{"id":42651,"date":"2021-10-19T20:00:56","date_gmt":"2021-10-20T01:00:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=42651"},"modified":"2021-10-19T20:00:56","modified_gmt":"2021-10-20T01:00:56","slug":"october-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42651","title":{"rendered":"October 19, 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>\n2.0786 %<\/td>\n2,751.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.0786 %<\/td>\n5,049.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.16 %<\/td>\n3.18 %<\/td>\n52,921<\/td>\n19.29<\/td>\n3<\/td>\n2.0786 %<\/td>\n2,909.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3066 %<\/td>\n3,738.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n4.20 %<\/td>\n55,917<\/td>\n3.90<\/td>\n5<\/td>\n0.3066 %<\/td>\n4,464.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3066 %<\/td>\n3,483.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.07 %<\/td>\n-9.40 %<\/td>\n56,144<\/td>\n0.09<\/td>\n32<\/td>\n-0.0929 %<\/td>\n3,281.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.82 %<\/td>\n37,130<\/td>\n15.82<\/td>\n2<\/td>\n0.1221 %<\/td>\n3,879.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.83 %<\/td>\n3.71 %<\/td>\n101,476<\/td>\n17.20<\/td>\n40<\/td>\n-0.1132 %<\/td>\n2,895.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n-0.04 %<\/td>\n80,479<\/td>\n0.09<\/td>\n20<\/td>\n-0.7177 %<\/td>\n3,684.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n3.02 %<\/td>\n26,353<\/td>\n19.69<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,755.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.90 %<\/td>\n127,839<\/td>\n1.51<\/td>\n31<\/td>\n-0.0912 %<\/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-0.1132 %<\/td>\n2,959.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.64 %<\/td>\n101,025<\/td>\n17.36<\/td>\n19<\/td>\n-0.4112 %<\/td>\n2,980.8<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-12.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-7.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 22.25
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 13.65
\nEvaluated at bid price : 13.65
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 11.20
\nBid-YTW : 2.32 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n4.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 3.18 %<\/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
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n199,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n154,109<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.59
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n96,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n85,120<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.47
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n74,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n47,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 2.12 %<\/td>\n<\/tr>\n
There were 14 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
MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 22.00 – 25.30
\nSpot Rate : 3.3000
\nAverage : 1.8057<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.75
\nSpot Rate : 1.5500
\nAverage : 0.9646<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 18.54
\nSpot Rate : 1.8900
\nAverage : 1.4759<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.98 – 25.79
\nSpot Rate : 0.8100
\nAverage : 0.5539<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 24.73
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.05 – 17.89
\nSpot Rate : 0.8400
\nAverage : 0.6275<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-19
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.00 – 27.70
\nSpot Rate : 0.7000
\nAverage : 0.4875<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 27.00
\nBid-YTW : 4.32 %<\/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-42651","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42651","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=42651"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42651\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42651"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42651"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42651"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}