{"id":42575,"date":"2021-09-30T18:43:47","date_gmt":"2021-09-30T23:43:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=42575"},"modified":"2021-09-30T18:43:47","modified_gmt":"2021-09-30T23:43:47","slug":"september-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42575","title":{"rendered":"September 30, 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>\n1.4455 %<\/td>\n2,653.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4455 %<\/td>\n4,868.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.27 %<\/td>\n3.26 %<\/td>\n49,970<\/td>\n19.08<\/td>\n3<\/td>\n1.4455 %<\/td>\n2,805.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2159 %<\/td>\n3,704.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.73 %<\/td>\n35,281<\/td>\n3.70<\/td>\n6<\/td>\n0.2159 %<\/td>\n4,423.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2159 %<\/td>\n3,451.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99 %<\/td>\n-15.32 %<\/td>\n51,750<\/td>\n0.09<\/td>\n34<\/td>\n0.1410 %<\/td>\n3,327.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1410 %<\/td>\n4,004.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.94 %<\/td>\n3.58 %<\/td>\n110,248<\/td>\n17.63<\/td>\n40<\/td>\n0.2213 %<\/td>\n2,869.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.86 %<\/td>\n-13.85 %<\/td>\n79,944<\/td>\n0.09<\/td>\n19<\/td>\n0.1705 %<\/td>\n3,753.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.00 %<\/td>\n3.00 %<\/td>\n32,276<\/td>\n19.72<\/td>\n1<\/td>\n-1.0429 %<\/td>\n2,657.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.66 %<\/td>\n2.99 %<\/td>\n132,150<\/td>\n2.43<\/td>\n33<\/td>\n0.0682 %<\/td>\n2,766.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2213 %<\/td>\n2,933.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.49 %<\/td>\n93,108<\/td>\n17.85<\/td>\n20<\/td>\n0.1005 %<\/td>\n2,964.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.20
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.61
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 17.08
\nEvaluated at bid price : 17.08
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 2.45 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 13.15
\nEvaluated at bid price : 13.15
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 20.69
\nEvaluated at bid price : 20.69
\nBid-YTW : 4.11 %<\/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
W.PR.M<\/td>\nFixedReset Prem<\/td>\n170,451<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n27,386<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 1.65 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n27,022<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.61
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n26,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.36
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n24,264<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n22,527<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.23
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
There were 19 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.26 – 18.50
\nSpot Rate : 1.2400
\nAverage : 0.8202<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 17.26
\nEvaluated at bid price : 17.26
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 27.20 – 27.88
\nSpot Rate : 0.6800
\nAverage : 0.4104<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.20
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 22.26
\nSpot Rate : 0.5600
\nAverage : 0.4143<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.05 – 23.55
\nSpot Rate : 0.5000
\nAverage : 0.3638<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 24.40 – 24.99
\nSpot Rate : 0.5900
\nAverage : 0.4571<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 20.72
\nSpot Rate : 0.5200
\nAverage : 0.3938<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-09-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.15 %<\/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-42575","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42575","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=42575"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42575\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42575"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42575"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42575"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}