{"id":42740,"date":"2021-11-23T23:12:53","date_gmt":"2021-11-24T04:12:53","guid":{"rendered":"http:\/\/prefblog.com\/?p=42740"},"modified":"2021-11-23T23:12:53","modified_gmt":"2021-11-24T04:12:53","slug":"november-23-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42740","title":{"rendered":"November 23, 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>\n45,658<\/td>\n20.15<\/td>\n1<\/td>\n-0.0969 %<\/td>\n2,936.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2536 %<\/td>\n5,386.0<\/td>\n<\/tr>\n
Floater<\/td>\n2.96 %<\/td>\n2.98 %<\/td>\n88,672<\/td>\n19.72<\/td>\n3<\/td>\n0.2536 %<\/td>\n3,104.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3656 %<\/td>\n3,685.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n4.05 %<\/td>\n58,943<\/td>\n3.85<\/td>\n5<\/td>\n0.3656 %<\/td>\n4,401.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3656 %<\/td>\n3,434.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14 %<\/td>\n-8.35 %<\/td>\n44,872<\/td>\n0.09<\/td>\n29<\/td>\n-0.0350 %<\/td>\n3,271.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.71 %<\/td>\n4.85 %<\/td>\n69,397<\/td>\n15.70<\/td>\n6<\/td>\n-0.9342 %<\/td>\n3,848.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.83 %<\/td>\n3.87 %<\/td>\n125,930<\/td>\n17.00<\/td>\n37<\/td>\n-1.3850 %<\/td>\n2,881.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n3.97 %<\/td>\n89,563<\/td>\n0.59<\/td>\n20<\/td>\n-0.1639 %<\/td>\n3,679.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.40 %<\/td>\n2.71 %<\/td>\n29,233<\/td>\n20.42<\/td>\n2<\/td>\n0.3299 %<\/td>\n2,962.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.65 %<\/td>\n3.08 %<\/td>\n122,045<\/td>\n2.28<\/td>\n33<\/td>\n-0.0815 %<\/td>\n2,748.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3850 %<\/td>\n2,945.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.02 %<\/td>\n3.89 %<\/td>\n93,903<\/td>\n16.87<\/td>\n19<\/td>\n-0.1917 %<\/td>\n2,996.1<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-45.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Premium<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.42
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.47
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.54
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.29
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.12
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 2.09 %<\/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
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n273,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.27
\nBid-YTW : 2.27 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n191,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n99,616<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 2.53 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n82,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n61,430<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.69
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n61,390<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.23
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
There were 26 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 13.17 – 24.42
\nSpot Rate : 11.2500
\nAverage : 5.9125<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.65 – 24.00
\nSpot Rate : 1.3500
\nAverage : 0.9315<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 21.15
\nSpot Rate : 0.8500
\nAverage : 0.5639<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.90 – 17.00
\nSpot Rate : 1.1000
\nAverage : 0.8761<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.60 – 15.30
\nSpot Rate : 0.7000
\nAverage : 0.4923<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.80 – 20.53
\nSpot Rate : 0.7300
\nAverage : 0.5281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-23
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.43 %<\/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-42740","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42740","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=42740"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42740\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42740"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42740"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42740"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}