{"id":42689,"date":"2021-11-04T19:21:28","date_gmt":"2021-11-05T00:21:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=42689"},"modified":"2021-11-04T19:21:28","modified_gmt":"2021-11-05T00:21:28","slug":"november-4-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42689","title":{"rendered":"November 4, 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>\n0.4745 %<\/td>\n2,858.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4745 %<\/td>\n5,246.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.04 %<\/td>\n3.07 %<\/td>\n77,237<\/td>\n19.53<\/td>\n3<\/td>\n0.4745 %<\/td>\n3,023.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0308 %<\/td>\n3,707.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.26 %<\/td>\n58,579<\/td>\n3.85<\/td>\n5<\/td>\n-0.0308 %<\/td>\n4,427.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0308 %<\/td>\n3,454.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-6.89 %<\/td>\n58,053<\/td>\n0.09<\/td>\n32<\/td>\n-0.0074 %<\/td>\n3,273.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72 %<\/td>\n4.59 %<\/td>\n2,187,856<\/td>\n16.19<\/td>\n2<\/td>\n0.2248 %<\/td>\n3,868.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.78 %<\/td>\n3.93 %<\/td>\n119,088<\/td>\n16.76<\/td>\n40<\/td>\n-0.0759 %<\/td>\n2,936.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.49 %<\/td>\n86,211<\/td>\n3.50<\/td>\n20<\/td>\n-0.0356 %<\/td>\n3,682.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n2.77 %<\/td>\n26,441<\/td>\n20.31<\/td>\n2<\/td>\n0.1939 %<\/td>\n2,935.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.54 %<\/td>\n132,255<\/td>\n1.80<\/td>\n30<\/td>\n0.0620 %<\/td>\n2,763.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0759 %<\/td>\n3,001.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.87 %<\/td>\n98,331<\/td>\n16.93<\/td>\n19<\/td>\n0.1654 %<\/td>\n2,998.2<\/td>\n<\/tr>\n<\/table>\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-8.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -2.75 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.98
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.65
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 14.28
\nEvaluated at bid price : 14.28
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 1.03 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n10.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\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
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n101,297<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.48
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n78,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n50,576<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Premium<\/td>\n46,095<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.47
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n40,960<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -11.28 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n39,086<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
There were 29 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 – 18.35
\nSpot Rate : 1.7000
\nAverage : 1.2169<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.80
\nSpot Rate : 0.8000
\nAverage : 0.5476<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.28 – 25.00
\nSpot Rate : 0.7200
\nAverage : 0.4775<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.28
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.47 – 25.25
\nSpot Rate : 0.7800
\nAverage : 0.5501<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.47
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.25 – 25.84
\nSpot Rate : 0.5900
\nAverage : 0.3812<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.00 – 25.38
\nSpot Rate : 0.3800
\nAverage : 0.2392<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-04
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.89 %<\/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-42689","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42689","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=42689"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42689\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42689"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42689"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42689"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}