{"id":42762,"date":"2021-12-01T20:44:53","date_gmt":"2021-12-02T01:44:53","guid":{"rendered":"http:\/\/prefblog.com\/?p=42762"},"modified":"2021-12-01T20:44:53","modified_gmt":"2021-12-02T01:44:53","slug":"december-1-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42762","title":{"rendered":"December 1, 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>\n55,052<\/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-0.1194 %<\/td>\n5,180.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.08 %<\/td>\n3.09 %<\/td>\n88,920<\/td>\n19.43<\/td>\n3<\/td>\n-0.1194 %<\/td>\n2,985.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0972 %<\/td>\n3,669.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.67 %<\/td>\n4.13 %<\/td>\n55,045<\/td>\n3.83<\/td>\n5<\/td>\n-0.0972 %<\/td>\n4,382.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0972 %<\/td>\n3,419.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.14 %<\/td>\n-2.73 %<\/td>\n45,308<\/td>\n0.09<\/td>\n28<\/td>\n-0.1540 %<\/td>\n3,255.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.88 %<\/td>\n65,740<\/td>\n15.61<\/td>\n6<\/td>\n-0.5168 %<\/td>\n3,820.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.87 %<\/td>\n3.96 %<\/td>\n126,466<\/td>\n17.07<\/td>\n37<\/td>\n-0.6410 %<\/td>\n2,851.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.99 %<\/td>\n4.52 %<\/td>\n92,153<\/td>\n13.88<\/td>\n20<\/td>\n1.2748 %<\/td>\n3,636.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n2.77 %<\/td>\n31,180<\/td>\n20.34<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,841.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n3.76 %<\/td>\n118,466<\/td>\n2.48<\/td>\n33<\/td>\n0.0430 %<\/td>\n2,722.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6410 %<\/td>\n2,914.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.09 %<\/td>\n3.82 %<\/td>\n97,259<\/td>\n17.12<\/td>\n19<\/td>\n-0.3464 %<\/td>\n2,944.2<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-7.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-4.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.31
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 20.68
\nEvaluated at bid price : 20.68
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.62
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.10
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.99
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.25
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.31
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.78
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n5.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n7.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.30
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n13.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n13.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.70 %<\/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
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n814,390<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 1.96 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n84,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 3.06 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n65,212<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.29
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n50,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : -9.06 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n47,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n33,716<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
There were 14 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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.25 – 26.28
\nSpot Rate : 4.0300
\nAverage : 3.4086<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 23.31 – 24.31
\nSpot Rate : 1.0000
\nAverage : 0.5685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.31
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.20 – 25.20
\nSpot Rate : 1.0000
\nAverage : 0.6412<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 17.75
\nSpot Rate : 0.7500
\nAverage : 0.5194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.99 – 24.80
\nSpot Rate : 0.8100
\nAverage : 0.5861<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.99
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 17.60 – 18.60
\nSpot Rate : 1.0000
\nAverage : 0.7890<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-01
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.79 %<\/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-42762","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42762","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=42762"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42762\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42762"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42762"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42762"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}