{"id":42605,"date":"2021-10-06T18:40:35","date_gmt":"2021-10-06T23:40:35","guid":{"rendered":"http:\/\/prefblog.com\/?p=42605"},"modified":"2021-10-06T18:40:35","modified_gmt":"2021-10-06T23:40:35","slug":"october-6-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42605","title":{"rendered":"October 6, 2021"},"content":{"rendered":"

Long corporates<\/a> are now at 3.06%.<\/p>\n\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>\n0.3505 %<\/td>\n2,705.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3505 %<\/td>\n4,964.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.21 %<\/td>\n49,050<\/td>\n19.22<\/td>\n3<\/td>\n0.3505 %<\/td>\n2,861.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2187 %<\/td>\n3,712.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.75 %<\/td>\n45,138<\/td>\n3.68<\/td>\n6<\/td>\n0.2187 %<\/td>\n4,433.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2187 %<\/td>\n3,459.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.00 %<\/td>\n-15.93 %<\/td>\n54,976<\/td>\n0.09<\/td>\n34<\/td>\n-0.3144 %<\/td>\n3,319.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3144 %<\/td>\n3,994.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.59 %<\/td>\n102,947<\/td>\n17.68<\/td>\n39<\/td>\n-1.2637 %<\/td>\n2,880.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-8.51 %<\/td>\n82,272<\/td>\n0.09<\/td>\n19<\/td>\n-0.1925 %<\/td>\n3,729.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.91 %<\/td>\n2.93 %<\/td>\n29,796<\/td>\n19.94<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,722.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.66 %<\/td>\n2.99 %<\/td>\n132,371<\/td>\n2.19<\/td>\n33<\/td>\n-0.3935 %<\/td>\n2,764.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.2637 %<\/td>\n2,944.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.49 %<\/td>\n96,951<\/td>\n17.75<\/td>\n19<\/td>\n-0.6438 %<\/td>\n2,983.5<\/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\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-3.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.69
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.08
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : -0.69 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.28
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.52
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.20
\nBid-YTW : 2.82 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 21.68
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.22
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.09
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 24.56
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 3.21 %<\/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
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n98,680<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : -0.69 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n88,871<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.12
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n41,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 24.01
\nEvaluated at bid price : 25.14
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n32,489<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.08
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n32,124<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n29,708<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
There were 20 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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.87 – 27.30
\nSpot Rate : 2.4300
\nAverage : 1.3151<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.87
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 26.20 – 27.72
\nSpot Rate : 1.5200
\nAverage : 0.9577<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-05
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.20
\nBid-YTW : -0.10 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 18.25
\nSpot Rate : 1.6000
\nAverage : 1.0710<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.60 – 18.54
\nSpot Rate : 0.9400
\nAverage : 0.5583<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 20.92
\nSpot Rate : 0.7200
\nAverage : 0.4713<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.08 – 23.70
\nSpot Rate : 0.6200
\nAverage : 0.3826<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-06
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.08
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Long corporates are now at 3.06%. 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. …<\/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-42605","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42605","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=42605"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42605\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42605"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42605"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42605"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}