{"id":42629,"date":"2021-10-12T21:01:33","date_gmt":"2021-10-13T02:01:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=42629"},"modified":"2021-10-12T21:01:33","modified_gmt":"2021-10-13T02:01:33","slug":"october-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42629","title":{"rendered":"October 12, 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>\n0.0000 %<\/td>\n2,707.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,967.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.21 %<\/td>\n3.20 %<\/td>\n47,951<\/td>\n19.24<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,862.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5479 %<\/td>\n3,716.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n3.77 %<\/td>\n48,781<\/td>\n3.79<\/td>\n6<\/td>\n0.5479 %<\/td>\n4,438.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5479 %<\/td>\n3,462.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.05 %<\/td>\n-4.55 %<\/td>\n57,265<\/td>\n0.09<\/td>\n34<\/td>\n-0.2782 %<\/td>\n3,291.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2782 %<\/td>\n3,961.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.84 %<\/td>\n3.66 %<\/td>\n97,597<\/td>\n17.40<\/td>\n39<\/td>\n0.4312 %<\/td>\n2,904.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n-1.96 %<\/td>\n85,326<\/td>\n0.09<\/td>\n20<\/td>\n-0.0235 %<\/td>\n3,718.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n2.83 %<\/td>\n28,526<\/td>\n20.17<\/td>\n1<\/td>\n1.6949 %<\/td>\n2,800.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.66 %<\/td>\n2.90 %<\/td>\n132,351<\/td>\n1.99<\/td>\n33<\/td>\n0.0812 %<\/td>\n2,763.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4312 %<\/td>\n2,969.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.49 %<\/td>\n94,423<\/td>\n17.56<\/td>\n19<\/td>\n0.5483 %<\/td>\n2,993.1<\/td>\n<\/tr>\n<\/table>\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.M<\/td>\nPerpetual-Premium<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-11
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.87
\nBid-YTW : -25.13 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.80
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.61
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 2.83 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.75
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n5.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 3.53 %<\/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>\nInsurance Straight<\/td>\n158,496<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n69,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.75
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n54,380<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.86
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n43,490<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 2.89 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n33,280<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\n21,415<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-11
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -16.67 %<\/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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.00 – 18.30
\nSpot Rate : 1.3000
\nAverage : 0.8086<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.84 – 26.60
\nSpot Rate : 0.7600
\nAverage : 0.4830<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.84
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.81 – 26.45
\nSpot Rate : 0.6400
\nAverage : 0.4818<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.50
\nSpot Rate : 0.5000
\nAverage : 0.3438<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-12
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 25.40 – 25.80
\nSpot Rate : 0.4000
\nAverage : 0.2476<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.23 – 25.79
\nSpot Rate : 0.5600
\nAverage : 0.4155<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 3.88 %<\/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-42629","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42629","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=42629"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42629\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42629"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42629"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42629"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}