{"id":42592,"date":"2021-10-04T20:52:31","date_gmt":"2021-10-05T01:52:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=42592"},"modified":"2021-10-04T20:52:31","modified_gmt":"2021-10-05T01:52:31","slug":"october-4-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42592","title":{"rendered":"October 4, 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>\n0.4267 %<\/td>\n2,701.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4267 %<\/td>\n4,956.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.22 %<\/td>\n50,563<\/td>\n19.21<\/td>\n3<\/td>\n0.4267 %<\/td>\n2,856.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1444 %<\/td>\n3,717.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.61 %<\/td>\n3.69 %<\/td>\n41,385<\/td>\n3.81<\/td>\n6<\/td>\n0.1444 %<\/td>\n4,439.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1444 %<\/td>\n3,463.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99 %<\/td>\n-19.55 %<\/td>\n51,338<\/td>\n0.09<\/td>\n34<\/td>\n0.1318 %<\/td>\n3,331.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1318 %<\/td>\n4,008.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.84 %<\/td>\n3.53 %<\/td>\n100,468<\/td>\n17.60<\/td>\n39<\/td>\n0.5734 %<\/td>\n2,899.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n-12.00 %<\/td>\n83,243<\/td>\n0.09<\/td>\n19<\/td>\n-0.0552 %<\/td>\n3,737.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n2.95 %<\/td>\n31,179<\/td>\n19.89<\/td>\n1<\/td>\n5.8501 %<\/td>\n2,702.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.65 %<\/td>\n2.82 %<\/td>\n130,682<\/td>\n2.39<\/td>\n33<\/td>\n-0.0117 %<\/td>\n2,771.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5734 %<\/td>\n2,964.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.50 %<\/td>\n89,518<\/td>\n17.76<\/td>\n19<\/td>\n0.0970 %<\/td>\n2,968.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.99
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.97
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.77
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.61
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.57
\nBid-YTW : -20.90 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.13
\nBid-YTW : -32.24 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : -22.06 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 16.27
\nEvaluated at bid price : 16.27
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.01
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.65
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 13.22
\nEvaluated at bid price : 13.22
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.61
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.66
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 15.66
\nEvaluated at bid price : 15.66
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n5.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 2.95 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n143,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n64,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.45
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n64,586<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n34,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n33,402<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 17.94
\nEvaluated at bid price : 17.94
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n30,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
There were 12 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
SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.35 – 26.35
\nSpot Rate : 1.0000
\nAverage : 0.5681<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -11.49 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.40 – 18.57
\nSpot Rate : 1.1700
\nAverage : 0.8301<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 17.94 – 18.64
\nSpot Rate : 0.7000
\nAverage : 0.4262<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 17.94
\nEvaluated at bid price : 17.94
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 24.39 – 24.97
\nSpot Rate : 0.5800
\nAverage : 0.3681<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.39
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.00 – 23.94
\nSpot Rate : 0.9400
\nAverage : 0.7416<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.28
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.70
\nSpot Rate : 0.7000
\nAverage : 0.5106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-04
\nMaturity Price : 22.25
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.77 %<\/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-42592","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42592","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=42592"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42592\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42592"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42592"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42592"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}