{"id":42726,"date":"2021-11-15T21:24:39","date_gmt":"2021-11-16T02:24:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=42726"},"modified":"2021-11-15T21:24:39","modified_gmt":"2021-11-16T02:24:39","slug":"november-15-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42726","title":{"rendered":"November 15, 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>\n2.9288 %<\/td>\n2,965.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.9288 %<\/td>\n5,441.7<\/td>\n<\/tr>\n
Floater<\/td>\n2.93 %<\/td>\n2.96 %<\/td>\n80,670<\/td>\n19.79<\/td>\n3<\/td>\n2.9288 %<\/td>\n3,136.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2318 %<\/td>\n3,704.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.28 %<\/td>\n57,091<\/td>\n3.82<\/td>\n5<\/td>\n0.2318 %<\/td>\n4,424.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2318 %<\/td>\n3,451.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.08 %<\/td>\n-4.89 %<\/td>\n52,254<\/td>\n0.09<\/td>\n32<\/td>\n-0.1113 %<\/td>\n3,277.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.59 %<\/td>\n2,017,802<\/td>\n16.17<\/td>\n2<\/td>\n-0.2032 %<\/td>\n3,874.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.85 %<\/td>\n116,367<\/td>\n16.99<\/td>\n40<\/td>\n0.2472 %<\/td>\n2,944.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.51 %<\/td>\n93,546<\/td>\n3.47<\/td>\n20<\/td>\n-0.1280 %<\/td>\n3,691.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.43 %<\/td>\n2.73 %<\/td>\n26,310<\/td>\n20.40<\/td>\n2<\/td>\n1.6343 %<\/td>\n2,978.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.70 %<\/td>\n2.75 %<\/td>\n119,616<\/td>\n1.77<\/td>\n30<\/td>\n-0.0285 %<\/td>\n2,754.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2472 %<\/td>\n3,010.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.01 %<\/td>\n3.72 %<\/td>\n92,798<\/td>\n16.93<\/td>\n19<\/td>\n-0.1711 %<\/td>\n3,005.8<\/td>\n<\/tr>\n<\/table>\n\n\n\n\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<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Premium<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -9.09 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.55
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Premium<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 24.62
\nEvaluated at bid price : 24.88
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.42
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 14.53
\nEvaluated at bid price : 14.53
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.55
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 14.79
\nEvaluated at bid price : 14.79
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 18.83
\nEvaluated at bid price : 18.83
\nBid-YTW : 2.73 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n5.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n6.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 2.96 %<\/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>\n32,821<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.63
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n28,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.43
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n27,517<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.62
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n23,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n22,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.46
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n15,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
There were 10 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.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.21 – 25.75
\nSpot Rate : 0.5400
\nAverage : 0.3677<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 23.77
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.80 – 15.50
\nSpot Rate : 0.7000
\nAverage : 0.5478<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.00 – 24.45
\nSpot Rate : 0.4500
\nAverage : 0.3059<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 26.99
\nSpot Rate : 0.6900
\nAverage : 0.5501<\/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 : 4.12 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 18.22 – 19.00
\nSpot Rate : 0.7800
\nAverage : 0.6425<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-15
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.35 – 25.75
\nSpot Rate : 0.4000
\nAverage : 0.2724<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -9.09 %<\/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-42726","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42726","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=42726"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42726\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42726"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42726"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42726"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}