{"id":42372,"date":"2021-08-03T22:28:47","date_gmt":"2021-08-04T03:28:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=42372"},"modified":"2021-08-03T22:28:47","modified_gmt":"2021-08-04T03:28:47","slug":"august-3-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42372","title":{"rendered":"August 3, 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>\n0.1759 %<\/td>\n2,691.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1759 %<\/td>\n4,938.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.26 %<\/td>\n99,920<\/td>\n19.08<\/td>\n3<\/td>\n0.1759 %<\/td>\n2,846.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0553 %<\/td>\n3,700.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n3.98 %<\/td>\n30,954<\/td>\n3.81<\/td>\n7<\/td>\n0.0553 %<\/td>\n4,418.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0553 %<\/td>\n3,447.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-14.45 %<\/td>\n60,402<\/td>\n0.09<\/td>\n25<\/td>\n0.0607 %<\/td>\n3,287.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.69 %<\/td>\n91,288<\/td>\n15.82<\/td>\n8<\/td>\n-0.0798 %<\/td>\n3,970.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n3.44 %<\/td>\n134,394<\/td>\n18.39<\/td>\n40<\/td>\n-0.0975 %<\/td>\n2,807.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n1.36 %<\/td>\n73,992<\/td>\n0.09<\/td>\n22<\/td>\n-0.0303 %<\/td>\n3,714.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.08 %<\/td>\n34,508<\/td>\n19.51<\/td>\n2<\/td>\n0.4386 %<\/td>\n2,582.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n3.00 %<\/td>\n147,248<\/td>\n1.58<\/td>\n32<\/td>\n-0.1212 %<\/td>\n2,754.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.33 %<\/td>\n128,521<\/td>\n0.14<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.25 %<\/td>\n120,780<\/td>\n18.29<\/td>\n20<\/td>\n-0.0688 %<\/td>\n2,943.6<\/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.Z<\/td>\nFixedReset Disc<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.81
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 14.96
\nEvaluated at bid price : 14.96
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.59
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.52
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.62
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n9.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 3.81 %<\/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.X<\/td>\nFixedReset Disc<\/td>\n228,136<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 17.18
\nEvaluated at bid price : 17.18
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n64,958<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n53,357<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n36,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n35,433<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : -19.45 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n30,605<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 1.96 %<\/td>\n<\/tr>\n
There were 22 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.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 23.81 – 24.72
\nSpot Rate : 0.9100
\nAverage : 0.5297<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.81
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.00 – 27.00
\nSpot Rate : 1.0000
\nAverage : 0.7099<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.18 – 17.90
\nSpot Rate : 0.7200
\nAverage : 0.5322<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 17.18
\nEvaluated at bid price : 17.18
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 22.25 – 23.29
\nSpot Rate : 1.0400
\nAverage : 0.8544<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 24.14 – 24.46
\nSpot Rate : 0.3200
\nAverage : 0.1902<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 22.89
\nEvaluated at bid price : 24.14
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.59 – 24.00
\nSpot Rate : 0.4100
\nAverage : 0.2840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.59
\nBid-YTW : 3.38 %<\/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-42372","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42372","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=42372"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42372\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42372"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42372"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42372"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}