{"id":42738,"date":"2021-11-22T21:38:00","date_gmt":"2021-11-23T02:38:00","guid":{"rendered":"http:\/\/prefblog.com\/?p=42738"},"modified":"2021-11-22T21:38:00","modified_gmt":"2021-11-23T02:38:00","slug":"november-22-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42738","title":{"rendered":"November 22, 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>\n3.40 %<\/td>\n45,515<\/td>\n20.16<\/td>\n1<\/td>\n0.1456 %<\/td>\n2,938.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0231 %<\/td>\n5,372.4<\/td>\n<\/tr>\n
Floater<\/td>\n2.97 %<\/td>\n2.99 %<\/td>\n88,786<\/td>\n19.70<\/td>\n3<\/td>\n-0.0231 %<\/td>\n3,096.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2289 %<\/td>\n3,672.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.67 %<\/td>\n4.19 %<\/td>\n57,250<\/td>\n3.85<\/td>\n5<\/td>\n-0.2289 %<\/td>\n4,385.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2289 %<\/td>\n3,421.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14 %<\/td>\n-7.96 %<\/td>\n46,027<\/td>\n0.09<\/td>\n29<\/td>\n-0.0942 %<\/td>\n3,272.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.66 %<\/td>\n4.58 %<\/td>\n68,863<\/td>\n15.77<\/td>\n6<\/td>\n-0.0470 %<\/td>\n3,884.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.78 %<\/td>\n3.96 %<\/td>\n121,954<\/td>\n17.06<\/td>\n37<\/td>\n-0.2189 %<\/td>\n2,921.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.15 %<\/td>\n90,216<\/td>\n3.26<\/td>\n20<\/td>\n0.0000 %<\/td>\n3,685.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.41 %<\/td>\n2.69 %<\/td>\n28,780<\/td>\n20.49<\/td>\n2<\/td>\n0.4695 %<\/td>\n2,952.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.64 %<\/td>\n3.16 %<\/td>\n121,870<\/td>\n2.28<\/td>\n33<\/td>\n-0.0165 %<\/td>\n2,750.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2189 %<\/td>\n2,986.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.84 %<\/td>\n88,476<\/td>\n16.82<\/td>\n19<\/td>\n-0.0423 %<\/td>\n3,001.8<\/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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 2.15 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.53
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.48
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 24.59
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 18.83
\nEvaluated at bid price : 18.83
\nBid-YTW : 2.69 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n189,099<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n67,493<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n58,634<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 1.30 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n42,686<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n42,155<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n26,927<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 23.64
\nEvaluated at bid price : 25.35
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
There were 11 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: 21.75 – 22.55
\nSpot Rate : 0.8000
\nAverage : 0.5561<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 25.75 – 26.40
\nSpot Rate : 0.6500
\nAverage : 0.4299<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 18.20 – 18.90
\nSpot Rate : 0.7000
\nAverage : 0.5225<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.48 – 11.27
\nSpot Rate : 0.7900
\nAverage : 0.6323<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.48
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.76 – 21.15
\nSpot Rate : 0.3900
\nAverage : 0.2503<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-22
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 26.30 – 26.90
\nSpot Rate : 0.6000
\nAverage : 0.4710<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.15 %<\/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 % 3.40 …<\/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-42738","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42738","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=42738"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42738\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42738"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42738"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42738"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}