{"id":42641,"date":"2021-10-16T09:55:30","date_gmt":"2021-10-16T14:55:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=42641"},"modified":"2021-10-16T09:55:30","modified_gmt":"2021-10-16T14:55:30","slug":"october-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42641","title":{"rendered":"October 15, 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-1.1330 %<\/td>\n2,709.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1330 %<\/td>\n4,972.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.20 %<\/td>\n3.20 %<\/td>\n50,779<\/td>\n19.23<\/td>\n3<\/td>\n-1.1330 %<\/td>\n2,865.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1150 %<\/td>\n3,728.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.16 %<\/td>\n52,157<\/td>\n3.91<\/td>\n5<\/td>\n0.1150 %<\/td>\n4,452.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1150 %<\/td>\n3,474.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.06 %<\/td>\n-10.03 %<\/td>\n56,801<\/td>\n0.09<\/td>\n32<\/td>\n-0.1305 %<\/td>\n3,284.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.83 %<\/td>\n35,968<\/td>\n15.82<\/td>\n2<\/td>\n-1.4986 %<\/td>\n3,890.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.66 %<\/td>\n101,975<\/td>\n17.35<\/td>\n41<\/td>\n0.4196 %<\/td>\n2,907.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n-1.00 %<\/td>\n80,370<\/td>\n0.09<\/td>\n20<\/td>\n-0.9107 %<\/td>\n3,682.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.54 %<\/td>\n2.87 %<\/td>\n28,553<\/td>\n20.08<\/td>\n2<\/td>\n1.1598 %<\/td>\n2,831.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.89 %<\/td>\n128,877<\/td>\n1.53<\/td>\n31<\/td>\n0.0150 %<\/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>\n0.4196 %<\/td>\n2,972.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.50 %<\/td>\n99,093<\/td>\n17.50<\/td>\n19<\/td>\n0.4717 %<\/td>\n2,992.5<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-15.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-3.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 13.09
\nEvaluated at bid price : 13.09
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : -29.88 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.77
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.40
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 2.23 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n6.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n6.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 16.03
\nEvaluated at bid price : 16.03
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n<\/table>\n\n\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
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n736,260<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n288,189<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n175,711<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n170,665<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Premium<\/td>\n164,182<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.34 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n163,384<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -15.97 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n162,291<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n142,258<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.97
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
There were 32 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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.25 – 26.60
\nSpot Rate : 4.3500
\nAverage : 2.4368<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.79 – 18.86
\nSpot Rate : 1.0700
\nAverage : 0.7396<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 17.79
\nEvaluated at bid price : 17.79
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n

GWO.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 25.86 – 26.43
\nSpot Rate : 0.5700
\nAverage : 0.3376<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : -29.88 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.03 – 25.58
\nSpot Rate : 0.5500
\nAverage : 0.3680<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 24.72
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.09 – 13.64
\nSpot Rate : 0.5500
\nAverage : 0.3685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-15
\nMaturity Price : 13.09
\nEvaluated at bid price : 13.09
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.65 – 26.31
\nSpot Rate : 0.6600
\nAverage : 0.4828<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : -18.33 %<\/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-42641","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42641","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=42641"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42641\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42641"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42641"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42641"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}