{"id":42601,"date":"2021-10-05T19:20:18","date_gmt":"2021-10-06T00:20:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=42601"},"modified":"2021-10-05T19:20:18","modified_gmt":"2021-10-06T00:20:18","slug":"october-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42601","title":{"rendered":"October 5, 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>\n-0.1750 %<\/td>\n2,696.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1750 %<\/td>\n4,947.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.22 %<\/td>\n3.21 %<\/td>\n50,674<\/td>\n19.23<\/td>\n3<\/td>\n-0.1750 %<\/td>\n2,851.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3429 %<\/td>\n3,704.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.75 %<\/td>\n44,685<\/td>\n3.80<\/td>\n6<\/td>\n-0.3429 %<\/td>\n4,424.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3429 %<\/td>\n3,452.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n4.99 %<\/td>\n-19.83 %<\/td>\n50,965<\/td>\n0.09<\/td>\n34<\/td>\n-0.0420 %<\/td>\n3,329.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0420 %<\/td>\n4,007.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.82 %<\/td>\n3.56 %<\/td>\n103,361<\/td>\n17.71<\/td>\n39<\/td>\n0.5984 %<\/td>\n2,917.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n-9.13 %<\/td>\n82,271<\/td>\n0.09<\/td>\n19<\/td>\n-0.0246 %<\/td>\n3,736.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.91 %<\/td>\n2.93 %<\/td>\n30,122<\/td>\n19.94<\/td>\n1<\/td>\n0.7484 %<\/td>\n2,722.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.64 %<\/td>\n2.72 %<\/td>\n135,054<\/td>\n2.11<\/td>\n33<\/td>\n0.1243 %<\/td>\n2,775.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5984 %<\/td>\n2,981.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.43 %<\/td>\n94,074<\/td>\n17.80<\/td>\n19<\/td>\n1.1743 %<\/td>\n3,002.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.82
\nEvaluated at bid price : 25.44
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 1.86 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.89
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.29
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.44
\nEvaluated at bid price : 24.98
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.68
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 20.86
\nEvaluated at bid price : 20.86
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.43
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.75
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.54
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n7.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n8.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 18.71
\nEvaluated at bid price : 18.71
\nBid-YTW : 3.32 %<\/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
BMO.PR.D<\/td>\nFixedReset Prem<\/td>\n100,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 1.88 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n88,008<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n59,230<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n55,316<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.39
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n34,210<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n30,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 23.44
\nEvaluated at bid price : 24.98
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
There were 25 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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.29 – 25.00
\nSpot Rate : 1.7100
\nAverage : 1.1379<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.29
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.50 – 17.50
\nSpot Rate : 1.0000
\nAverage : 0.6073<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.23 – 27.15
\nSpot Rate : 0.9200
\nAverage : 0.6549<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.23
\nBid-YTW : -4.73 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.50 – 18.60
\nSpot Rate : 1.1000
\nAverage : 0.8691<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 2.93 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.99 – 13.78
\nSpot Rate : 0.7900
\nAverage : 0.6861<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 16.22 – 16.54
\nSpot Rate : 0.3200
\nAverage : 0.2271<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-05
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 3.75 %<\/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-42601","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42601","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=42601"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42601\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42601"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42601"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42601"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}