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42351\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42351"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42351"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42351"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}