{"id":42672,"date":"2021-10-29T21:11:03","date_gmt":"2021-10-30T02:11:03","guid":{"rendered":"http:\/\/prefblog.com\/?p=42672"},"modified":"2021-10-29T21:11:03","modified_gmt":"2021-10-30T02:11:03","slug":"october-28-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42672","title":{"rendered":"October 28, 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>\n-0.2615 %<\/td>\n2,831.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2615 %<\/td>\n5,196.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.07 %<\/td>\n3.08 %<\/td>\n65,251<\/td>\n19.51<\/td>\n3<\/td>\n-0.2615 %<\/td>\n2,994.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0766 %<\/td>\n3,731.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n4.17 %<\/td>\n52,753<\/td>\n3.87<\/td>\n5<\/td>\n0.0766 %<\/td>\n4,456.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0766 %<\/td>\n3,476.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-4.86 %<\/td>\n54,274<\/td>\n0.09<\/td>\n32<\/td>\n-0.0245 %<\/td>\n3,271.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.61 %<\/td>\n2,500,241<\/td>\n16.16<\/td>\n2<\/td>\n0.2056 %<\/td>\n3,845.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.80 %<\/td>\n3.75 %<\/td>\n110,151<\/td>\n17.16<\/td>\n40<\/td>\n0.1102 %<\/td>\n2,922.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.49 %<\/td>\n80,131<\/td>\n3.53<\/td>\n20<\/td>\n-0.3451 %<\/td>\n3,677.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.54 %<\/td>\n2.81 %<\/td>\n24,661<\/td>\n20.20<\/td>\n2<\/td>\n-0.5947 %<\/td>\n2,848.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.91 %<\/td>\n126,274<\/td>\n1.49<\/td>\n31<\/td>\n-0.1074 %<\/td>\n2,762.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1102 %<\/td>\n2,987.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.70 %<\/td>\n98,154<\/td>\n17.24<\/td>\n19<\/td>\n-0.3756 %<\/td>\n2,980.6<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-7.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.42
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.53
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.26
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n8.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 3.80 %<\/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.H<\/td>\nFixedReset Disc<\/td>\n175,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n101,903<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.70
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n85,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.83
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n84,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n65,810<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : -14.33 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n51,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.53
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
There were 25 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.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.20 – 18.82
\nSpot Rate : 1.6200
\nAverage : 1.1117<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Prem<\/td>\nQuote: 25.40 – 26.21
\nSpot Rate : 0.8100
\nAverage : 0.4822<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.12 – 25.90
\nSpot Rate : 0.7800
\nAverage : 0.4586<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.89
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 24.42 – 25.20
\nSpot Rate : 0.7800
\nAverage : 0.4871<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.42
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.94 – 21.94
\nSpot Rate : 1.0000
\nAverage : 0.7665<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.43 – 22.34
\nSpot Rate : 0.9100
\nAverage : 0.7124<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-28
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.34 %<\/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-42672","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42672","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=42672"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42672\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42672"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42672"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42672"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}