{"id":42497,"date":"2021-09-01T08:48:56","date_gmt":"2021-09-01T13:48:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=42497"},"modified":"2021-09-01T08:48:56","modified_gmt":"2021-09-01T13:48:56","slug":"august-31-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42497","title":{"rendered":"August 31, 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>\n0.7053 %<\/td>\n2,602.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7053 %<\/td>\n4,775.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.34 %<\/td>\n3.37 %<\/td>\n63,000<\/td>\n18.76<\/td>\n3<\/td>\n0.7053 %<\/td>\n2,752.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4038 %<\/td>\n3,680.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n3.95 %<\/td>\n27,266<\/td>\n3.78<\/td>\n7<\/td>\n-0.4038 %<\/td>\n4,395.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4038 %<\/td>\n3,429.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-22.56 %<\/td>\n53,955<\/td>\n0.09<\/td>\n25<\/td>\n0.2396 %<\/td>\n3,336.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n1.40 %<\/td>\n70,914<\/td>\n0.08<\/td>\n8<\/td>\n0.1881 %<\/td>\n4,012.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.93 %<\/td>\n3.33 %<\/td>\n125,963<\/td>\n18.16<\/td>\n40<\/td>\n0.0851 %<\/td>\n2,855.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-7.89 %<\/td>\n75,627<\/td>\n0.09<\/td>\n22<\/td>\n-0.1361 %<\/td>\n3,746.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.10 %<\/td>\n34,353<\/td>\n19.50<\/td>\n2<\/td>\n0.6862 %<\/td>\n2,600.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.73 %<\/td>\n2.27 %<\/td>\n133,170<\/td>\n1.59<\/td>\n30<\/td>\n-0.0793 %<\/td>\n2,779.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0851 %<\/td>\n2,919.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.22 %<\/td>\n99,868<\/td>\n18.35<\/td>\n20<\/td>\n0.0449 %<\/td>\n2,961.6<\/td>\n<\/tr>\n<\/table>\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
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-6.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-5.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-3.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 14.57
\nEvaluated at bid price : 14.57
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.59
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.80
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n11.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.43 %<\/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
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n108,550<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : -18.99 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n58,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n42,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n31,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n29,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 16.78
\nEvaluated at bid price : 16.78
\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n24,895<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.70
\nBid-YTW : 2.57 %<\/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
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.70
\nSpot Rate : 1.6000
\nAverage : 1.0344<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nInsurance Straight<\/td>\nQuote: 26.10 – 27.10
\nSpot Rate : 1.0000
\nAverage : 0.5687<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : -32.29 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 23.90 – 25.30
\nSpot Rate : 1.4000
\nAverage : 1.0025<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.37 – 21.57
\nSpot Rate : 1.2000
\nAverage : 0.9975<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 25.76 – 26.34
\nSpot Rate : 0.5800
\nAverage : 0.4676<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.57 – 14.95
\nSpot Rate : 0.3800
\nAverage : 0.2708<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-08-31
\nMaturity Price : 14.57
\nEvaluated at bid price : 14.57
\nBid-YTW : 3.92 %<\/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-42497","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42497","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=42497"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42497\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42497"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42497"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42497"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}