{"id":42633,"date":"2021-10-13T20:15:47","date_gmt":"2021-10-14T01:15:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=42633"},"modified":"2021-10-13T20:15:47","modified_gmt":"2021-10-14T01:15:47","slug":"october-13-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42633","title":{"rendered":"October 13, 2021"},"content":{"rendered":"

Long corporates<\/a> are now at 3.53%.<\/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>\n0.5736 %<\/td>\n2,722.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5736 %<\/td>\n4,995.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.19 %<\/td>\n3.20 %<\/td>\n48,991<\/td>\n19.25<\/td>\n3<\/td>\n0.5736 %<\/td>\n2,879.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2690 %<\/td>\n3,726.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.04 %<\/td>\n48,771<\/td>\n3.92<\/td>\n5<\/td>\n0.2690 %<\/td>\n4,450.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2690 %<\/td>\n3,472.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.06 %<\/td>\n-10.80 %<\/td>\n57,483<\/td>\n0.09<\/td>\n32<\/td>\n-0.0488 %<\/td>\n3,290.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n1<\/td>\n-0.0488 %<\/td>\n3,959.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.88 %<\/td>\n3.83 %<\/td>\n97,166<\/td>\n17.32<\/td>\n41<\/td>\n-0.5985 %<\/td>\n2,887.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n-0.35 %<\/td>\n84,372<\/td>\n0.09<\/td>\n20<\/td>\n0.0137 %<\/td>\n3,719.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.55 %<\/td>\n2.85 %<\/td>\n28,498<\/td>\n20.13<\/td>\n2<\/td>\n0.8696 %<\/td>\n2,824.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.85 %<\/td>\n129,759<\/td>\n1.53<\/td>\n31<\/td>\n-0.1112 %<\/td>\n2,760.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5985 %<\/td>\n2,951.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.55 %<\/td>\n94,995<\/td>\n17.56<\/td>\n19<\/td>\n-0.4828 %<\/td>\n2,978.7<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-5.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.44
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.75
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.41
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.15
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 23.63
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.50
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 2.26 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 3.19 %<\/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
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n58,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 1.55 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n54,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 23.31
\nEvaluated at bid price : 24.62
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n51,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.36
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n47,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n46,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n41,310<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 24.54
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
There were 18 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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 18.23
\nSpot Rate : 1.5800
\nAverage : 1.0569<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.50
\nSpot Rate : 1.3000
\nAverage : 0.9722<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 21.20
\nSpot Rate : 0.9000
\nAverage : 0.6117<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 24.25 – 24.68
\nSpot Rate : 0.4300
\nAverage : 0.2544<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 21.50 – 22.00
\nSpot Rate : 0.5000
\nAverage : 0.3286<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset Prem<\/td>\nQuote: 27.50 – 27.94
\nSpot Rate : 0.4400
\nAverage : 0.2801<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.50
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Long corporates are now at 3.53%. 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-42633","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42633","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=42633"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42633\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42633"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42633"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42633"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}