{"id":42704,"date":"2021-11-10T10:14:23","date_gmt":"2021-11-10T15:14:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=42704"},"modified":"2021-11-10T10:14:23","modified_gmt":"2021-11-10T15:14:23","slug":"november-9-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42704","title":{"rendered":"November 9, 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<\nbr>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>\n0.0
\n0<\/td>\n		0<\/td>\n0.6174 %<\/td>\n2,860.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6174 %<\/td>\n5,248.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.04 %<\/td>\n3.03 %<\/td>\n82,688<\/td>\n19.61<\/td>\n3<\/td>\n0.6174 %<\/td>\n3,024.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %\n<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0387 %<\/td>\n3,696.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.26 %<\/td>\n61,741<\/td>\n3.84<\/td>\n5<\/td>\n0.03
\n87 %<\/td>\n		4,414.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0387 %<\/td>\n3,444.4<\/td>\n<\/tr>\n
Perpetu
\nal-Premium<\/td>\n		5.08 %<\/td>\n-7.94 %<\/td>\n54,421<\/td>\n0.09<\/td>\n32<\/td>\n-0.0147 %<\/td>\n3,275.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4
\n.58 %<\/td>\n		2,137,784<\/td>\n16.20<\/td>\n2<\/td>\n0.1425 %<\/td>\n3,880.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.78 %<\/td>\n3.80 %<\/td>\n113,173<\/td>\n17.15<\/\ntd><\/p>\n40<\/td>\n-0.1179 %<\/td>\n2,940.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.08 %<\/td>\n93,270<\/td>\n1.56<\/td>\n20<\/td>\n0.0414 %<\/td>\n3
\n,689.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.49 %<\/td>\n2.77 %<\/td>\n23,704<\/td>\n20.28<\/td>\n2<\/td>\n-0.6887 %<\/td>\n2,926.0<\/td>\n<\/tr>\n
FixedReset Prem<\/\ntd><\/p>\n4.69 %<\/td>\n2.75 %<\/td>\n126,998<\/td>\n1.88<\/td>\n30<\/td>\n-0.0710 %<\/td>\n2,758.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1179 %<\/td>\n3,005.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.04 %<\/td>\n3.68 %<\/td>\n90,307<\/td>\n17.14<\/td>\n19<\/td>\n-0.8074 %<\/td>\n2,983.4<\/td>\n<\/tr>\n<\/table>\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<\/\ntd><\/p>\nNotes<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-19.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Premium<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Premium<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 14.39
\nEvaluated at bid price : 14.39
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.45
\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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n121,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.30
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n92,820<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n91,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n82,885<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 2.16 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n45,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n43,180<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 2.50 %<\/td>\n<\/tr>\n
There were 23 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 19.20
\nSpot Rate : 4.2000
\nAverage : 2.3620
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.90 – 25.26
\nSpot Rate : 3.3600
\nAverage : 1.8795
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.39 – 15.50
\nSpot Rate : 1.1100
\nAverage : 0.7091
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 14.39
\nEvaluated at bid price : 14.39
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.80 – 22.79
\nSpot Rate : 0.9900
\nAverage : 0.6791
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.80 – 20.53
\nSpot Rate : 0.7300
\nAverage : 0.4714
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.75 – 14.46
\nSpot Rate : 0.7100
\nAverage : 0.5437
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-09
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/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 MedianAverageTrading< br>Value MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 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-42704","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42704","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=42704"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42704\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42704"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42704"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42704"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}