{"id":42659,"date":"2021-10-24T10:03:22","date_gmt":"2021-10-24T15:03:22","guid":{"rendered":"http:\/\/prefblog.com\/?p=42659"},"modified":"2021-10-24T10:03:22","modified_gmt":"2021-10-24T15:03:22","slug":"october-22-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42659","title":{"rendered":"October 22, 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>\n0.3654 %<\/td>\n2,781.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3654 %<\/td>\n5,103.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.12 %<\/td>\n3.14 %<\/td>\n56,485<\/td>\n19.39<\/td>\n3<\/td>\n0.3654 %<\/td>\n2,941.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0683 %<\/td>\n3,703.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.22 %<\/td>\n53,302<\/td>\n3.89<\/td>\n5<\/td>\n-1.0683 %<\/td>\n4,422.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0683 %<\/td>\n3,450.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.06 %<\/td>\n-11.16 %<\/td>\n54,959<\/td>\n0.09<\/td>\n32<\/td>\n0.0990 %<\/td>\n3,285.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.83 %<\/td>\n37,456<\/td>\n15.79<\/td>\n2<\/td>\n0.0407 %<\/td>\n3,881.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.83 %<\/td>\n3.70 %<\/td>\n108,718<\/td>\n17.22<\/td>\n40<\/td>\n-0.0702 %<\/td>\n2,899.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n0.61 %<\/td>\n77,069<\/td>\n0.09<\/td>\n20<\/td>\n-0.0432 %<\/td>\n3,705.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.81 %<\/td>\n25,354<\/td>\n20.22<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,861.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.76 %<\/td>\n126,889<\/td>\n1.96<\/td>\n31<\/td>\n0.1051 %<\/td>\n2,764.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0702 %<\/td>\n2,963.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.69 %<\/td>\n99,586<\/td>\n17.35<\/td>\n19<\/td>\n0.0876 %<\/td>\n2,981.1<\/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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.75
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.30
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 24.43
\nEvaluated at bid price : 24.67
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\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
BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\n59,184<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n51,418<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.34
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n46,082<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n35,113<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n32,348<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 23.62
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n31,693<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
There were 9 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.D<\/td>\nFixedReset Disc<\/td>\nQuote: 21.17 – 22.50
\nSpot Rate : 1.3300
\nAverage : 0.8345<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 21.50 – 22.07
\nSpot Rate : 0.5700
\nAverage : 0.3457<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.43 – 22.38
\nSpot Rate : 0.9500
\nAverage : 0.7273<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.94
\nSpot Rate : 1.7400
\nAverage : 1.5674<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-22
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.76 – 27.24
\nSpot Rate : 0.4800
\nAverage : 0.3078<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-21
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.76
\nBid-YTW : -19.21 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.75 – 11.15
\nSpot Rate : 0.4000
\nAverage : 0.2498<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.75
\nBid-YTW : 3.42 %<\/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-42659","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42659","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=42659"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42659\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42659"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42659"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42659"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}