{"id":42472,"date":"2021-08-18T09:27:22","date_gmt":"2021-08-18T14:27:22","guid":{"rendered":"http:\/\/prefblog.com\/?p=42472"},"modified":"2021-08-18T09:27:22","modified_gmt":"2021-08-18T14:27:22","slug":"august-17-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42472","title":{"rendered":"August 17, 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-0.8899 %<\/td>\n2,631.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8899 %<\/td>\n4,828.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.30 %<\/td>\n3.33 %<\/td>\n74,399<\/td>\n18.88<\/td>\n3<\/td>\n-0.8899 %<\/td>\n2,782.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0220 %<\/td>\n3,708.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n3.97 %<\/td>\n28,660<\/td>\n3.77<\/td>\n7<\/td>\n-0.0220 %<\/td>\n4,428.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0220 %<\/td>\n3,455.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-18.42 %<\/td>\n52,858<\/td>\n0.09<\/td>\n25<\/td>\n-0.0216 %<\/td>\n3,312.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.68 %<\/td>\n4.56 %<\/td>\n81,401<\/td>\n1.08<\/td>\n8<\/td>\n-0.0547 %<\/td>\n3,985.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.98 %<\/td>\n3.47 %<\/td>\n116,006<\/td>\n18.20<\/td>\n40<\/td>\n-0.0397 %<\/td>\n2,817.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-2.08 %<\/td>\n69,612<\/td>\n0.08<\/td>\n22<\/td>\n0.0248 %<\/td>\n3,742.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.20 %<\/td>\n34,972<\/td>\n19.20<\/td>\n2<\/td>\n0.4732 %<\/td>\n2,565.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.79 %<\/td>\n2.93 %<\/td>\n137,407<\/td>\n1.54<\/td>\n31<\/td>\n0.0461 %<\/td>\n2,757.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.81 %<\/td>\n1.82 %<\/td>\n109,081<\/td>\n0.10<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,890.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.28 %<\/td>\n113,134<\/td>\n18.24<\/td>\n20<\/td>\n0.0300 %<\/td>\n2,955.0<\/td>\n<\/tr>\n<\/table>\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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.12
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 15.45
\nEvaluated at bid price : 15.45
\nBid-YTW : 2.56 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 3.20 %<\/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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n67,702<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 1.26 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n34,645<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.88
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n28,405<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 23.62
\nEvaluated at bid price : 25.45
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n23,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 2.59 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n22,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n19,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.17 %<\/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.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.56 – 29.36
\nSpot Rate : 2.8000
\nAverage : 2.1996<\/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 : 3.27 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.12 – 24.74
\nSpot Rate : 0.6200
\nAverage : 0.3920<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.12
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 12.99 – 13.44
\nSpot Rate : 0.4500
\nAverage : 0.3022<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.10 – 28.00
\nSpot Rate : 0.9000
\nAverage : 0.7649<\/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

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.88 – 25.20
\nSpot Rate : 0.3200
\nAverage : 0.2001<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-17
\nMaturity Price : 24.62
\nEvaluated at bid price : 24.88
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 26.00
\nSpot Rate : 0.5000
\nAverage : 0.3837<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -12.41 %<\/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-42472","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42472","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=42472"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42472\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42472"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42472"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42472"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}