{"id":42579,"date":"2021-10-01T19:27:12","date_gmt":"2021-10-02T00:27:12","guid":{"rendered":"http:\/\/prefblog.com\/?p=42579"},"modified":"2021-10-01T19:27:12","modified_gmt":"2021-10-02T00:27:12","slug":"october-1-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42579","title":{"rendered":"October 1, 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>\n1.3740 %<\/td>\n2,689.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3740 %<\/td>\n4,935.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.24 %<\/td>\n50,655<\/td>\n19.17<\/td>\n3<\/td>\n1.3740 %<\/td>\n2,844.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2123 %<\/td>\n3,712.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.55 %<\/td>\n34,089<\/td>\n0.97<\/td>\n6<\/td>\n0.2123 %<\/td>\n4,433.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2123 %<\/td>\n3,458.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99 %<\/td>\n-15.53 %<\/td>\n51,927<\/td>\n0.09<\/td>\n34<\/td>\n-0.0341 %<\/td>\n3,326.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0341 %<\/td>\n4,003.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.56 %<\/td>\n100,957<\/td>\n17.57<\/td>\n39<\/td>\n0.4771 %<\/td>\n2,883.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n-11.06 %<\/td>\n86,349<\/td>\n0.09<\/td>\n19<\/td>\n-0.3629 %<\/td>\n3,739.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.12 %<\/td>\n3.14 %<\/td>\n32,351<\/td>\n19.42<\/td>\n1<\/td>\n-3.9227 %<\/td>\n2,552.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.65 %<\/td>\n2.81 %<\/td>\n132,065<\/td>\n2.43<\/td>\n33<\/td>\n0.2080 %<\/td>\n2,772.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4771 %<\/td>\n2,947.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.48 %<\/td>\n89,942<\/td>\n17.80<\/td>\n19<\/td>\n0.0214 %<\/td>\n2,965.1<\/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\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-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 16.41
\nEvaluated at bid price : 16.41
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : -40.63 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 22.28
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 16.06
\nEvaluated at bid price : 16.06
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.40
\nBid-YTW : -33.72 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.36
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.80
\nBid-YTW : -11.41 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 16.07
\nEvaluated at bid price : 16.07
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.78
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.91
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.50
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.59
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.92
\nBid-YTW : 2.47 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.69
\nBid-YTW : 2.35 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.49
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 13.64
\nEvaluated at bid price : 13.64
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 13.53
\nEvaluated at bid price : 13.53
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 13.29
\nEvaluated at bid price : 13.29
\nBid-YTW : 3.24 %<\/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>\n123,460<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n53,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n40,660<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : -21.66 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n36,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -18.55 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n36,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.69
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n34,525<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.91
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
There were 24 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.F<\/td>\nFloatingReset<\/td>\nQuote: 16.41 – 17.75
\nSpot Rate : 1.3400
\nAverage : 0.8309<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 16.41
\nEvaluated at bid price : 16.41
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 26.10 – 27.03
\nSpot Rate : 0.9300
\nAverage : 0.5365<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.10
\nBid-YTW : 2.63 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.70
\nSpot Rate : 1.5000
\nAverage : 1.1757<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 27.21 – 28.21
\nSpot Rate : 1.0000
\nAverage : 0.7011<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.21
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.02 – 13.80
\nSpot Rate : 0.7800
\nAverage : 0.4978<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 13.02
\nEvaluated at bid price : 13.02
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.75 – 19.42
\nSpot Rate : 0.6700
\nAverage : 0.3981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-01
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.12 %<\/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-42579","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42579","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=42579"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42579\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42579"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42579"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42579"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}