{"id":42456,"date":"2021-08-13T20:26:14","date_gmt":"2021-08-14T01:26:14","guid":{"rendered":"http:\/\/prefblog.com\/?p=42456"},"modified":"2021-08-13T20:26:14","modified_gmt":"2021-08-14T01:26:14","slug":"august-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42456","title":{"rendered":"August 13, 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>\n0.1270 %<\/td>\n2,660.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1270 %<\/td>\n4,881.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.26 %<\/td>\n3.29 %<\/td>\n77,481<\/td>\n18.97<\/td>\n3<\/td>\n0.1270 %<\/td>\n2,813.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,707.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n3.96 %<\/td>\n26,555<\/td>\n3.78<\/td>\n7<\/td>\n0.0386 %<\/td>\n4,427.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,454.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-14.82 %<\/td>\n55,531<\/td>\n0.09<\/td>\n25<\/td>\n0.0773 %<\/td>\n3,307.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.67 %<\/td>\n3.52 %<\/td>\n84,635<\/td>\n1.03<\/td>\n8<\/td>\n0.0199 %<\/td>\n3,988.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n3.50 %<\/td>\n120,112<\/td>\n18.18<\/td>\n40<\/td>\n0.1165 %<\/td>\n2,808.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-1.77 %<\/td>\n73,109<\/td>\n0.09<\/td>\n22<\/td>\n0.1704 %<\/td>\n3,741.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.83 %<\/td>\n3.11 %<\/td>\n34,106<\/td>\n19.42<\/td>\n2<\/td>\n-0.1548 %<\/td>\n2,598.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.82 %<\/td>\n2.92 %<\/td>\n135,788<\/td>\n2.22<\/td>\n32<\/td>\n0.0109 %<\/td>\n2,751.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.64 %<\/td>\n114,991<\/td>\n0.11<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.30 %<\/td>\n119,349<\/td>\n18.11<\/td>\n20<\/td>\n0.1285 %<\/td>\n2,961.6<\/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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.72
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-12
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.60
\nBid-YTW : -35.26 %<\/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
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n29,683<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 23.79
\nEvaluated at bid price : 25.24
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n19,151<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n18,446<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 2.08 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n18,160<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.70
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n15,072<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 2.58 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n12,663<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
There were 5 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 25.00
\nSpot Rate : 2.0000
\nAverage : 1.0943<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.93 – 26.93
\nSpot Rate : 1.0000
\nAverage : 0.5660<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.93
\nBid-YTW : -30.85 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.40 – 21.24
\nSpot Rate : 0.8400
\nAverage : 0.5727<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 22.48
\nSpot Rate : 0.7800
\nAverage : 0.6026<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.92 – 27.40
\nSpot Rate : 0.4800
\nAverage : 0.3063<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.92
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.04 – 26.50
\nSpot Rate : 0.4600
\nAverage : 0.2916<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : -34.83 %<\/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-42456","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42456","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=42456"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42456\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42456"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42456"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42456"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}