{"id":42444,"date":"2021-08-10T21:26:28","date_gmt":"2021-08-11T02:26:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=42444"},"modified":"2021-08-10T21:26:28","modified_gmt":"2021-08-11T02:26:28","slug":"august-10-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42444","title":{"rendered":"August 10, 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-1.8109 %<\/td>\n2,635.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.8109 %<\/td>\n4,836.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.29 %<\/td>\n3.32 %<\/td>\n86,993<\/td>\n18.90<\/td>\n3<\/td>\n-1.8109 %<\/td>\n2,787.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1104 %<\/td>\n3,708.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n4.05 %<\/td>\n28,771<\/td>\n3.79<\/td>\n7<\/td>\n0.1104 %<\/td>\n4,429.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1104 %<\/td>\n3,455.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.17 %<\/td>\n-13.75 %<\/td>\n56,097<\/td>\n0.09<\/td>\n25<\/td>\n0.0682 %<\/td>\n3,297.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.70 %<\/td>\n86,219<\/td>\n1.10<\/td>\n8<\/td>\n-0.0698 %<\/td>\n3,974.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.01 %<\/td>\n3.57 %<\/td>\n125,638<\/td>\n18.14<\/td>\n40<\/td>\n1.3982 %<\/td>\n2,796.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n1.14 %<\/td>\n72,583<\/td>\n0.09<\/td>\n22<\/td>\n0.0285 %<\/td>\n3,725.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n3.10 %<\/td>\n36,414<\/td>\n19.45<\/td>\n2<\/td>\n-0.3696 %<\/td>\n2,605.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n3.27 %<\/td>\n139,572<\/td>\n1.56<\/td>\n32<\/td>\n-0.0280 %<\/td>\n2,747.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.53 %<\/td>\n120,593<\/td>\n0.12<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.41 %<\/td>\n115,998<\/td>\n18.03<\/td>\n20<\/td>\n0.1224 %<\/td>\n2,951.7<\/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
BAM.PR.C<\/td>\nFloater<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 12.88
\nEvaluated at bid price : 12.88
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 13.16
\nEvaluated at bid price : 13.16
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.81
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 2.56 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 15.66
\nEvaluated at bid price : 15.66
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 17.36
\nEvaluated at bid price : 17.36
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n7.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n85.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.30
\nBid-YTW : 4.01 %<\/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
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n58,837<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 1.81 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n50,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n40,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n40,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n19,538<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.57
\nBid-YTW : -14.64 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n18,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.54 %<\/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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.45 – 28.85
\nSpot Rate : 2.4000
\nAverage : 1.6239<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 23.81 – 24.68
\nSpot Rate : 0.8700
\nAverage : 0.6649<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.81
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.75 – 22.35
\nSpot Rate : 0.6000
\nAverage : 0.4307<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.75
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.40 – 25.90
\nSpot Rate : 0.5000
\nAverage : 0.3313<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 25.05 – 25.49
\nSpot Rate : 0.4400
\nAverage : 0.2750<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-10
\nMaturity Price : 24.83
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.24 – 25.63
\nSpot Rate : 0.3900
\nAverage : 0.2398<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 3.60 %<\/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-42444","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42444","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=42444"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42444\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42444"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42444"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42444"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}