{"id":42685,"date":"2021-11-02T20:43:34","date_gmt":"2021-11-03T01:43:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=42685"},"modified":"2021-11-02T20:43:34","modified_gmt":"2021-11-03T01:43:34","slug":"november-2-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42685","title":{"rendered":"November 2, 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>\n1.1247 %<\/td>\n2,852.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.1247 %<\/td>\n5,234.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.04 %<\/td>\n3.07 %<\/td>\n72,942<\/td>\n19.54<\/td>\n3<\/td>\n1.1247 %<\/td>\n3,016.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3656 %<\/td>\n3,698.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.27 %<\/td>\n59,368<\/td>\n3.86<\/td>\n5<\/td>\n-0.3656 %<\/td>\n4,416.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3656 %<\/td>\n3,445.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-7.67 %<\/td>\n56,270<\/td>\n0.09<\/td>\n32<\/td>\n-0.0098 %<\/td>\n3,273.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.73 %<\/td>\n4.62 %<\/td>\n2,297,794<\/td>\n16.15<\/td>\n2<\/td>\n0.2462 %<\/td>\n3,855.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.78 %<\/td>\n3.94 %<\/td>\n117,053<\/td>\n16.87<\/td>\n40<\/td>\n-0.0206 %<\/td>\n2,935.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.53 %<\/td>\n83,025<\/td>\n3.51<\/td>\n20<\/td>\n0.0990 %<\/td>\n3,680.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.82 %<\/td>\n25,923<\/td>\n20.18<\/td>\n2<\/td>\n-0.2793 %<\/td>\n2,897.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.68 %<\/td>\n2.55 %<\/td>\n125,901<\/td>\n1.81<\/td>\n30<\/td>\n0.1045 %<\/td>\n2,764.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0206 %<\/td>\n3,000.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.85 %<\/td>\n91,564<\/td>\n16.84<\/td>\n19<\/td>\n-0.0580 %<\/td>\n2,996.1<\/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\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-9.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.20
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.77
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 2.25 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.33
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 24.52
\nEvaluated at bid price : 24.77
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 17.24
\nEvaluated at bid price : 17.24
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 14.13
\nEvaluated at bid price : 14.13
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.44 %<\/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
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n219,520<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 2.10 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n68,732<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.67
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n58,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n50,130<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n39,260<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n37,281<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 3.67 %<\/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 – 18.50
\nSpot Rate : 1.8500
\nAverage : 1.1446<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

BIP.PR.D<\/td>\nFixedReset Prem<\/td>\nQuote: 25.63 – 26.98
\nSpot Rate : 1.3500
\nAverage : 0.8282<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : -0.02 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.20 – 22.96
\nSpot Rate : 0.7600
\nAverage : 0.4797<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-02
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.20
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.55 – 27.70
\nSpot Rate : 1.1500
\nAverage : 0.8881<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 27.00
\nSpot Rate : 0.7000
\nAverage : 0.5445<\/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 : 3.91 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.35 – 25.80
\nSpot Rate : 0.4500
\nAverage : 0.3128<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -11.17 %<\/td>\n<\/tr>\n<\/table>\n

a\t\t\t\t\t\t\t<\/p>\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-42685","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42685","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=42685"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42685\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42685"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42685"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42685"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}