{"id":42573,"date":"2021-09-30T09:15:42","date_gmt":"2021-09-30T14:15:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=42573"},"modified":"2021-09-30T09:15:42","modified_gmt":"2021-09-30T14:15:42","slug":"september-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42573","title":{"rendered":"September 29, 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>\n0.5189 %<\/td>\n2,615.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5189 %<\/td>\n4,798.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.32 %<\/td>\n3.31 %<\/td>\n50,548<\/td>\n18.95<\/td>\n3<\/td>\n0.5189 %<\/td>\n2,765.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1288 %<\/td>\n3,696.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n3.93 %<\/td>\n34,952<\/td>\n3.81<\/td>\n6<\/td>\n-0.1288 %<\/td>\n4,414.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1288 %<\/td>\n3,444.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.00 %<\/td>\n-15.53 %<\/td>\n52,590<\/td>\n0.09<\/td>\n34<\/td>\n0.1766 %<\/td>\n3,323.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1766 %<\/td>\n3,999.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.93 %<\/td>\n3.58 %<\/td>\n109,884<\/td>\n17.57<\/td>\n40<\/td>\n0.4647 %<\/td>\n2,863.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-10.19 %<\/td>\n81,014<\/td>\n0.09<\/td>\n21<\/td>\n0.1318 %<\/td>\n3,746.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.97 %<\/td>\n2.96 %<\/td>\n33,575<\/td>\n19.80<\/td>\n1<\/td>\n2.1302 %<\/td>\n2,685.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.66 %<\/td>\n3.09 %<\/td>\n133,730<\/td>\n2.43<\/td>\n33<\/td>\n0.1578 %<\/td>\n2,764.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4647 %<\/td>\n2,926.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.51 %<\/td>\n93,449<\/td>\n17.82<\/td>\n20<\/td>\n0.2100 %<\/td>\n2,961.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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.G<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.45
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset Prem<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.59
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.30
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.86
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 15.71
\nEvaluated at bid price : 15.71
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.99
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 3.42 %<\/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
RS.PR.A<\/td>\nSplitShare<\/td>\n74,060<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.35
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n62,636<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.17
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n49,869<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 2.12 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n38,757<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.59
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n33,970<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n31,456<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -9.97 %<\/td>\n<\/tr>\n
There were 31 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.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 20.79
\nSpot Rate : 0.7900
\nAverage : 0.4859<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 26.07 – 26.96
\nSpot Rate : 0.8900
\nAverage : 0.5967<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.45 – 24.25
\nSpot Rate : 0.8000
\nAverage : 0.5257<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.45
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.85 – 26.38
\nSpot Rate : 0.5300
\nAverage : 0.3279<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : -22.90 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.35 – 26.87
\nSpot Rate : 0.5200
\nAverage : 0.3515<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.35
\nBid-YTW : -7.12 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.51 – 21.00
\nSpot Rate : 0.4900
\nAverage : 0.3276<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-29
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 3.47 %<\/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-42573","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42573","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=42573"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42573\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42573"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42573"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42573"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}