{"id":42636,"date":"2021-10-14T19:11:24","date_gmt":"2021-10-15T00:11:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=42636"},"modified":"2021-10-14T19:11:24","modified_gmt":"2021-10-15T00:11:24","slug":"october-14-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42636","title":{"rendered":"October 14, 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>\n0.6695 %<\/td>\n2,740.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6695 %<\/td>\n5,029.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.17 %<\/td>\n3.18 %<\/td>\n49,501<\/td>\n19.29<\/td>\n3<\/td>\n0.6695 %<\/td>\n2,898.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0575 %<\/td>\n3,724.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.18 %<\/td>\n50,198<\/td>\n3.91<\/td>\n5<\/td>\n-0.0575 %<\/td>\n4,447.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0575 %<\/td>\n3,470.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.06 %<\/td>\n-13.88 %<\/td>\n55,819<\/td>\n0.09<\/td>\n32<\/td>\n-0.0329 %<\/td>\n3,289.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.81 %<\/td>\n4.82 %<\/td>\n36,479<\/td>\n15.83<\/td>\n1<\/td>\n-0.2424 %<\/td>\n3,949.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.67 %<\/td>\n96,752<\/td>\n17.37<\/td>\n41<\/td>\n0.2769 %<\/td>\n2,895.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-1.20 %<\/td>\n81,016<\/td>\n0.09<\/td>\n20<\/td>\n-0.0841 %<\/td>\n3,715.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.57 %<\/td>\n2.87 %<\/td>\n28,110<\/td>\n20.08<\/td>\n2<\/td>\n-0.8908 %<\/td>\n2,799.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.84 %<\/td>\n128,225<\/td>\n1.99<\/td>\n31<\/td>\n0.0963 %<\/td>\n2,762.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2769 %<\/td>\n2,959.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.52 %<\/td>\n94,545<\/td>\n17.54<\/td>\n19<\/td>\n-0.0090 %<\/td>\n2,978.4<\/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
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.82
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 2.28 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.86
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 24.70
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 2.79 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.60
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.84
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n8.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 3.64 %<\/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>\n162,378<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n130,885<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 1.43 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n62,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-13
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : -15.26 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n50,785<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n49,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n47,240<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
There were 27 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
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.00 – 16.02
\nSpot Rate : 1.0200
\nAverage : 0.6282<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 20.75
\nSpot Rate : 0.5500
\nAverage : 0.3310<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.20 – 26.85
\nSpot Rate : 0.6500
\nAverage : 0.4816<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.20
\nBid-YTW : -4.77 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.70 – 17.30
\nSpot Rate : 0.6000
\nAverage : 0.4641<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 2.28 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.45
\nSpot Rate : 1.2500
\nAverage : 1.1175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 24.50 – 24.93
\nSpot Rate : 0.4300
\nAverage : 0.2981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-14
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.50 %<\/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-42636","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42636","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=42636"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42636\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42636"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42636"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42636"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}