{"id":42612,"date":"2021-10-07T20:18:36","date_gmt":"2021-10-08T01:18:36","guid":{"rendered":"http:\/\/prefblog.com\/?p=42612"},"modified":"2021-10-07T20:18:36","modified_gmt":"2021-10-08T01:18:36","slug":"october-7-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42612","title":{"rendered":"October 7, 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-0.3493 %<\/td>\n2,696.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3493 %<\/td>\n4,947.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.22 %<\/td>\n3.21 %<\/td>\n48,973<\/td>\n19.22<\/td>\n3<\/td>\n-0.3493 %<\/td>\n2,851.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2599 %<\/td>\n3,703.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n3.75 %<\/td>\n47,615<\/td>\n3.80<\/td>\n6<\/td>\n-0.2599 %<\/td>\n4,422.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2599 %<\/td>\n3,450.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.04 %<\/td>\n-8.95 %<\/td>\n54,837<\/td>\n0.09<\/td>\n34<\/td>\n-0.6274 %<\/td>\n3,298.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6274 %<\/td>\n3,969.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.86 %<\/td>\n3.73 %<\/td>\n101,509<\/td>\n17.62<\/td>\n39<\/td>\n0.2319 %<\/td>\n2,887.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-6.53 %<\/td>\n78,995<\/td>\n0.09<\/td>\n19<\/td>\n-0.1026 %<\/td>\n3,725.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.89 %<\/td>\n2.91 %<\/td>\n29,614<\/td>\n19.99<\/td>\n1<\/td>\n0.6857 %<\/td>\n2,741.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n2.86 %<\/td>\n131,883<\/td>\n2.11<\/td>\n33<\/td>\n-0.0964 %<\/td>\n2,761.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2319 %<\/td>\n2,951.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.50 %<\/td>\n93,538<\/td>\n17.75<\/td>\n19<\/td>\n-0.0740 %<\/td>\n2,981.3<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.10
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.34
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.27
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 13.44
\nEvaluated at bid price : 13.44
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.86
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 2.24 %<\/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 : 2.30 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 18.14
\nEvaluated at bid price : 18.14
\nBid-YTW : 4.00 %<\/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>\n100,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 2.21 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n64,469<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-06
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : -0.26 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n58,473<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-06
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.48
\nBid-YTW : -5.01 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n28,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n27,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 24.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n25,470<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 1.87 %<\/td>\n<\/tr>\n
There were 13 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.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.78 – 18.50
\nSpot Rate : 0.7200
\nAverage : 0.4878<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.00 – 26.50
\nSpot Rate : 0.5000
\nAverage : 0.3431<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.10 – 27.70
\nSpot Rate : 0.6000
\nAverage : 0.4577<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.10
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.66 – 18.00
\nSpot Rate : 1.3400
\nAverage : 1.2117<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-07
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.48 – 25.84
\nSpot Rate : 0.3600
\nAverage : 0.2495<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-06
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.48
\nBid-YTW : -5.01 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.15 – 25.65
\nSpot Rate : 0.5000
\nAverage : 0.4094<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 3.12 %<\/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-42612","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42612","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=42612"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42612\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42612"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42612"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42612"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}