{"id":42694,"date":"2021-11-05T21:02:51","date_gmt":"2021-11-06T02:02:51","guid":{"rendered":"http:\/\/prefblog.com\/?p=42694"},"modified":"2021-11-05T21:02:51","modified_gmt":"2021-11-06T02:02:51","slug":"november-5-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42694","title":{"rendered":"November 5, 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-1.0862 %<\/td>\n2,827.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0862 %<\/td>\n5,189.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.07 %<\/td>\n3.07 %<\/td>\n77,459<\/td>\n19.53<\/td>\n3<\/td>\n-1.0862 %<\/td>\n2,990.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0848 %<\/td>\n3,704.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.29 %<\/td>\n59,068<\/td>\n3.85<\/td>\n5<\/td>\n-0.0848 %<\/td>\n4,423.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0848 %<\/td>\n3,451.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-6.48 %<\/td>\n56,474<\/td>\n0.09<\/td>\n32<\/td>\n-0.0208 %<\/td>\n3,273.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.59 %<\/td>\n2,160,139<\/td>\n16.19<\/td>\n2<\/td>\n0.1427 %<\/td>\n3,874.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.90 %<\/td>\n115,019<\/td>\n16.89<\/td>\n40<\/td>\n0.1670 %<\/td>\n2,941.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.39 %<\/td>\n93,084<\/td>\n3.50<\/td>\n20<\/td>\n0.0217 %<\/td>\n3,683.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.49 %<\/td>\n2.78 %<\/td>\n25,449<\/td>\n20.28<\/td>\n2<\/td>\n0.1106 %<\/td>\n2,939.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.55 %<\/td>\n129,172<\/td>\n1.80<\/td>\n30<\/td>\n0.0116 %<\/td>\n2,763.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1670 %<\/td>\n3,006.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.82 %<\/td>\n94,432<\/td>\n16.90<\/td>\n19<\/td>\n0.0268 %<\/td>\n2,999.0<\/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
BAM.PR.B<\/td>\nFloater<\/td>\n-3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-06-30
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 2.82 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.72
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.42
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n9.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.00 %<\/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>\n71,407<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.49
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n53,850<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 1.63 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n49,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 23.48
\nEvaluated at bid price : 24.64
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n40,244<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n33,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n27,993<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : -3.03 %<\/td>\n<\/tr>\n
There were 16 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
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.65 – 24.42
\nSpot Rate : 0.7700
\nAverage : 0.5142<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 13.75 – 14.35
\nSpot Rate : 0.6000
\nAverage : 0.3897<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 17.25 – 17.78
\nSpot Rate : 0.5300
\nAverage : 0.3700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.24 – 25.74
\nSpot Rate : 0.5000
\nAverage : 0.3615<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.08 – 25.67
\nSpot Rate : 0.5900
\nAverage : 0.4904<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-05
\nMaturity Price : 24.77
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 26.80
\nSpot Rate : 0.5000
\nAverage : 0.4102<\/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 : 3.96 %<\/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-42694","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42694","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=42694"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42694\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42694"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42694"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42694"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}