{"id":42518,"date":"2021-09-10T10:47:11","date_gmt":"2021-09-10T15:47:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=42518"},"modified":"2021-09-10T10:47:11","modified_gmt":"2021-09-10T15:47:11","slug":"september-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42518","title":{"rendered":"September 7, 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>\n0.5032 %<\/td>\n2,561.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5032 %<\/td>\n4,701.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.39 %<\/td>\n3.43 %<\/td>\n62,776<\/td>\n18.61<\/td>\n3<\/td>\n0.5032 %<\/td>\n2,709.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0111 %<\/td>\n3,693.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n3.77 %<\/td>\n29,383<\/td>\n3.24<\/td>\n7<\/td>\n-0.0111 %<\/td>\n4,410.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0111 %<\/td>\n3,441.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-19.54 %<\/td>\n55,935<\/td>\n0.09<\/td>\n25<\/td>\n-0.0659 %<\/td>\n3,331.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.64 %<\/td>\n2.95 %<\/td>\n75,015<\/td>\n0.08<\/td>\n8<\/td>\n0.0741 %<\/td>\n4,017.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.95 %<\/td>\n3.35 %<\/td>\n115,380<\/td>\n18.08<\/td>\n40<\/td>\n-0.1453 %<\/td>\n2,844.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n-8.48 %<\/td>\n81,930<\/td>\n0.09<\/td>\n22<\/td>\n-0.2412 %<\/td>\n3,728.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.17 %<\/td>\n31,073<\/td>\n19.34<\/td>\n2<\/td>\n-0.0629 %<\/td>\n2,558.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n2.73 %<\/td>\n132,289<\/td>\n2.18<\/td>\n30<\/td>\n-0.1528 %<\/td>\n2,767.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1453 %<\/td>\n2,907.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.29 %<\/td>\n102,216<\/td>\n18.30<\/td>\n20<\/td>\n0.0086 %<\/td>\n2,942.4<\/td>\n<\/tr>\n<\/table>\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
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-5.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.46
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.66
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n5.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.30 %<\/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.G<\/td>\nInsurance Straight<\/td>\n32,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : -18.19 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n28,225<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.73
\nEvaluated at bid price : 25.58
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n21,570<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.60
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n17,940<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n16,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-07
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.30
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n15,768<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 1.76 %<\/td>\n<\/tr>\n
There were 8 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
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.20 – 28.91
\nSpot Rate : 2.7100
\nAverage : 1.6037<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : -37.03 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 23.90 – 25.28
\nSpot Rate : 1.3800
\nAverage : 1.0546<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.56 – 16.25
\nSpot Rate : 0.6900
\nAverage : 0.4218<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Prem<\/td>\nQuote: 26.45 – 27.03
\nSpot Rate : 0.5800
\nAverage : 0.3923<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.10
\nSpot Rate : 1.0000
\nAverage : 0.8283<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 23.60 – 24.10
\nSpot Rate : 0.5000
\nAverage : 0.3332<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-07
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.60
\nBid-YTW : 3.27 %<\/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-42518","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42518","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=42518"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42518\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42518"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42518"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42518"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}