{"id":42538,"date":"2021-09-15T11:08:37","date_gmt":"2021-09-15T16:08:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=42538"},"modified":"2021-09-15T11:08:37","modified_gmt":"2021-09-15T16:08:37","slug":"september-14-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42538","title":{"rendered":"September 14, 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-1.6311 %<\/td>\n2,524.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6311 %<\/td>\n4,631.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.40 %<\/td>\n55,539<\/td>\n18.78<\/td>\n3<\/td>\n-1.6311 %<\/td>\n2,669.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1644 %<\/td>\n3,702.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.74 %<\/td>\n34,714<\/td>\n3.74<\/td>\n6<\/td>\n0.1644 %<\/td>\n4,421.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1644 %<\/td>\n3,449.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.03 %<\/td>\n-13.44 %<\/td>\n56,637<\/td>\n0.09<\/td>\n31<\/td>\n-0.1691 %<\/td>\n3,324.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.67 %<\/td>\n-16.84 %<\/td>\n71,363<\/td>\n0.09<\/td>\n1<\/td>\n-0.9743 %<\/td>\n4,000.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n3.43 %<\/td>\n103,252<\/td>\n17.94<\/td>\n42<\/td>\n-0.0296 %<\/td>\n2,842.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-11.62 %<\/td>\n84,367<\/td>\n0.09<\/td>\n21<\/td>\n-0.3000 %<\/td>\n3,738.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.01 %<\/td>\n3.01 %<\/td>\n28,648<\/td>\n19.72<\/td>\n1<\/td>\n2.4096 %<\/td>\n2,644.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.15 %<\/td>\n136,305<\/td>\n2.44<\/td>\n33<\/td>\n-0.1246 %<\/td>\n2,760.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0296 %<\/td>\n2,906.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.30 %<\/td>\n103,401<\/td>\n18.35<\/td>\n20<\/td>\n0.1464 %<\/td>\n2,944.8<\/td>\n<\/tr>\n<\/table>\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.PR.K<\/td>\nFloater<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : -3.51 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.26
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 2.40 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.35
\nBid-YTW : 3.60 %<\/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
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n83,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n72,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n54,775<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n37,157<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.18
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n32,614<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n28,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
There were 15 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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.07 – 17.80
\nSpot Rate : 0.7300
\nAverage : 0.5096<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 24.01 – 24.45
\nSpot Rate : 0.4400
\nAverage : 0.2767<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.19 – 12.77
\nSpot Rate : 0.5800
\nAverage : 0.4369<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 12.19
\nEvaluated at bid price : 12.19
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.38 – 25.89
\nSpot Rate : 0.5100
\nAverage : 0.3681<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : -15.52 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 25.70 – 26.11
\nSpot Rate : 0.4100
\nAverage : 0.2701<\/p>\n

YTW 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

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.02 – 20.80
\nSpot Rate : 0.7800
\nAverage : 0.6407<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-14
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 3.94 %<\/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-42538","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42538","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=42538"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42538\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42538"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42538"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42538"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}