{"id":42749,"date":"2021-11-25T20:40:39","date_gmt":"2021-11-26T01:40:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=42749"},"modified":"2021-11-25T20:40:39","modified_gmt":"2021-11-26T01:40:39","slug":"november-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42749","title":{"rendered":"November 25, 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>\n48,924<\/td>\n20.14<\/td>\n1<\/td>\n-0.0485 %<\/td>\n2,934.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2075 %<\/td>\n5,362.5<\/td>\n<\/tr>\n
Floater<\/td>\n2.97 %<\/td>\n3.00 %<\/td>\n86,476<\/td>\n19.67<\/td>\n3<\/td>\n-0.2075 %<\/td>\n3,090.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,690.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.05 %<\/td>\n58,325<\/td>\n3.84<\/td>\n5<\/td>\n0.0000 %<\/td>\n4,407.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,438.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.11 %<\/td>\n-8.96 %<\/td>\n45,033<\/td>\n0.09<\/td>\n28<\/td>\n0.0810 %<\/td>\n3,270.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.81 %<\/td>\n72,763<\/td>\n15.77<\/td>\n6<\/td>\n0.0814 %<\/td>\n3,851.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.79 %<\/td>\n3.94 %<\/td>\n125,669<\/td>\n17.01<\/td>\n37<\/td>\n0.0511 %<\/td>\n2,915.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.93 %<\/td>\n4.16 %<\/td>\n90,945<\/td>\n3.25<\/td>\n20<\/td>\n0.0593 %<\/td>\n3,683.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.41 %<\/td>\n2.71 %<\/td>\n29,347<\/td>\n20.42<\/td>\n2<\/td>\n1.0246 %<\/td>\n2,960.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.65 %<\/td>\n3.29 %<\/td>\n120,908<\/td>\n2.28<\/td>\n33<\/td>\n-0.0769 %<\/td>\n2,745.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0511 %<\/td>\n2,980.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.03 %<\/td>\n3.86 %<\/td>\n100,083<\/td>\n16.81<\/td>\n19<\/td>\n-0.1071 %<\/td>\n2,994.3<\/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.E<\/td>\nFixedReset Disc<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.54
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 24.80
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 2.71 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n5.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.24 %<\/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.J<\/td>\nFixedReset Prem<\/td>\n26,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n26,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n26,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 24.35
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n25,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n15,660<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 23.82
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n12,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
There were 3 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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.40 – 24.97
\nSpot Rate : 1.5700
\nAverage : 1.0381<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 24.65 – 25.88
\nSpot Rate : 1.2300
\nAverage : 0.7217<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 24.34
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.80 – 26.69
\nSpot Rate : 0.8900
\nAverage : 0.5482<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.43 – 22.30
\nSpot Rate : 0.8700
\nAverage : 0.5659<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 16.00 – 17.00
\nSpot Rate : 1.0000
\nAverage : 0.7323<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 25.00
\nSpot Rate : 1.0000
\nAverage : 0.8257<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-25
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.69 %<\/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-42749","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42749","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=42749"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42749\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42749"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42749"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42749"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}