{"id":42728,"date":"2021-11-16T19:56:38","date_gmt":"2021-11-17T00:56:38","guid":{"rendered":"http:\/\/prefblog.com\/?p=42728"},"modified":"2021-11-16T19:56:38","modified_gmt":"2021-11-17T00:56:38","slug":"november-16-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42728","title":{"rendered":"November 16, 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>\n1<\/td>\n-1.0471 %<\/td>\n2,934.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0471 %<\/td>\n5,384.8<\/td>\n<\/tr>\n
Floater<\/td>\n2.96 %<\/td>\n2.98 %<\/td>\n79,934<\/td>\n19.74<\/td>\n3<\/td>\n-1.0471 %<\/td>\n3,103.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1542 %<\/td>\n3,698.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.29 %<\/td>\n57,593<\/td>\n3.82<\/td>\n5<\/td>\n-0.1542 %<\/td>\n4,417.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1542 %<\/td>\n3,446.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-8.20 %<\/td>\n50,332<\/td>\n0.09<\/td>\n29<\/td>\n-0.0363 %<\/td>\n3,276.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.66 %<\/td>\n4.58 %<\/td>\n74,929<\/td>\n15.78<\/td>\n6<\/td>\n0.2358 %<\/td>\n3,884.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.85 %<\/td>\n119,694<\/td>\n17.17<\/td>\n37<\/td>\n-0.6082 %<\/td>\n2,927.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.51 %<\/td>\n93,030<\/td>\n3.47<\/td>\n20<\/td>\n0.0079 %<\/td>\n3,691.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.42 %<\/td>\n2.72 %<\/td>\n26,537<\/td>\n20.40<\/td>\n2<\/td>\n0.4361 %<\/td>\n2,991.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.64 %<\/td>\n3.00 %<\/td>\n122,112<\/td>\n1.99<\/td>\n33<\/td>\n-0.0743 %<\/td>\n2,752.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6082 %<\/td>\n2,991.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.00 %<\/td>\n3.73 %<\/td>\n92,600<\/td>\n16.98<\/td>\n19<\/td>\n0.1424 %<\/td>\n3,010.1<\/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<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-8.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.81
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 14.62
\nEvaluated at bid price : 14.62
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.29
\nBid-YTW : 3.83 %<\/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.H<\/td>\nFixedReset Ins Non<\/td>\n315,344<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 2.91 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n141,195<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 24.68
\nEvaluated at bid price : 24.99
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n89,375<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 1.68 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n62,750<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.63
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n57,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n46,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.77 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.65 – 18.70
\nSpot Rate : 2.0500
\nAverage : 1.3786<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.90 – 16.48
\nSpot Rate : 0.5800
\nAverage : 0.3593<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.67 – 11.27
\nSpot Rate : 0.6000
\nAverage : 0.3856<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.67
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Prem<\/td>\nQuote: 25.20 – 25.70
\nSpot Rate : 0.5000
\nAverage : 0.3010<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 23.69
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.25 – 25.90
\nSpot Rate : 0.6500
\nAverage : 0.5131<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -9.44 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 20.53
\nSpot Rate : 0.5300
\nAverage : 0.4040<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.32 %<\/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-42728","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42728","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=42728"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42728\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42728"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42728"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42728"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}