{"id":42543,"date":"2021-09-16T11:22:50","date_gmt":"2021-09-16T16:22:50","guid":{"rendered":"http:\/\/prefblog.com\/?p=42543"},"modified":"2021-09-16T11:22:50","modified_gmt":"2021-09-16T16:22:50","slug":"september-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42543","title":{"rendered":"September 15, 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-0.1337 %<\/td>\n2,520.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1337 %<\/td>\n4,625.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.41 %<\/td>\n53,637<\/td>\n18.74<\/td>\n3<\/td>\n-0.1337 %<\/td>\n2,665.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0225 %<\/td>\n3,703.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.74 %<\/td>\n33,343<\/td>\n3.74<\/td>\n6<\/td>\n0.0225 %<\/td>\n4,422.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0225 %<\/td>\n3,450.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01 %<\/td>\n-16.70 %<\/td>\n57,063<\/td>\n0.09<\/td>\n32<\/td>\n0.1473 %<\/td>\n3,328.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1473 %<\/td>\n4,006.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.01 %<\/td>\n3.48 %<\/td>\n101,862<\/td>\n17.99<\/td>\n42<\/td>\n-0.1737 %<\/td>\n2,837.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-12.65 %<\/td>\n88,028<\/td>\n0.09<\/td>\n21<\/td>\n0.1579 %<\/td>\n3,744.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.14 %<\/td>\n3.14 %<\/td>\n29,254<\/td>\n19.39<\/td>\n1<\/td>\n-4.1176 %<\/td>\n2,535.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.10 %<\/td>\n133,536<\/td>\n2.44<\/td>\n33<\/td>\n0.0306 %<\/td>\n2,761.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1737 %<\/td>\n2,900.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.32 %<\/td>\n102,343<\/td>\n18.31<\/td>\n20<\/td>\n-0.0129 %<\/td>\n2,944.5<\/td>\n<\/tr>\n<\/table>\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.PR.R<\/td>\nFixedReset Disc<\/td>\n-6.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.82
\nBid-YTW : -14.64 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Premium<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : -26.33 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 14.93
\nEvaluated at bid price : 14.93
\nBid-YTW : 3.86 %<\/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
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n135,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n97,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n38,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.12
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n23,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : -3.50 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n21,538<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 2.07 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n18,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
There were 6 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.R<\/td>\nFixedReset Disc<\/td>\nQuote: 18.79 – 20.29
\nSpot Rate : 1.5000
\nAverage : 0.8922<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 25.65 – 26.65
\nSpot Rate : 1.0000
\nAverage : 0.6854<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.65
\nBid-YTW : -11.89 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.02 – 22.00
\nSpot Rate : 0.9800
\nAverage : 0.6699<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 16.30 – 17.14
\nSpot Rate : 0.8400
\nAverage : 0.5519<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.33 – 28.40
\nSpot Rate : 1.0700
\nAverage : 0.8388<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.33
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 24.31 – 24.90
\nSpot Rate : 0.5900
\nAverage : 0.4385<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-15
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.31
\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-42543","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42543","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=42543"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42543\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42543"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42543"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42543"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}