{"id":42501,"date":"2021-09-02T21:07:29","date_gmt":"2021-09-03T02:07:29","guid":{"rendered":"http:\/\/prefblog.com\/?p=42501"},"modified":"2021-09-02T21:07:29","modified_gmt":"2021-09-03T02:07:29","slug":"september-2-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42501","title":{"rendered":"September 2, 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>\n1.5356 %<\/td>\n2,588.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.5356 %<\/td>\n4,750.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.35 %<\/td>\n3.38 %<\/td>\n58,308<\/td>\n18.72<\/td>\n3<\/td>\n1.5356 %<\/td>\n2,737.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2048 %<\/td>\n3,685.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n3.92 %<\/td>\n26,082<\/td>\n3.77<\/td>\n7<\/td>\n-0.2048 %<\/td>\n4,401.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2048 %<\/td>\n3,434.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-19.46 %<\/td>\n56,988<\/td>\n0.09<\/td>\n25<\/td>\n-0.0628 %<\/td>\n3,332.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.65 %<\/td>\n2.33 %<\/td>\n72,139<\/td>\n0.08<\/td>\n8<\/td>\n-0.1037 %<\/td>\n4,010.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.94 %<\/td>\n3.35 %<\/td>\n116,740<\/td>\n18.14<\/td>\n40<\/td>\n-0.0371 %<\/td>\n2,849.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-8.26 %<\/td>\n80,663<\/td>\n0.09<\/td>\n22<\/td>\n0.0463 %<\/td>\n3,724.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.89 %<\/td>\n3.20 %<\/td>\n32,503<\/td>\n19.26<\/td>\n2<\/td>\n-1.1834 %<\/td>\n2,555.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.74 %<\/td>\n2.54 %<\/td>\n133,154<\/td>\n2.19<\/td>\n30<\/td>\n-0.1333 %<\/td>\n2,773.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0371 %<\/td>\n2,912.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.28 %<\/td>\n103,115<\/td>\n18.38<\/td>\n20<\/td>\n0.0065 %<\/td>\n2,944.8<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 16.27
\nEvaluated at bid price : 16.27
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.13
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 12.80
\nEvaluated at bid price : 12.80
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.38
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n4.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 12.80
\nEvaluated at bid price : 12.80
\nBid-YTW : 3.38 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n204,850<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n201,750<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n113,109<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 22.30
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n59,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.14
\nBid-YTW : -6.39 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n53,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n46,740<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.91
\nBid-YTW : 2.54 %<\/td>\n<\/tr>\n
There were 16 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.30 – 17.75
\nSpot Rate : 1.4500
\nAverage : 1.2474<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 20.73
\nSpot Rate : 0.5300
\nAverage : 0.3791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.70 – 26.20
\nSpot Rate : 0.5000
\nAverage : 0.3584<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.52 – 27.20
\nSpot Rate : 0.6800
\nAverage : 0.5676<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.13 – 23.55
\nSpot Rate : 0.4200
\nAverage : 0.3092<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.13
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.83 – 18.20
\nSpot Rate : 0.3700
\nAverage : 0.2632<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-02
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 3.72 %<\/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-42501","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42501","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=42501"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42501\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42501"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42501"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42501"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}