{"id":42709,"date":"2021-11-11T10:24:11","date_gmt":"2021-11-11T15:24:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=42709"},"modified":"2021-11-11T10:24:11","modified_gmt":"2021-11-11T15:24:11","slug":"november-10-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42709","title":{"rendered":"November 10, 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>\n1.3453 %<\/td>\n2,898.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3453 %<\/td>\n5,319.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.00 %<\/td>\n3.03 %<\/td>\n82,801<\/td>\n19.61<\/td>\n3<\/td>\n1.3453 %<\/td>\n3,065.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1777 %<\/td>\n3,703.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.27 %<\/td>\n59,444<\/td>\n3.84<\/td>\n5<\/td>\n0.1777 %<\/td>\n4,422.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1777 %<\/td>\n3,450.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-4.73 %<\/td>\n53,859<\/td>\n0.09<\/td>\n32<\/td>\n0.0380 %<\/td>\n3,276.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.59 %<\/td>\n2,134,216<\/td>\n16.18<\/td>\n2<\/td>\n-0.1016 %<\/td>\n3,876.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.78 %<\/td>\n116,327<\/td>\n17.14<\/td>\n40<\/td>\n0.0823 %<\/td>\n2,942.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.09 %<\/td>\n91,944<\/td>\n1.56<\/td>\n20<\/td>\n0.0375 %<\/td>\n3,690.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.49 %<\/td>\n2.77 %<\/td>\n24,524<\/td>\n20.28<\/td>\n2<\/td>\n0.1387 %<\/td>\n2,930.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.93 %<\/td>\n124,974<\/td>\n1.87<\/td>\n30<\/td>\n-0.0207 %<\/td>\n2,758.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0823 %<\/td>\n3,007.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.00 %<\/td>\n3.64 %<\/td>\n92,087<\/td>\n17.13<\/td>\n19<\/td>\n0.9059 %<\/td>\n3,010.4<\/td>\n<\/tr>\n<\/table>\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
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 14.24
\nEvaluated at bid price : 14.24
\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n25.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 3.64 %<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n113,692<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n80,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.62
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n71,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.63
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n55,589<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -1.60 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n35,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n33,556<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.44
\nBid-YTW : 3.66 %<\/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
NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 25.10 – 25.79
\nSpot Rate : 0.6900
\nAverage : 0.4041<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.50
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 24.45 – 24.84
\nSpot Rate : 0.3900
\nAverage : 0.2465<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 26.94
\nSpot Rate : 0.6400
\nAverage : 0.5008<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.80 – 22.75
\nSpot Rate : 0.9500
\nAverage : 0.8208<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.12 – 23.65
\nSpot Rate : 0.5300
\nAverage : 0.4013<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.12
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n

FTS.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 23.84
\nSpot Rate : 0.3400
\nAverage : 0.2198<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-10
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.88 %<\/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-42709","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42709","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=42709"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42709\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42709"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42709"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42709"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}