{"id":42452,"date":"2021-08-13T10:24:08","date_gmt":"2021-08-13T15:24:08","guid":{"rendered":"http:\/\/prefblog.com\/?p=42452"},"modified":"2021-08-13T10:24:08","modified_gmt":"2021-08-13T15:24:08","slug":"august-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42452","title":{"rendered":"August 12, 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-0.5558 %<\/td>\n2,657.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5558 %<\/td>\n4,875.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.27 %<\/td>\n3.30 %<\/td>\n80,624<\/td>\n18.96<\/td>\n3<\/td>\n-0.5558 %<\/td>\n2,809.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0939 %<\/td>\n3,706.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n4.06 %<\/td>\n27,495<\/td>\n3.78<\/td>\n7<\/td>\n0.0939 %<\/td>\n4,425.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0939 %<\/td>\n3,453.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.16 %<\/td>\n-14.55 %<\/td>\n54,860<\/td>\n0.09<\/td>\n25<\/td>\n0.1812 %<\/td>\n3,305.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.67 %<\/td>\n4.14 %<\/td>\n85,111<\/td>\n0.79<\/td>\n8<\/td>\n0.2293 %<\/td>\n3,987.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n3.53 %<\/td>\n121,885<\/td>\n18.17<\/td>\n40<\/td>\n0.5241 %<\/td>\n2,805.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-1.57 %<\/td>\n71,434<\/td>\n0.09<\/td>\n22<\/td>\n0.0835 %<\/td>\n3,734.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n3.11 %<\/td>\n35,422<\/td>\n19.43<\/td>\n2<\/td>\n-0.1236 %<\/td>\n2,602.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n3.17 %<\/td>\n135,169<\/td>\n1.55<\/td>\n32<\/td>\n-0.0049 %<\/td>\n2,751.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.60 %<\/td>\n116,238<\/td>\n0.12<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.41 %<\/td>\n117,065<\/td>\n18.03<\/td>\n20<\/td>\n0.1029 %<\/td>\n2,957.8<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 13.16
\nEvaluated at bid price : 13.16
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.03
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n11.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 3.52 %<\/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.H<\/td>\nFixedReset Ins Non<\/td>\n175,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n51,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 23.60
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n43,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 23.79
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n30,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 23.81
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n29,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n29,076<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 2.65 %<\/td>\n<\/tr>\n
There were 12 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.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.15 – 26.88
\nSpot Rate : 0.7300
\nAverage : 0.4746<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.17 – 21.50
\nSpot Rate : 1.3300
\nAverage : 1.1356<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.51 – 27.16
\nSpot Rate : 0.6500
\nAverage : 0.5109<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.48 – 15.00
\nSpot Rate : 0.5200
\nAverage : 0.3931<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.90 – 26.24
\nSpot Rate : 0.3400
\nAverage : 0.2201<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-11
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : -29.81 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.15 – 18.00
\nSpot Rate : 0.8500
\nAverage : 0.7340<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-12
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.97 %<\/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-42452","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42452","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=42452"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42452\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42452"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42452"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42452"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}