{"id":42649,"date":"2021-10-18T20:04:18","date_gmt":"2021-10-19T01:04:18","guid":{"rendered":"http:\/\/prefblog.com\/?p=42649"},"modified":"2021-10-18T20:04:18","modified_gmt":"2021-10-19T01:04:18","slug":"october-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42649","title":{"rendered":"October 18, 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-0.5232 %<\/td>\n2,695.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5232 %<\/td>\n4,946.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.22 %<\/td>\n3.19 %<\/td>\n50,569<\/td>\n19.25<\/td>\n3<\/td>\n-0.5232 %<\/td>\n2,850.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0383 %<\/td>\n3,727.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.18 %<\/td>\n52,476<\/td>\n3.90<\/td>\n5<\/td>\n-0.0383 %<\/td>\n4,450.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0383 %<\/td>\n3,472.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.06 %<\/td>\n-12.30 %<\/td>\n57,029<\/td>\n0.09<\/td>\n32<\/td>\n-0.0049 %<\/td>\n3,284.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.83 %<\/td>\n38,664<\/td>\n15.81<\/td>\n2<\/td>\n-0.4055 %<\/td>\n3,874.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.83 %<\/td>\n3.72 %<\/td>\n102,871<\/td>\n17.20<\/td>\n40<\/td>\n-0.3155 %<\/td>\n2,898.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n-0.18 %<\/td>\n79,363<\/td>\n0.09<\/td>\n20<\/td>\n0.7886 %<\/td>\n3,711.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n3.02 %<\/td>\n27,431<\/td>\n19.69<\/td>\n2<\/td>\n-2.6942 %<\/td>\n2,755.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.77 %<\/td>\n128,158<\/td>\n1.52<\/td>\n31<\/td>\n-0.0200 %<\/td>\n2,762.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3155 %<\/td>\n2,962.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.60 %<\/td>\n100,215<\/td>\n17.35<\/td>\n19<\/td>\n0.0201 %<\/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\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-7.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.90
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 12.93
\nEvaluated at bid price : 12.93
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.77
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : -42.42 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n17.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.01 %<\/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
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n272,220<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.45
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n62,830<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.33
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\n41,878<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.49
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n37,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n34,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n33,309<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
There were 20 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 – 18.25
\nSpot Rate : 1.6000
\nAverage : 1.0219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.49 – 27.69
\nSpot Rate : 1.2000
\nAverage : 0.8536<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.49
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.00 – 18.39
\nSpot Rate : 1.3900
\nAverage : 1.0798<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.60 – 21.45
\nSpot Rate : 0.8500
\nAverage : 0.5521<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.55 – 26.23
\nSpot Rate : 0.6800
\nAverage : 0.4215<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 20.92
\nSpot Rate : 0.7200
\nAverage : 0.4643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-18
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.36 %<\/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-42649","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42649","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=42649"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42649\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42649"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42649"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42649"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}