{"id":42536,"date":"2021-09-13T20:39:08","date_gmt":"2021-09-14T01:39:08","guid":{"rendered":"http:\/\/prefblog.com\/?p=42536"},"modified":"2021-09-13T20:39:08","modified_gmt":"2021-09-14T01:39:08","slug":"september-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42536","title":{"rendered":"September 13, 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>\n0.1845 %<\/td>\n2,566.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1845 %<\/td>\n4,708.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.38 %<\/td>\n3.41 %<\/td>\n56,471<\/td>\n18.63<\/td>\n3<\/td>\n0.1845 %<\/td>\n2,713.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0443 %<\/td>\n3,696.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n3.56 %<\/td>\n32,627<\/td>\n3.22<\/td>\n7<\/td>\n0.0443 %<\/td>\n4,414.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0443 %<\/td>\n3,444.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-18.62 %<\/td>\n53,579<\/td>\n0.09<\/td>\n25<\/td>\n0.0261 %<\/td>\n3,329.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.61 %<\/td>\n-4.20 %<\/td>\n72,416<\/td>\n0.08<\/td>\n8<\/td>\n-0.0883 %<\/td>\n4,039.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.95 %<\/td>\n3.39 %<\/td>\n122,207<\/td>\n18.22<\/td>\n40<\/td>\n0.1205 %<\/td>\n2,843.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.85 %<\/td>\n-16.81 %<\/td>\n80,599<\/td>\n0.09<\/td>\n22<\/td>\n0.1416 %<\/td>\n3,749.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.08 %<\/td>\n28,131<\/td>\n19.54<\/td>\n2<\/td>\n-0.0312 %<\/td>\n2,582.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n2.95 %<\/td>\n137,240<\/td>\n2.17<\/td>\n30<\/td>\n0.0116 %<\/td>\n2,764.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1205 %<\/td>\n2,906.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.31 %<\/td>\n103,770<\/td>\n18.27<\/td>\n20<\/td>\n-0.3198 %<\/td>\n2,940.5<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.86
\nBid-YTW : 3.95 %<\/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.N<\/td>\nFixedReset Ins Non<\/td>\n125,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n100,235<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.22
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n76,830<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n64,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n53,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n41,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.17 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 22.95
\nSpot Rate : 1.2500
\nAverage : 1.0205<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.02 – 23.45
\nSpot Rate : 0.4300
\nAverage : 0.2797<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.02
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.30 – 16.80
\nSpot Rate : 0.5000
\nAverage : 0.3535<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 25.52 – 25.90
\nSpot Rate : 0.3800
\nAverage : 0.2630<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : -12.32 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.03 – 27.49
\nSpot Rate : 0.4600
\nAverage : 0.3598<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-13
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.03
\nBid-YTW : -35.36 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.23 – 20.80
\nSpot Rate : 0.5700
\nAverage : 0.4879<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-13
\nMaturity Price : 20.23
\nEvaluated at bid price : 20.23
\nBid-YTW : 3.96 %<\/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-42536","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42536","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=42536"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42536\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42536"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42536"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42536"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}