{"id":42702,"date":"2021-11-09T09:44:00","date_gmt":"2021-11-09T14:44:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=42702"},"modified":"2021-11-09T09:44:00","modified_gmt":"2021-11-09T14:44:00","slug":"november-8-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42702","title":{"rendered":"November 8, 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>\n0.5252 %<\/td>\n2,842.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5252 %<\/td>\n5,216.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.05 %<\/td>\n3.05 %<\/td>\n79,967<\/td>\n19.57<\/td>\n3<\/td>\n0.5252 %<\/td>\n3,006.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2391 %<\/td>\n3,695.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.30 %<\/td>\n62,490<\/td>\n3.84<\/td>\n5<\/td>\n-0.2391 %<\/td>\n4,412.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2391 %<\/td>\n3,443.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-7.48 %<\/td>\n56,340<\/td>\n0.09<\/td>\n32<\/td>\n0.0723 %<\/td>\n3,275.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.59 %<\/td>\n2,134,943<\/td>\n16.18<\/td>\n2<\/td>\n0.0204 %<\/td>\n3,874.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.80 %<\/td>\n114,612<\/td>\n17.15<\/td>\n40<\/td>\n0.0801 %<\/td>\n2,943.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.48 %<\/td>\n92,064<\/td>\n3.49<\/td>\n20<\/td>\n0.1106 %<\/td>\n3,687.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.47 %<\/td>\n2.75 %<\/td>\n24,634<\/td>\n20.34<\/td>\n2<\/td>\n0.2485 %<\/td>\n2,946.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.73 %<\/td>\n129,129<\/td>\n1.88<\/td>\n30<\/td>\n-0.1019 %<\/td>\n2,760.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0801 %<\/td>\n3,008.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.01 %<\/td>\n3.67 %<\/td>\n90,888<\/td>\n17.16<\/td>\n19<\/td>\n0.2900 %<\/td>\n3,007.7<\/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
BAM.PR.K<\/td>\nFloater<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Prem<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Premium<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 14.21
\nEvaluated at bid price : 14.21
\nBid-YTW : 3.04 %<\/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
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n37,619<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n37,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.49
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n31,017<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : -2.46 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n27,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n24,207<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Premium<\/td>\n23,859<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 1.40 %<\/td>\n<\/tr>\n
There were 8 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
IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.75 – 27.70
\nSpot Rate : 0.9500
\nAverage : 0.6178<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.75 – 14.30
\nSpot Rate : 0.5500
\nAverage : 0.3613<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.55 – 25.18
\nSpot Rate : 0.6300
\nAverage : 0.4569<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 25.77 – 26.23
\nSpot Rate : 0.4600
\nAverage : 0.3579<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 26.36 – 26.79
\nSpot Rate : 0.4300
\nAverage : 0.3323<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.36
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.08 – 23.45
\nSpot Rate : 0.3700
\nAverage : 0.2825<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-08
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.08
\nBid-YTW : 3.69 %<\/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-42702","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42702","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=42702"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42702\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42702"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42702"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42702"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}