{"id":42545,"date":"2021-09-16T21:24:42","date_gmt":"2021-09-17T02:24:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=42545"},"modified":"2021-09-16T21:24:42","modified_gmt":"2021-09-17T02:24:42","slug":"september-16-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42545","title":{"rendered":"September 16, 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>\n1.1516 %<\/td>\n2,549.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1516 %<\/td>\n4,678.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.40 %<\/td>\n52,842<\/td>\n18.77<\/td>\n3<\/td>\n1.1516 %<\/td>\n2,696.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0161 %<\/td>\n3,703.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.62 %<\/td>\n35,909<\/td>\n1.01<\/td>\n6<\/td>\n0.0161 %<\/td>\n4,423.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0161 %<\/td>\n3,451.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01 %<\/td>\n-17.43 %<\/td>\n56,362<\/td>\n0.09<\/td>\n32<\/td>\n0.0024 %<\/td>\n3,329.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0024 %<\/td>\n4,006.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.01 %<\/td>\n3.48 %<\/td>\n102,382<\/td>\n18.01<\/td>\n42<\/td>\n0.0721 %<\/td>\n2,840.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-13.15 %<\/td>\n85,089<\/td>\n0.09<\/td>\n21<\/td>\n-0.0074 %<\/td>\n3,743.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.14 %<\/td>\n3.14 %<\/td>\n28,089<\/td>\n19.39<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,535.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.20 %<\/td>\n132,236<\/td>\n2.44<\/td>\n33<\/td>\n-0.1424 %<\/td>\n2,757.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0721 %<\/td>\n2,903.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.33 %<\/td>\n98,619<\/td>\n18.29<\/td>\n20<\/td>\n-0.0452 %<\/td>\n2,943.1<\/td>\n<\/tr>\n<\/table>\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.H<\/td>\nFixedReset Prem<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.09
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 12.52
\nEvaluated at bid price : 12.52
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n7.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 3.93 %<\/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
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n163,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n100,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.15
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n95,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n54,139<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -11.77 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n42,580<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.64
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n41,265<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-16
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.55
\nBid-YTW : -11.51 %<\/td>\n<\/tr>\n
There were 22 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
PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 26.06 – 27.06
\nSpot Rate : 1.0000
\nAverage : 0.5923<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-16
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 26.52 – 27.69
\nSpot Rate : 1.1700
\nAverage : 0.7933<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 17.80
\nSpot Rate : 0.8000
\nAverage : 0.6317<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.56 – 25.00
\nSpot Rate : 0.4400
\nAverage : 0.3096<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 22.65 – 23.10
\nSpot Rate : 0.4500
\nAverage : 0.3201<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-16
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.36 – 28.40
\nSpot Rate : 1.0400
\nAverage : 0.9440<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.36
\nBid-YTW : 3.57 %<\/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-42545","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42545","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=42545"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42545\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42545"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42545"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42545"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}