{"id":42563,"date":"2021-09-25T11:50:40","date_gmt":"2021-09-25T16:50:40","guid":{"rendered":"http:\/\/prefblog.com\/?p=42563"},"modified":"2021-09-25T11:50:40","modified_gmt":"2021-09-25T16:50:40","slug":"september-24-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42563","title":{"rendered":"September 24, 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>\n0.4475 %<\/td>\n2,576.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4475 %<\/td>\n4,727.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.37 %<\/td>\n3.36 %<\/td>\n50,819<\/td>\n18.85<\/td>\n3<\/td>\n0.4475 %<\/td>\n2,724.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0708 %<\/td>\n3,700.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n3.97 %<\/td>\n32,626<\/td>\n3.71<\/td>\n6<\/td>\n-0.0708 %<\/td>\n4,418.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0708 %<\/td>\n3,447.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01 %<\/td>\n-11.32 %<\/td>\n52,113<\/td>\n0.09<\/td>\n34<\/td>\n-0.1230 %<\/td>\n3,313.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1230 %<\/td>\n3,988.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.97 %<\/td>\n3.59 %<\/td>\n105,930<\/td>\n18.23<\/td>\n40<\/td>\n-0.1726 %<\/td>\n2,835.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-11.35 %<\/td>\n80,646<\/td>\n0.09<\/td>\n21<\/td>\n-0.0945 %<\/td>\n3,743.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.07 %<\/td>\n3.07 %<\/td>\n30,822<\/td>\n19.55<\/td>\n1<\/td>\n1.8405 %<\/td>\n2,582.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.21 %<\/td>\n135,149<\/td>\n2.42<\/td>\n33<\/td>\n-0.0648 %<\/td>\n2,758.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1726 %<\/td>\n2,898.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.30 %<\/td>\n93,997<\/td>\n18.23<\/td>\n20<\/td>\n-0.0623 %<\/td>\n2,946.7<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-5.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 3.07 %<\/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
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n153,710<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nInsurance Straight<\/td>\n140,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n133,443<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -11.35 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n79,224<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 23.84
\nEvaluated at bid price : 25.40
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n76,069<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.59
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n56,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 23.72
\nEvaluated at bid price : 25.52
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
There were 13 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
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.00 – 28.48
\nSpot Rate : 1.4800
\nAverage : 0.9479<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 17.74
\nSpot Rate : 1.0900
\nAverage : 0.7682<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

GWO.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.70 – 27.70
\nSpot Rate : 1.0000
\nAverage : 0.6898<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : -62.81 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Prem<\/td>\nQuote: 26.41 – 27.00
\nSpot Rate : 0.5900
\nAverage : 0.3875<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.41
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.55 – 24.06
\nSpot Rate : 0.5100
\nAverage : 0.3751<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-24
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.35 – 26.90
\nSpot Rate : 0.5500
\nAverage : 0.4216<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 3.69 %<\/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-42563","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42563","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=42563"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42563\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42563"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42563"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42563"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}