{"id":42523,"date":"2021-09-10T10:50:11","date_gmt":"2021-09-10T15:50:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=42523"},"modified":"2021-09-10T10:50:11","modified_gmt":"2021-09-10T15:50:11","slug":"september-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42523","title":{"rendered":"September 9, 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-0.7703 %<\/td>\n2,522.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7703 %<\/td>\n4,627.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.46 %<\/td>\n59,454<\/td>\n18.52<\/td>\n3<\/td>\n-0.7703 %<\/td>\n2,667.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0332 %<\/td>\n3,696.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n3.61 %<\/td>\n29,785<\/td>\n3.23<\/td>\n7<\/td>\n0.0332 %<\/td>\n4,413.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0332 %<\/td>\n3,443.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-19.23 %<\/td>\n56,377<\/td>\n0.09<\/td>\n25<\/td>\n-0.0031 %<\/td>\n3,327.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61 %<\/td>\n-5.34 %<\/td>\n77,900<\/td>\n0.08<\/td>\n8<\/td>\n0.4190 %<\/td>\n4,039.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.96 %<\/td>\n3.41 %<\/td>\n121,904<\/td>\n18.23<\/td>\n40<\/td>\n-0.2212 %<\/td>\n2,835.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-11.25 %<\/td>\n82,029<\/td>\n0.09<\/td>\n22<\/td>\n-0.0779 %<\/td>\n3,739.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.13 %<\/td>\n29,440<\/td>\n19.43<\/td>\n2<\/td>\n0.3764 %<\/td>\n2,577.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n2.87 %<\/td>\n139,765<\/td>\n2.18<\/td>\n30<\/td>\n-0.0361 %<\/td>\n2,763.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2212 %<\/td>\n2,898.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.28 %<\/td>\n106,188<\/td>\n18.32<\/td>\n20<\/td>\n0.2385 %<\/td>\n2,953.7<\/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
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.59
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.72
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 23.74
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : -10.36 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 14.69
\nEvaluated at bid price : 14.69
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 3.22 %<\/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
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n247,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : -10.36 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n167,980<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 1.55 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n151,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n92,664<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 2.46 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n90,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 24.48
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n56,413<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.63
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
There were 26 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
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 24.20 – 24.99
\nSpot Rate : 0.7900
\nAverage : 0.4929<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.59 – 27.35
\nSpot Rate : 0.7600
\nAverage : 0.5857<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.59
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.04 – 18.65
\nSpot Rate : 0.6100
\nAverage : 0.4473<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.25 – 21.95
\nSpot Rate : 0.7000
\nAverage : 0.5455<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-09
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.72 – 28.48
\nSpot Rate : 0.7600
\nAverage : 0.6161<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.72
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 25.68 – 26.10
\nSpot Rate : 0.4200
\nAverage : 0.2815<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 4.17 %<\/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-42523","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42523","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=42523"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42523\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42523"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42523"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42523"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}