{"id":42711,"date":"2021-11-12T09:07:04","date_gmt":"2021-11-12T14:07:04","guid":{"rendered":"http:\/\/prefblog.com\/?p=42711"},"modified":"2021-11-12T09:07:04","modified_gmt":"2021-11-12T14:07:04","slug":"november-11-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42711","title":{"rendered":"November 11, 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-0.7918 %<\/td>\n2,875.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7918 %<\/td>\n5,277.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.02 %<\/td>\n3.01 %<\/td>\n79,950<\/td>\n19.67<\/td>\n3<\/td>\n-0.7918 %<\/td>\n3,041.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0077 %<\/td>\n3,703.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.23 %<\/td>\n60,407<\/td>\n3.84<\/td>\n5<\/td>\n0.0077 %<\/td>\n4,422.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0077 %<\/td>\n3,450.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-4.15 %<\/td>\n53,567<\/td>\n0.09<\/td>\n32<\/td>\n0.0331 %<\/td>\n3,277.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.85 %<\/td>\n33,709<\/td>\n15.73<\/td>\n2<\/td>\n0.1221 %<\/td>\n3,881.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.73 %<\/td>\n114,456<\/td>\n17.11<\/td>\n40<\/td>\n0.0671 %<\/td>\n2,944.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.09 %<\/td>\n91,566<\/td>\n1.55<\/td>\n20<\/td>\n0.0434 %<\/td>\n3,692.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.51 %<\/td>\n2.87 %<\/td>\n26,510<\/td>\n20.04<\/td>\n2<\/td>\n-1.1080 %<\/td>\n2,897.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.86 %<\/td>\n123,117<\/td>\n1.87<\/td>\n30<\/td>\n-0.0530 %<\/td>\n2,756.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0671 %<\/td>\n3,009.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.00 %<\/td>\n3.64 %<\/td>\n91,816<\/td>\n17.15<\/td>\n19<\/td>\n0.0867 %<\/td>\n3,013.0<\/td>\n<\/tr>\n<\/table>\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-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 3.04 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 2.19 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.03
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.34
\nBid-YTW : 4.36 %<\/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>\n54,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n32,595<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 23.31
\nEvaluated at bid price : 24.67
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n25,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n24,850<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-11
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -1.40 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n23,648<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 23.85
\nEvaluated at bid price : 25.47
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n22,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 2.13 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.97
\nSpot Rate : 1.4700
\nAverage : 0.9059<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 18.00 – 18.87
\nSpot Rate : 0.8700
\nAverage : 0.5708<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.75 – 15.00
\nSpot Rate : 1.2500
\nAverage : 0.9671<\/p>\n

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

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.50 – 15.50
\nSpot Rate : 1.0000
\nAverage : 0.7218<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 21.29 – 22.00
\nSpot Rate : 0.7100
\nAverage : 0.4845<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-11
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.29
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.80 – 27.70
\nSpot Rate : 0.9000
\nAverage : 0.6922<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.80
\nBid-YTW : 4.38 %<\/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-42711","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42711","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=42711"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42711\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42711"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42711"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42711"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}