{"id":42674,"date":"2021-10-29T21:11:44","date_gmt":"2021-10-30T02:11:44","guid":{"rendered":"http:\/\/prefblog.com\/?p=42674"},"modified":"2021-10-29T21:11:44","modified_gmt":"2021-10-30T02:11:44","slug":"october-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42674","title":{"rendered":"October 29, 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>\n0.2384 %<\/td>\n2,838.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2384 %<\/td>\n5,208.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.06 %<\/td>\n3.08 %<\/td>\n68,173<\/td>\n19.51<\/td>\n3<\/td>\n0.2384 %<\/td>\n3,001.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3598 %<\/td>\n3,717.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.61 %<\/td>\n4.19 %<\/td>\n54,000<\/td>\n3.87<\/td>\n5<\/td>\n-0.3598 %<\/td>\n4,439.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3598 %<\/td>\n3,464.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-5.44 %<\/td>\n56,549<\/td>\n0.09<\/td>\n32<\/td>\n0.0945 %<\/td>\n3,274.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.62 %<\/td>\n2,466,149<\/td>\n16.15<\/td>\n2<\/td>\n0.0000 %<\/td>\n3,845.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.80 %<\/td>\n3.76 %<\/td>\n113,894<\/td>\n17.16<\/td>\n40<\/td>\n0.0534 %<\/td>\n2,924.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.12 %<\/td>\n83,962<\/td>\n1.59<\/td>\n20<\/td>\n-0.1009 %<\/td>\n3,673.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.77 %<\/td>\n26,544<\/td>\n20.30<\/td>\n2<\/td>\n0.5698 %<\/td>\n2,865.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.82 %<\/td>\n129,772<\/td>\n1.94<\/td>\n31<\/td>\n-0.0825 %<\/td>\n2,759.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0534 %<\/td>\n2,989.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.68 %<\/td>\n98,538<\/td>\n17.29<\/td>\n19<\/td>\n0.4713 %<\/td>\n2,994.6<\/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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 16.27
\nEvaluated at bid price : 16.27
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-28
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.40
\nBid-YTW : -17.14 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.82
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 23.25
\nEvaluated at bid price : 24.54
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 2.77 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : -38.20 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n7.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.63 %<\/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>\n65,178<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 23.25
\nEvaluated at bid price : 24.56
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n61,812<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n34,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.42
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n32,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 24.43
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n32,235<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.29 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n28,199<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
There were 57 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.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.00 – 27.00
\nSpot Rate : 1.0000
\nAverage : 0.5782<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-11-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : -38.20 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 18.27 – 18.99
\nSpot Rate : 0.7200
\nAverage : 0.4732<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-10-29
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.20 – 25.72
\nSpot Rate : 0.5200
\nAverage : 0.3503<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 26.25 – 26.75
\nSpot Rate : 0.5000
\nAverage : 0.3454<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 26.00 – 26.45
\nSpot Rate : 0.4500
\nAverage : 0.2955<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.75 – 26.14
\nSpot Rate : 0.3900
\nAverage : 0.2407<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 2.49 %<\/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-42674","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42674","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=42674"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42674\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42674"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42674"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42674"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}