{"id":42380,"date":"2021-08-06T17:41:51","date_gmt":"2021-08-06T22:41:51","guid":{"rendered":"http:\/\/prefblog.com\/?p=42380"},"modified":"2021-08-06T17:41:51","modified_gmt":"2021-08-06T22:41:51","slug":"august-6-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42380","title":{"rendered":"August 6, 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>\n0.3533 %<\/td>\n2,684.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3533 %<\/td>\n4,926.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.26 %<\/td>\n88,774<\/td>\n19.06<\/td>\n3<\/td>\n0.3533 %<\/td>\n2,839.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,706.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n3.99 %<\/td>\n31,186<\/td>\n3.80<\/td>\n7<\/td>\n0.0386 %<\/td>\n4,426.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,453.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.18 %<\/td>\n-14.33 %<\/td>\n58,869<\/td>\n0.09<\/td>\n25<\/td>\n0.0574 %<\/td>\n3,293.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.79 %<\/td>\n86,583<\/td>\n1.11<\/td>\n8<\/td>\n-0.0350 %<\/td>\n3,965.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.02 %<\/td>\n3.42 %<\/td>\n126,185<\/td>\n18.37<\/td>\n40<\/td>\n-0.1146 %<\/td>\n2,794.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n0.45 %<\/td>\n69,971<\/td>\n0.09<\/td>\n22<\/td>\n0.0303 %<\/td>\n3,723.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.11 %<\/td>\n35,332<\/td>\n19.43<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,589.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n3.09 %<\/td>\n142,107<\/td>\n1.57<\/td>\n32<\/td>\n0.0681 %<\/td>\n2,750.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.71 %<\/td>\n121,073<\/td>\n0.13<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.26 %<\/td>\n118,831<\/td>\n18.33<\/td>\n20<\/td>\n0.0688 %<\/td>\n2,946.7<\/td>\n<\/tr>\n<\/table>\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.PF.B<\/td>\nFixedReset Disc<\/td>\n-4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.79
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.17 %<\/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
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n76,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n24,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -3.92 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n20,830<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.91 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n18,501<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n13,781<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n13,604<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 24.80
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
There were 6 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.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.00 – 23.18
\nSpot Rate : 1.1800
\nAverage : 0.6726<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.60 – 22.20
\nSpot Rate : 0.6000
\nAverage : 0.4591<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.66 – 27.16
\nSpot Rate : 0.5000
\nAverage : 0.3681<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.66
\nBid-YTW : 2.79 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.45 – 15.90
\nSpot Rate : 0.4500
\nAverage : 0.3395<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 26.17 – 26.72
\nSpot Rate : 0.5500
\nAverage : 0.4445<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 19.65 – 20.15
\nSpot Rate : 0.5000
\nAverage : 0.4002<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-06
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 3.98 %<\/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-42380","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42380","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=42380"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42380\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42380"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42380"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42380"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}