{"id":42670,"date":"2021-10-27T19:11:25","date_gmt":"2021-10-28T00:11:25","guid":{"rendered":"http:\/\/prefblog.com\/?p=42670"},"modified":"2021-10-27T19:11:25","modified_gmt":"2021-10-28T00:11:25","slug":"october-27-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42670","title":{"rendered":"October 27, 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>\n1.2518 %<\/td>\n2,839.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2518 %<\/td>\n5,210.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.06 %<\/td>\n3.10 %<\/td>\n61,562<\/td>\n19.46<\/td>\n3<\/td>\n1.2518 %<\/td>\n3,002.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0843 %<\/td>\n3,728.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.22 %<\/td>\n54,931<\/td>\n3.88<\/td>\n5<\/td>\n0.0843 %<\/td>\n4,452.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0843 %<\/td>\n3,474.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-2.88 %<\/td>\n54,390<\/td>\n0.09<\/td>\n32<\/td>\n-0.1347 %<\/td>\n3,272.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.75 %<\/td>\n4.61 %<\/td>\n2,540,201<\/td>\n16.17<\/td>\n2<\/td>\n-0.8357 %<\/td>\n3,837.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.80 %<\/td>\n3.77 %<\/td>\n110,840<\/td>\n17.16<\/td>\n40<\/td>\n0.2888 %<\/td>\n2,919.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.26 %<\/td>\n76,922<\/td>\n3.53<\/td>\n20<\/td>\n-0.1850 %<\/td>\n3,689.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.77 %<\/td>\n25,629<\/td>\n20.31<\/td>\n2<\/td>\n1.1748 %<\/td>\n2,866.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.94 %<\/td>\n127,371<\/td>\n1.49<\/td>\n31<\/td>\n0.0662 %<\/td>\n2,765.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2888 %<\/td>\n2,984.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.67 %<\/td>\n91,464<\/td>\n17.19<\/td>\n19<\/td>\n-0.0536 %<\/td>\n2,991.8<\/td>\n<\/tr>\n<\/table>\n\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-7.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.17
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 16.73
\nEvaluated at bid price : 16.73
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.90
\nBid-YTW : 2.13 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.31 %<\/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 : 25.05
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.60
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.16
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 14.49
\nEvaluated at bid price : 14.49
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.31
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 3.02 %<\/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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n145,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 24.38
\nEvaluated at bid price : 24.76
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n88,806<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n77,023<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.48
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n64,942<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.43
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n50,702<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.90
\nBid-YTW : 2.13 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n46,992<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 2.01 %<\/td>\n<\/tr>\n
There were 19 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 – 18.10
\nSpot Rate : 1.4500
\nAverage : 0.9926<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.90 – 14.57
\nSpot Rate : 0.6700
\nAverage : 0.4168<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 13.90 – 14.39
\nSpot Rate : 0.4900
\nAverage : 0.3050<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n

ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.17 – 24.65
\nSpot Rate : 0.4800
\nAverage : 0.3113<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.17
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 24.51 – 24.80
\nSpot Rate : 0.2900
\nAverage : 0.1815<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.90 – 23.35
\nSpot Rate : 0.4500
\nAverage : 0.3450<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-27
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.90
\nBid-YTW : 3.67 %<\/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-42670","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42670","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=42670"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42670\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42670"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42670"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42670"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}