{"id":42552,"date":"2021-09-22T10:39:32","date_gmt":"2021-09-22T15:39:32","guid":{"rendered":"http:\/\/prefblog.com\/?p=42552"},"modified":"2021-09-22T10:39:32","modified_gmt":"2021-09-22T15:39:32","slug":"september-21-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42552","title":{"rendered":"September 21, 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>\n0.1881 %<\/td>\n2,516.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1881 %<\/td>\n4,618.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.45 %<\/td>\n3.42 %<\/td>\n50,310<\/td>\n18.71<\/td>\n3<\/td>\n0.1881 %<\/td>\n2,661.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1868 %<\/td>\n3,692.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n3.97 %<\/td>\n34,332<\/td>\n3.72<\/td>\n6<\/td>\n-0.1868 %<\/td>\n4,409.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1868 %<\/td>\n3,440.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01 %<\/td>\n-11.35 %<\/td>\n53,509<\/td>\n0.09<\/td>\n34<\/td>\n-0.0660 %<\/td>\n3,318.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0660 %<\/td>\n3,993.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.99 %<\/td>\n3.59 %<\/td>\n112,821<\/td>\n17.84<\/td>\n40<\/td>\n0.2251 %<\/td>\n2,821.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-11.21 %<\/td>\n81,776<\/td>\n0.09<\/td>\n21<\/td>\n0.0707 %<\/td>\n3,734.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.13 %<\/td>\n3.12 %<\/td>\n31,860<\/td>\n19.42<\/td>\n1<\/td>\n-3.5503 %<\/td>\n2,535.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.68 %<\/td>\n3.26 %<\/td>\n138,418<\/td>\n2.42<\/td>\n33<\/td>\n-0.0896 %<\/td>\n2,753.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2251 %<\/td>\n2,883.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.33 %<\/td>\n95,590<\/td>\n18.20<\/td>\n20<\/td>\n0.3723 %<\/td>\n2,936.5<\/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
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : -14.32 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.21
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.91
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.20
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n4.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n6.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 3.36 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n105,975<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n105,160<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 2.73 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n100,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Disc<\/td>\n75,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n68,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n56,040<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
There were 16 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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 23.89
\nSpot Rate : 0.7900
\nAverage : 0.4842<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 25.31 – 25.98
\nSpot Rate : 0.6700
\nAverage : 0.4204<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : -9.96 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 24.23 – 24.95
\nSpot Rate : 0.7200
\nAverage : 0.4901<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-21
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.23
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.35 – 25.90
\nSpot Rate : 0.5500
\nAverage : 0.3658<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -8.60 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.80 – 27.29
\nSpot Rate : 0.4900
\nAverage : 0.3401<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-21
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.80
\nBid-YTW : -25.41 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.11 – 26.50
\nSpot Rate : 0.3900
\nAverage : 0.2425<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.11
\nBid-YTW : -1.12 %<\/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-42552","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42552","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=42552"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42552\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42552"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42552"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42552"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}