{"id":42736,"date":"2021-11-19T21:01:17","date_gmt":"2021-11-20T02:01:17","guid":{"rendered":"http:\/\/prefblog.com\/?p=42736"},"modified":"2021-11-19T21:01:17","modified_gmt":"2021-11-20T02:01:17","slug":"november-19-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42736","title":{"rendered":"November 19, 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>\n47,278<\/td>\n20.16<\/td>\n1<\/td>\n-0.0970 %<\/td>\n2,934.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0691 %<\/td>\n5,373.6<\/td>\n<\/tr>\n
Floater<\/td>\n2.97 %<\/td>\n2.98 %<\/td>\n87,437<\/td>\n19.73<\/td>\n3<\/td>\n-0.0691 %<\/td>\n3,096.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2014 %<\/td>\n3,680.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.24 %<\/td>\n57,996<\/td>\n3.81<\/td>\n5<\/td>\n-0.2014 %<\/td>\n4,395.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2014 %<\/td>\n3,429.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-9.89 %<\/td>\n46,704<\/td>\n0.09<\/td>\n29<\/td>\n-0.0646 %<\/td>\n3,275.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.66 %<\/td>\n4.58 %<\/td>\n68,444<\/td>\n15.83<\/td>\n6<\/td>\n0.0269 %<\/td>\n3,886.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.77 %<\/td>\n3.82 %<\/td>\n120,444<\/td>\n17.20<\/td>\n37<\/td>\n-0.1312 %<\/td>\n2,928.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.37 %<\/td>\n88,472<\/td>\n3.27<\/td>\n20<\/td>\n-0.2108 %<\/td>\n3,685.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.46 %<\/td>\n2.81 %<\/td>\n27,271<\/td>\n20.18<\/td>\n2<\/td>\n-0.9573 %<\/td>\n2,939.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.64 %<\/td>\n3.04 %<\/td>\n123,757<\/td>\n2.29<\/td>\n33<\/td>\n-0.0826 %<\/td>\n2,750.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1312 %<\/td>\n2,993.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.01 %<\/td>\n3.76 %<\/td>\n89,266<\/td>\n16.94<\/td>\n19<\/td>\n-0.0868 %<\/td>\n3,003.1<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.16
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.26
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.46 %<\/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
BAM.PR.K<\/td>\nFloater<\/td>\n145,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n122,475<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 23.31
\nEvaluated at bid price : 24.66
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n111,665<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 2.42 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n107,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n80,226<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 14.53
\nEvaluated at bid price : 14.53
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n38,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 2.44 %<\/td>\n<\/tr>\n
There were 13 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.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.07 – 23.75
\nSpot Rate : 0.6800
\nAverage : 0.4976<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 22.32
\nEvaluated at bid price : 23.07
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.16 – 23.70
\nSpot Rate : 0.5400
\nAverage : 0.3581<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.16
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.12 – 25.57
\nSpot Rate : 0.4500
\nAverage : 0.2730<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 18.31 – 18.80
\nSpot Rate : 0.4900
\nAverage : 0.3220<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 2.81 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.91 – 20.53
\nSpot Rate : 0.6200
\nAverage : 0.4786<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-19
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.67 – 11.27
\nSpot Rate : 0.6000
\nAverage : 0.4595<\/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<\/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-42736","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42736","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=42736"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42736\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42736"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42736"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42736"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}