{"id":42615,"date":"2021-10-08T20:13:30","date_gmt":"2021-10-09T01:13:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=42615"},"modified":"2021-10-08T20:13:30","modified_gmt":"2021-10-09T01:13:30","slug":"october-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42615","title":{"rendered":"October 8, 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>\n0.4006 %<\/td>\n2,707.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4006 %<\/td>\n4,967.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.20 %<\/td>\n48,431<\/td>\n19.25<\/td>\n3<\/td>\n0.4006 %<\/td>\n2,862.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1930 %<\/td>\n3,696.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.09 %<\/td>\n47,168<\/td>\n3.79<\/td>\n6<\/td>\n-0.1930 %<\/td>\n4,413.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1930 %<\/td>\n3,443.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.03 %<\/td>\n-17.10 %<\/td>\n57,034<\/td>\n0.09<\/td>\n34<\/td>\n0.0791 %<\/td>\n3,300.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0791 %<\/td>\n3,972.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.68 %<\/td>\n114,549<\/td>\n17.31<\/td>\n40<\/td>\n0.1883 %<\/td>\n2,892.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n-0.80 %<\/td>\n84,510<\/td>\n0.09<\/td>\n19<\/td>\n-0.1705 %<\/td>\n3,719.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n2.88 %<\/td>\n29,638<\/td>\n20.06<\/td>\n1<\/td>\n0.4540 %<\/td>\n2,753.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.03 %<\/td>\n129,880<\/td>\n2.10<\/td>\n33<\/td>\n-0.0259 %<\/td>\n2,760.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1883 %<\/td>\n2,956.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.07 %<\/td>\n3.54 %<\/td>\n93,142<\/td>\n17.55<\/td>\n19<\/td>\n-0.1503 %<\/td>\n2,976.8<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-5.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.47
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 2.42 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.81
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 1.56 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n7.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 3.68 %<\/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
GWO.PR.Y<\/td>\nFixedReset Disc<\/td>\n884,860<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 24.59
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n63,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 15.78
\nEvaluated at bid price : 15.78
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n59,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n56,975<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : -0.06 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n33,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 1.48 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n30,855<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
There were 10 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.50
\nSpot Rate : 1.3000
\nAverage : 0.8791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-08
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Prem<\/td>\nQuote: 25.00 – 25.85
\nSpot Rate : 0.8500
\nAverage : 0.5728<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.81 – 27.68
\nSpot Rate : 0.8700
\nAverage : 0.6733<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.81
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.37 – 25.80
\nSpot Rate : 0.4300
\nAverage : 0.2622<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 2.15 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Prem<\/td>\nQuote: 25.44 – 25.90
\nSpot Rate : 0.4600
\nAverage : 0.3220<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 2.42 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.85 – 25.85
\nSpot Rate : 1.0000
\nAverage : 0.8721<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.33 %<\/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-42615","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42615","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=42615"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42615\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42615"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42615"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42615"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}