{"id":42758,"date":"2021-11-30T21:43:47","date_gmt":"2021-12-01T02:43:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=42758"},"modified":"2021-11-30T21:43:47","modified_gmt":"2021-12-01T02:43:47","slug":"november-30-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42758","title":{"rendered":"November 30, 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>\n55,314<\/td>\n20.15<\/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>\n-1.8978 %<\/td>\n5,186.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.07 %<\/td>\n3.09 %<\/td>\n89,920<\/td>\n19.43<\/td>\n3<\/td>\n-1.8978 %<\/td>\n2,989.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1870 %<\/td>\n3,673.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.67 %<\/td>\n4.12 %<\/td>\n57,195<\/td>\n3.83<\/td>\n5<\/td>\n0.1870 %<\/td>\n4,386.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1870 %<\/td>\n3,422.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.13 %<\/td>\n-7.25 %<\/td>\n45,570<\/td>\n0.08<\/td>\n28<\/td>\n-0.1719 %<\/td>\n3,260.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.72 %<\/td>\n4.88 %<\/td>\n66,565<\/td>\n15.63<\/td>\n6<\/td>\n0.0340 %<\/td>\n3,839.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.85 %<\/td>\n3.88 %<\/td>\n125,678<\/td>\n17.00<\/td>\n37<\/td>\n-0.4746 %<\/td>\n2,869.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.06 %<\/td>\n4.54 %<\/td>\n92,230<\/td>\n13.88<\/td>\n20<\/td>\n-2.3491 %<\/td>\n3,591.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n2.77 %<\/td>\n31,283<\/td>\n20.34<\/td>\n2<\/td>\n-1.1296 %<\/td>\n2,841.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n3.79 %<\/td>\n121,625<\/td>\n2.49<\/td>\n33<\/td>\n-0.4565 %<\/td>\n2,721.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4746 %<\/td>\n2,933.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.82 %<\/td>\n98,555<\/td>\n17.11<\/td>\n19<\/td>\n-0.8575 %<\/td>\n2,954.4<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-14.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-12.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-12.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n-7.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.63
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-6.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.76
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 3.12 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 2.15 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 13.73
\nEvaluated at bid price : 13.73
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 13.99
\nEvaluated at bid price : 13.99
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.83
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Premium<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 24.35
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 14.03
\nEvaluated at bid price : 14.03
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Prem<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.57 %<\/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
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n56,460<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 1.99 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n44,069<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 3.17 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n40,919<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 2.27 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n32,933<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 1.84 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n25,487<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
There were 12 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
MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 21.75 – 25.15
\nSpot Rate : 3.4000
\nAverage : 1.8232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.46 – 24.54
\nSpot Rate : 3.0800
\nAverage : 1.6599<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.25 – 26.20
\nSpot Rate : 3.9500
\nAverage : 2.7273<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Prem<\/td>\nQuote: 23.63 – 25.50
\nSpot Rate : 1.8700
\nAverage : 1.0576<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.63
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.76 – 23.60
\nSpot Rate : 1.8400
\nAverage : 1.1293<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.76
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 13.73 – 15.00
\nSpot Rate : 1.2700
\nAverage : 0.7983<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-11-30
\nMaturity Price : 13.73
\nEvaluated at bid price : 13.73
\nBid-YTW : 4.59 %<\/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-42758","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42758","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=42758"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42758\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42758"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42758"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42758"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}