{"id":42525,"date":"2021-09-11T18:58:09","date_gmt":"2021-09-11T23:58:09","guid":{"rendered":"http:\/\/prefblog.com\/?p=42525"},"modified":"2021-09-11T18:58:09","modified_gmt":"2021-09-11T23:58:09","slug":"september-10-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42525","title":{"rendered":"September 10, 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>\n1.5525 %<\/td>\n2,561.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.5525 %<\/td>\n4,699.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.39 %<\/td>\n3.43 %<\/td>\n58,570<\/td>\n18.60<\/td>\n3<\/td>\n1.5525 %<\/td>\n2,708.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0387 %<\/td>\n3,694.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n3.57 %<\/td>\n32,168<\/td>\n3.23<\/td>\n7<\/td>\n-0.0387 %<\/td>\n4,412.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0387 %<\/td>\n3,442.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-19.52 %<\/td>\n54,402<\/td>\n0.09<\/td>\n25<\/td>\n0.0369 %<\/td>\n3,328.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61 %<\/td>\n-8.04 %<\/td>\n75,355<\/td>\n0.08<\/td>\n8<\/td>\n0.0834 %<\/td>\n4,043.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.95 %<\/td>\n3.40 %<\/td>\n120,964<\/td>\n18.23<\/td>\n40<\/td>\n0.1745 %<\/td>\n2,840.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-12.61 %<\/td>\n83,730<\/td>\n0.09<\/td>\n22<\/td>\n0.1117 %<\/td>\n3,744.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.08 %<\/td>\n28,283<\/td>\n19.55<\/td>\n2<\/td>\n0.2188 %<\/td>\n2,583.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n2.86 %<\/td>\n139,370<\/td>\n2.18<\/td>\n30<\/td>\n0.0193 %<\/td>\n2,763.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1745 %<\/td>\n2,903.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.27 %<\/td>\n105,269<\/td>\n18.27<\/td>\n20<\/td>\n-0.1265 %<\/td>\n2,950.0<\/td>\n<\/tr>\n<\/table>\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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 18.23
\nEvaluated at bid price : 18.23
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 20.74
\nEvaluated at bid price : 20.74
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 12.69
\nEvaluated at bid price : 12.69
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.60
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 12.64
\nEvaluated at bid price : 12.64
\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
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n32,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : -27.76 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 23.80
\nEvaluated at bid price : 25.08
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n23,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n22,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 2.28 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n20,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
There were 11 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
SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.21 – 26.21
\nSpot Rate : 1.0000
\nAverage : 0.6582<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : -8.50 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 22.75
\nSpot Rate : 1.0500
\nAverage : 0.7688<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 24.45 – 25.00
\nSpot Rate : 0.5500
\nAverage : 0.3674<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-10
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.85 – 26.40
\nSpot Rate : 0.5500
\nAverage : 0.3821<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.85
\nBid-YTW : -5.44 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 25.10 – 25.50
\nSpot Rate : 0.4000
\nAverage : 0.2762<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.96 – 26.37
\nSpot Rate : 0.4100
\nAverage : 0.2962<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.96
\nBid-YTW : -29.87 %<\/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-42525","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42525","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=42525"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42525\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42525"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42525"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42525"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}