{"id":42734,"date":"2021-11-18T20:19:49","date_gmt":"2021-11-19T01:19:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=42734"},"modified":"2021-11-18T20:19:49","modified_gmt":"2021-11-19T01:19:49","slug":"november-18-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42734","title":{"rendered":"November 18, 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>\n2.97 %<\/td>\n3.41 %<\/td>\n47,394<\/td>\n20.16<\/td>\n1<\/td>\n0.0971 %<\/td>\n2,937.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2528 %<\/td>\n5,377.3<\/td>\n<\/tr>\n
Floater<\/td>\n2.96 %<\/td>\n2.98 %<\/td>\n80,809<\/td>\n19.73<\/td>\n3<\/td>\n-0.2528 %<\/td>\n3,099.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0077 %<\/td>\n3,688.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.32 %<\/td>\n57,199<\/td>\n3.81<\/td>\n5<\/td>\n-0.0077 %<\/td>\n4,404.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0077 %<\/td>\n3,436.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-11.05 %<\/td>\n48,638<\/td>\n0.09<\/td>\n29<\/td>\n-0.0013 %<\/td>\n3,277.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.66 %<\/td>\n4.59 %<\/td>\n70,905<\/td>\n15.80<\/td>\n6<\/td>\n-0.1811 %<\/td>\n3,885.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.85 %<\/td>\n120,359<\/td>\n17.20<\/td>\n37<\/td>\n0.0674 %<\/td>\n2,932.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.92 %<\/td>\n4.25 %<\/td>\n88,445<\/td>\n3.47<\/td>\n20<\/td>\n0.0079 %<\/td>\n3,693.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.44 %<\/td>\n2.75 %<\/td>\n28,365<\/td>\n20.32<\/td>\n2<\/td>\n-0.4628 %<\/td>\n2,967.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.64 %<\/td>\n3.02 %<\/td>\n123,306<\/td>\n2.29<\/td>\n33<\/td>\n0.1217 %<\/td>\n2,753.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0674 %<\/td>\n2,997.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.01 %<\/td>\n3.77 %<\/td>\n90,094<\/td>\n16.97<\/td>\n19<\/td>\n0.2611 %<\/td>\n3,005.7<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.10
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.41
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Prem<\/td>\n3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 24.63
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n6.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.77 %<\/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
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n66,475<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 1.73 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Prem<\/td>\n60,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n39,802<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n34,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 23.81
\nEvaluated at bid price : 25.28
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n25,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n23,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.81
\nBid-YTW : 3.85 %<\/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
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.18 – 25.93
\nSpot Rate : 0.7500
\nAverage : 0.4112<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 1.93 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 24.00 – 24.50
\nSpot Rate : 0.5000
\nAverage : 0.3215<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.50 – 24.90
\nSpot Rate : 0.4000
\nAverage : 0.2624<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 27.41 – 27.85
\nSpot Rate : 0.4400
\nAverage : 0.3148<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-03-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 27.41
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.50 – 15.30
\nSpot Rate : 0.8000
\nAverage : 0.6864<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.50 – 21.90
\nSpot Rate : 0.4000
\nAverage : 0.2872<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-18
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.78 %<\/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 2.97 % 3.41 …<\/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-42734","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42734","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=42734"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42734\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42734"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42734"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42734"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}