{"id":42666,"date":"2021-10-26T21:10:48","date_gmt":"2021-10-27T02:10:48","guid":{"rendered":"http:\/\/prefblog.com\/?p=42666"},"modified":"2021-10-26T21:10:48","modified_gmt":"2021-10-27T02:10:48","slug":"october-26-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42666","title":{"rendered":"October 26, 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>\n0.4595 %<\/td>\n2,804.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4595 %<\/td>\n5,145.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.10 %<\/td>\n3.12 %<\/td>\n57,349<\/td>\n19.43<\/td>\n3<\/td>\n0.4595 %<\/td>\n2,965.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3540 %<\/td>\n3,725.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.18 %<\/td>\n55,549<\/td>\n3.88<\/td>\n5<\/td>\n0.3540 %<\/td>\n4,448.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3540 %<\/td>\n3,471.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-10.05 %<\/td>\n54,043<\/td>\n0.09<\/td>\n32<\/td>\n0.0122 %<\/td>\n3,276.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.84 %<\/td>\n36,718<\/td>\n15.76<\/td>\n2<\/td>\n0.0204 %<\/td>\n3,870.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.81 %<\/td>\n3.74 %<\/td>\n106,661<\/td>\n17.15<\/td>\n40<\/td>\n0.1677 %<\/td>\n2,911.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n3.79 %<\/td>\n74,148<\/td>\n0.66<\/td>\n20<\/td>\n-0.0728 %<\/td>\n3,696.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.56 %<\/td>\n2.79 %<\/td>\n24,353<\/td>\n20.27<\/td>\n2<\/td>\n-0.2287 %<\/td>\n2,832.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.78 %<\/td>\n128,601<\/td>\n1.50<\/td>\n31<\/td>\n0.0288 %<\/td>\n2,763.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1677 %<\/td>\n2,975.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.68 %<\/td>\n94,818<\/td>\n17.25<\/td>\n19<\/td>\n0.5957 %<\/td>\n2,993.4<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 24.58
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.73
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 21.13
\nEvaluated at bid price : 21.13
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.44
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 2.79 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.94
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n7.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\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
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n85,614<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n67,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n36,086<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n34,604<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.46
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n31,368<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 24.37
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n30,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
There were 15 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.80 – 26.00
\nSpot Rate : 1.2000
\nAverage : 0.7137<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.50 – 17.95
\nSpot Rate : 1.4500
\nAverage : 1.0998<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.54 – 25.27
\nSpot Rate : 0.7300
\nAverage : 0.5266<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.54
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.85 – 25.32
\nSpot Rate : 0.4700
\nAverage : 0.3439<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-26
\nMaturity Price : 24.58
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 26.00 – 26.40
\nSpot Rate : 0.4000
\nAverage : 0.2749<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 25.41 – 25.79
\nSpot Rate : 0.3800
\nAverage : 0.2636<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 4.23 %<\/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-42666","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42666","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=42666"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42666\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42666"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42666"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42666"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}