{"id":42661,"date":"2021-10-25T20:47:26","date_gmt":"2021-10-26T01:47:26","guid":{"rendered":"http:\/\/prefblog.com\/?p=42661"},"modified":"2021-10-25T20:47:26","modified_gmt":"2021-10-26T01:47:26","slug":"october-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42661","title":{"rendered":"October 25, 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>\n0.3641 %<\/td>\n2,791.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3641 %<\/td>\n5,122.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.11 %<\/td>\n3.14 %<\/td>\n55,973<\/td>\n19.38<\/td>\n3<\/td>\n0.3641 %<\/td>\n2,951.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2352 %<\/td>\n3,712.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.22 %<\/td>\n51,437<\/td>\n3.88<\/td>\n5<\/td>\n0.2352 %<\/td>\n4,433.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2352 %<\/td>\n3,458.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-9.20 %<\/td>\n53,115<\/td>\n0.09<\/td>\n32<\/td>\n-0.2712 %<\/td>\n3,276.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.59 %<\/td>\n2,590,036<\/td>\n16.20<\/td>\n2<\/td>\n-0.3049 %<\/td>\n3,869.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.82 %<\/td>\n3.75 %<\/td>\n107,467<\/td>\n17.11<\/td>\n40<\/td>\n0.2339 %<\/td>\n2,906.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n2.92 %<\/td>\n76,686<\/td>\n0.09<\/td>\n20<\/td>\n-0.1669 %<\/td>\n3,699.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.55 %<\/td>\n2.82 %<\/td>\n24,492<\/td>\n20.18<\/td>\n2<\/td>\n-0.7660 %<\/td>\n2,839.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.83 %<\/td>\n126,369<\/td>\n1.95<\/td>\n31<\/td>\n-0.0637 %<\/td>\n2,762.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2339 %<\/td>\n2,970.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.71 %<\/td>\n95,952<\/td>\n17.23<\/td>\n19<\/td>\n-0.1818 %<\/td>\n2,975.7<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 17.56
\nEvaluated at bid price : 17.56
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.81
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n4.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n8.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 3.82 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n77,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.33
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Prem<\/td>\n54,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n40,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.54
\nBid-YTW : 2.63 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n39,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n31,597<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.80
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n28,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.43
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
There were 12 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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.80 – 17.95
\nSpot Rate : 1.1500
\nAverage : 0.7159<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.18 – 25.72
\nSpot Rate : 0.5400
\nAverage : 0.3868<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.96 – 26.69
\nSpot Rate : 0.7300
\nAverage : 0.5983<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.96
\nBid-YTW : -9.65 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 26.75
\nSpot Rate : 0.4500
\nAverage : 0.3449<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.23 – 24.54
\nSpot Rate : 0.3100
\nAverage : 0.2145<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.23
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 25.03 – 25.43
\nSpot Rate : 0.4000
\nAverage : 0.3046<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-25
\nMaturity Price : 24.81
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.47 %<\/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-42661","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42661","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=42661"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42661\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42661"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42661"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42661"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}