{"id":42756,"date":"2021-11-29T20:31:56","date_gmt":"2021-11-30T01:31:56","guid":{"rendered":"http:\/\/prefblog.com\/?p=42756"},"modified":"2021-11-29T20:31:56","modified_gmt":"2021-11-30T01:31:56","slug":"november-29-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42756","title":{"rendered":"November 29, 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>\n3.00 %<\/td>\n3.44 %<\/td>\n51,124<\/td>\n20.16<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,913.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2094 %<\/td>\n5,286.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.01 %<\/td>\n3.04 %<\/td>\n87,061<\/td>\n19.56<\/td>\n3<\/td>\n1.2094 %<\/td>\n3,046.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5539 %<\/td>\n3,666.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.67 %<\/td>\n4.18 %<\/td>\n57,708<\/td>\n3.83<\/td>\n5<\/td>\n-0.5539 %<\/td>\n4,378.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5539 %<\/td>\n3,416.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n-7.41 %<\/td>\n46,143<\/td>\n0.09<\/td>\n28<\/td>\n-0.0447 %<\/td>\n3,265.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72 %<\/td>\n4.86 %<\/td>\n67,648<\/td>\n15.67<\/td>\n6<\/td>\n0.0204 %<\/td>\n3,838.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.83 %<\/td>\n3.82 %<\/td>\n125,761<\/td>\n17.03<\/td>\n37<\/td>\n-0.1392 %<\/td>\n2,883.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.94 %<\/td>\n4.50 %<\/td>\n91,430<\/td>\n3.43<\/td>\n20<\/td>\n0.7216 %<\/td>\n3,677.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.45 %<\/td>\n2.77 %<\/td>\n30,124<\/td>\n20.34<\/td>\n2<\/td>\n-1.7753 %<\/td>\n2,874.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.67 %<\/td>\n3.37 %<\/td>\n121,470<\/td>\n2.27<\/td>\n33<\/td>\n-0.1887 %<\/td>\n2,733.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1392 %<\/td>\n2,947.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.05 %<\/td>\n3.83 %<\/td>\n99,473<\/td>\n17.00<\/td>\n19<\/td>\n0.2137 %<\/td>\n2,980.0<\/td>\n<\/tr>\n<\/table>\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.F<\/td>\nFloatingReset<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 2.77 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n16.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.02
\nBid-YTW : 4.51 %<\/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.T<\/td>\nFixedReset Disc<\/td>\n51,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n39,785<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Prem<\/td>\n27,675<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 23.73
\nEvaluated at bid price : 25.54
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n26,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 24.31
\nEvaluated at bid price : 24.71
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.79
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n23,550<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
There were 8 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.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.78 – 20.33
\nSpot Rate : 1.5500
\nAverage : 1.0373<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 21.30 – 22.55
\nSpot Rate : 1.2500
\nAverage : 0.7627<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.31 – 21.50
\nSpot Rate : 1.1900
\nAverage : 0.7628<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.85 – 24.43
\nSpot Rate : 1.5800
\nAverage : 1.2222<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-29
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.42 – 11.25
\nSpot Rate : 0.8300
\nAverage : 0.5488<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.42
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 26.10 – 26.68
\nSpot Rate : 0.5800
\nAverage : 0.3797<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.33 %<\/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 3.00 % 3.44 …<\/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-42756","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42756","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=42756"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42756\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42756"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42756"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42756"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}