{"id":42442,"date":"2021-08-10T21:25:54","date_gmt":"2021-08-11T02:25:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=42442"},"modified":"2021-08-10T21:25:54","modified_gmt":"2021-08-11T02:25:54","slug":"august-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42442","title":{"rendered":"August 9, 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-0.0251 %<\/td>\n2,684.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0251 %<\/td>\n4,925.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.24 %<\/td>\n3.26 %<\/td>\n85,574<\/td>\n19.06<\/td>\n3<\/td>\n-0.0251 %<\/td>\n2,838.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0552 %<\/td>\n3,704.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n4.05 %<\/td>\n29,954<\/td>\n3.79<\/td>\n7<\/td>\n-0.0552 %<\/td>\n4,424.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0552 %<\/td>\n3,452.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.17 %<\/td>\n-14.28 %<\/td>\n58,299<\/td>\n0.09<\/td>\n25<\/td>\n0.0341 %<\/td>\n3,295.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.65 %<\/td>\n87,351<\/td>\n1.10<\/td>\n8<\/td>\n0.3151 %<\/td>\n3,977.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.07 %<\/td>\n3.53 %<\/td>\n125,401<\/td>\n18.12<\/td>\n40<\/td>\n-1.3229 %<\/td>\n2,757.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n0.95 %<\/td>\n68,336<\/td>\n0.09<\/td>\n22<\/td>\n0.0196 %<\/td>\n3,724.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.81 %<\/td>\n3.11 %<\/td>\n35,992<\/td>\n19.43<\/td>\n2<\/td>\n0.9953 %<\/td>\n2,615.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n3.07 %<\/td>\n141,463<\/td>\n1.56<\/td>\n32<\/td>\n-0.0717 %<\/td>\n2,748.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.50 %<\/td>\n125,459<\/td>\n0.13<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.41 %<\/td>\n117,844<\/td>\n18.03<\/td>\n20<\/td>\n0.0473 %<\/td>\n2,948.1<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-46.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 12.59
\nEvaluated at bid price : 12.59
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 20.58
\nEvaluated at bid price : 20.58
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-08
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.40
\nBid-YTW : -6.08 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 15.62
\nEvaluated at bid price : 15.62
\nBid-YTW : 2.53 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.02
\nBid-YTW : 3.98 %<\/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
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n37,353<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n26,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 1.85 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n23,202<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 23.77
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n21,148<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 2.09 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n17,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -4.80 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n16,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
There were 9 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 12.59 – 23.75
\nSpot Rate : 11.1600
\nAverage : 5.8909<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 12.59
\nEvaluated at bid price : 12.59
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.35 – 16.91
\nSpot Rate : 1.5600
\nAverage : 1.0007<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.10 – 27.10
\nSpot Rate : 1.0000
\nAverage : 0.7729<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.17 – 17.90
\nSpot Rate : 0.7300
\nAverage : 0.5062<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.35 – 23.75
\nSpot Rate : 0.4000
\nAverage : 0.2661<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.35
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.58 – 15.00
\nSpot Rate : 0.4200
\nAverage : 0.2878<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-09
\nMaturity Price : 14.58
\nEvaluated at bid price : 14.58
\nBid-YTW : 4.01 %<\/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-42442","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42442","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=42442"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42442\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42442"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42442"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42442"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}