{"id":42495,"date":"2021-08-30T21:49:15","date_gmt":"2021-08-31T02:49:15","guid":{"rendered":"http:\/\/prefblog.com\/?p=42495"},"modified":"2021-08-30T21:49:15","modified_gmt":"2021-08-31T02:49:15","slug":"august-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42495","title":{"rendered":"August 30, 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-0.8804 %<\/td>\n2,584.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8804 %<\/td>\n4,741.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.36 %<\/td>\n3.38 %<\/td>\n65,595<\/td>\n18.74<\/td>\n3<\/td>\n-0.8804 %<\/td>\n2,732.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2662 %<\/td>\n3,695.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n3.56 %<\/td>\n26,293<\/td>\n2.39<\/td>\n7<\/td>\n0.2662 %<\/td>\n4,413.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2662 %<\/td>\n3,443.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-23.55 %<\/td>\n54,359<\/td>\n0.09<\/td>\n25<\/td>\n-0.1579 %<\/td>\n3,328.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n2.72 %<\/td>\n73,812<\/td>\n0.08<\/td>\n8<\/td>\n0.1835 %<\/td>\n4,005.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.93 %<\/td>\n3.33 %<\/td>\n129,854<\/td>\n18.17<\/td>\n40<\/td>\n0.0185 %<\/td>\n2,853.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.85 %<\/td>\n-8.84 %<\/td>\n75,865<\/td>\n0.08<\/td>\n22<\/td>\n0.2462 %<\/td>\n3,751.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.13 %<\/td>\n31,787<\/td>\n19.44<\/td>\n2<\/td>\n-0.3419 %<\/td>\n2,582.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.72 %<\/td>\n2.15 %<\/td>\n136,843<\/td>\n1.59<\/td>\n30<\/td>\n-0.1010 %<\/td>\n2,781.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0185 %<\/td>\n2,916.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.22 %<\/td>\n99,039<\/td>\n18.34<\/td>\n20<\/td>\n0.1993 %<\/td>\n2,960.2<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.10
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.55
\nBid-YTW : 2.71 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 12.61
\nEvaluated at bid price : 12.61
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 2.22 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.35
\nBid-YTW : 1.61 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.91
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n5.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -11.90 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n8.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 3.17 %<\/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>\n211,090<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 0.59 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n99,220<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n55,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.09
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n54,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n37,383<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n31,508<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
There were 20 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
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.21 – 28.99
\nSpot Rate : 2.7800
\nAverage : 2.1796<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.21
\nBid-YTW : -14.86 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.10 – 28.45
\nSpot Rate : 1.3500
\nAverage : 0.9926<\/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 : 4.20 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.35 – 17.45
\nSpot Rate : 2.1000
\nAverage : 1.8311<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 22.80
\nSpot Rate : 0.7000
\nAverage : 0.5085<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.90 – 21.59
\nSpot Rate : 0.6900
\nAverage : 0.5267<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.15 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.43 – 23.96
\nSpot Rate : 0.5300
\nAverage : 0.3685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-30
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.43
\nBid-YTW : 3.22 %<\/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-42495","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42495","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=42495"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42495\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42495"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42495"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42495"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}