{"id":42713,"date":"2021-11-13T10:51:31","date_gmt":"2021-11-13T15:51:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=42713"},"modified":"2021-11-13T10:51:31","modified_gmt":"2021-11-13T15:51:31","slug":"november-12-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42713","title":{"rendered":"November 12, 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>\n0.1878 %<\/td>\n2,881.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1878 %<\/td>\n5,286.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.01 %<\/td>\n3.01 %<\/td>\n79,551<\/td>\n19.67<\/td>\n3<\/td>\n0.1878 %<\/td>\n3,046.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2005 %<\/td>\n3,696.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.30 %<\/td>\n58,000<\/td>\n3.83<\/td>\n5<\/td>\n-0.2005 %<\/td>\n4,413.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2005 %<\/td>\n3,443.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.07 %<\/td>\n-3.99 %<\/td>\n52,246<\/td>\n0.09<\/td>\n32<\/td>\n0.1028 %<\/td>\n3,280.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.59 %<\/td>\n2,045,606<\/td>\n16.18<\/td>\n2<\/td>\n0.0406 %<\/td>\n3,882.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.78 %<\/td>\n3.85 %<\/td>\n117,274<\/td>\n17.00<\/td>\n40<\/td>\n-0.2336 %<\/td>\n2,937.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n3.46 %<\/td>\n92,581<\/td>\n0.62<\/td>\n20<\/td>\n0.0986 %<\/td>\n3,695.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.47 %<\/td>\n2.80 %<\/td>\n27,337<\/td>\n20.20<\/td>\n2<\/td>\n1.1204 %<\/td>\n2,930.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.78 %<\/td>\n121,159<\/td>\n1.94<\/td>\n30<\/td>\n-0.0685 %<\/td>\n2,755.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2336 %<\/td>\n3,002.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.00 %<\/td>\n3.72 %<\/td>\n92,362<\/td>\n16.98<\/td>\n19<\/td>\n-0.0666 %<\/td>\n3,011.0<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-5.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.15
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Premium<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.58 %<\/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>\n141,494<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n124,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 17.79
\nEvaluated at bid price : 17.79
\nBid-YTW : 2.16 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n49,089<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\n33,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n23,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n23,254<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 23.25
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
There were 12 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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 21.17 – 22.54
\nSpot Rate : 1.3700
\nAverage : 0.7556<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.70 – 27.49
\nSpot Rate : 0.7900
\nAverage : 0.5131<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 2.67 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.64 – 27.70
\nSpot Rate : 1.0600
\nAverage : 0.8846<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.64
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.61 – 26.10
\nSpot Rate : 0.4900
\nAverage : 0.3226<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : -12.41 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.75 – 15.00
\nSpot Rate : 1.2500
\nAverage : 1.1150<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-12
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 3.14 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 25.00 – 25.35
\nSpot Rate : 0.3500
\nAverage : 0.2464<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.28 %<\/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-42713","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42713","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=42713"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42713\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42713"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42713"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42713"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}