{"id":42567,"date":"2021-09-27T20:10:03","date_gmt":"2021-09-28T01:10:03","guid":{"rendered":"http:\/\/prefblog.com\/?p=42567"},"modified":"2021-09-27T20:10:03","modified_gmt":"2021-09-28T01:10:03","slug":"september-27-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42567","title":{"rendered":"September 27, 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>\n0.6027 %<\/td>\n2,591.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6027 %<\/td>\n4,755.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.35 %<\/td>\n3.34 %<\/td>\n49,121<\/td>\n18.88<\/td>\n3<\/td>\n0.6027 %<\/td>\n2,740.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0419 %<\/td>\n3,701.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.88 %<\/td>\n33,565<\/td>\n3.71<\/td>\n6<\/td>\n0.0419 %<\/td>\n4,420.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0419 %<\/td>\n3,449.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.01 %<\/td>\n-11.77 %<\/td>\n52,388<\/td>\n0.09<\/td>\n34<\/td>\n0.1049 %<\/td>\n3,317.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1049 %<\/td>\n3,992.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.96 %<\/td>\n3.63 %<\/td>\n103,852<\/td>\n17.35<\/td>\n40<\/td>\n0.3425 %<\/td>\n2,845.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-11.12 %<\/td>\n80,393<\/td>\n0.09<\/td>\n21<\/td>\n0.0760 %<\/td>\n3,746.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.03 %<\/td>\n3.03 %<\/td>\n31,158<\/td>\n19.65<\/td>\n1<\/td>\n1.8072 %<\/td>\n2,629.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.09 %<\/td>\n134,820<\/td>\n2.43<\/td>\n33<\/td>\n0.0283 %<\/td>\n2,759.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3425 %<\/td>\n2,908.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.51 %<\/td>\n92,733<\/td>\n17.80<\/td>\n20<\/td>\n0.1891 %<\/td>\n2,952.3<\/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
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.33
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 13.33
\nEvaluated at bid price : 13.33
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n5.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 3.63 %<\/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>\n398,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n172,987<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 1.51 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n103,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n77,095<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n32,928<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n31,035<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 23.82
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
There were 4 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.15 – 24.90
\nSpot Rate : 0.7500
\nAverage : 0.5074<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 25.33 – 25.98
\nSpot Rate : 0.6500
\nAverage : 0.4681<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : -10.02 %<\/td>\n<\/tr>\n

GWO.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 26.85 – 27.85
\nSpot Rate : 1.0000
\nAverage : 0.8520<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.85
\nBid-YTW : -67.02 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 27.05 – 27.33
\nSpot Rate : 0.2800
\nAverage : 0.1982<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.05
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 25.85
\nSpot Rate : 0.3500
\nAverage : 0.2732<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -9.45 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 20.66 – 21.00
\nSpot Rate : 0.3400
\nAverage : 0.2654<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-27
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 3.93 %<\/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-42567","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42567","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=42567"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42567\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42567"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42567"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42567"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}