{"id":42469,"date":"2021-08-16T21:39:54","date_gmt":"2021-08-17T02:39:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=42469"},"modified":"2021-08-16T21:39:54","modified_gmt":"2021-08-17T02:39:54","slug":"august-16-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42469","title":{"rendered":"August 16, 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-0.2030 %<\/td>\n2,655.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2030 %<\/td>\n4,871.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.27 %<\/td>\n3.29 %<\/td>\n75,049<\/td>\n18.97<\/td>\n3<\/td>\n-0.2030 %<\/td>\n2,807.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,708.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n3.96 %<\/td>\n28,679<\/td>\n3.78<\/td>\n7<\/td>\n0.0386 %<\/td>\n4,429.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0386 %<\/td>\n3,455.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-16.90 %<\/td>\n53,576<\/td>\n0.09<\/td>\n25<\/td>\n0.1530 %<\/td>\n3,313.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.67 %<\/td>\n4.22 %<\/td>\n84,224<\/td>\n1.02<\/td>\n8<\/td>\n-0.0149 %<\/td>\n3,987.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.98 %<\/td>\n3.49 %<\/td>\n116,276<\/td>\n18.21<\/td>\n40<\/td>\n0.3679 %<\/td>\n2,818.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-3.70 %<\/td>\n70,321<\/td>\n0.09<\/td>\n22<\/td>\n0.0159 %<\/td>\n3,741.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.27 %<\/td>\n36,418<\/td>\n19.03<\/td>\n2<\/td>\n-1.7359 %<\/td>\n2,553.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.81 %<\/td>\n2.92 %<\/td>\n134,982<\/td>\n2.21<\/td>\n32<\/td>\n0.1641 %<\/td>\n2,756.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.77 %<\/td>\n110,439<\/td>\n0.11<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.29 %<\/td>\n114,786<\/td>\n18.25<\/td>\n20<\/td>\n-0.2502 %<\/td>\n2,954.2<\/td>\n<\/tr>\n<\/table>\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.F<\/td>\nFloatingReset<\/td>\n-4.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 23.38
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 23.78
\nEvaluated at bid price : 25.22
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 2.52 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.85 %<\/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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n369,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n111,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.24 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n101,425<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 1.90 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n38,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n30,570<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -0.47 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n28,595<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.35 %<\/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: 26.56 – 29.07
\nSpot Rate : 2.5100
\nAverage : 1.5414<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.05 – 17.10
\nSpot Rate : 1.0500
\nAverage : 0.6514<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.10 – 28.00
\nSpot Rate : 0.9000
\nAverage : 0.6168<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.10
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.40 – 27.40
\nSpot Rate : 1.0000
\nAverage : 0.7732<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.40
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 23.61
\nSpot Rate : 0.5100
\nAverage : 0.3479<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-16
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 25.10 – 25.60
\nSpot Rate : 0.5000
\nAverage : 0.3482<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : -5.41 %<\/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-42469","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42469","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=42469"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42469\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42469"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42469"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42469"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}