{"id":42855,"date":"2022-01-06T20:31:55","date_gmt":"2022-01-07T01:31:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=42855"},"modified":"2022-01-06T20:31:55","modified_gmt":"2022-01-07T01:31:55","slug":"january-6-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42855","title":{"rendered":"January 6, 2022"},"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>\n3.04 %<\/td>\n3.52 %<\/td>\n40,599<\/td>\n20.05<\/td>\n1<\/td>\n-0.2973 %<\/td>\n2,866.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0932 %<\/td>\n5,320.3<\/td>\n<\/tr>\n
Floater<\/td>\n2.99 %<\/td>\n3.01 %<\/td>\n55,203<\/td>\n19.72<\/td>\n3<\/td>\n0.0932 %<\/td>\n3,066.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1045 %<\/td>\n3,647.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.32 %<\/td>\n32,820<\/td>\n3.59<\/td>\n6<\/td>\n-0.1045 %<\/td>\n4,355.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1045 %<\/td>\n3,398.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-13.44 %<\/td>\n42,518<\/td>\n0.09<\/td>\n23<\/td>\n-0.0930 %<\/td>\n3,262.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77 %<\/td>\n4.84 %<\/td>\n51,085<\/td>\n15.76<\/td>\n11<\/td>\n-0.4853 %<\/td>\n3,855.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.96 %<\/td>\n3.93 %<\/td>\n102,026<\/td>\n16.97<\/td>\n42<\/td>\n0.0042 %<\/td>\n2,841.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n4.53 %<\/td>\n80,539<\/td>\n15.72<\/td>\n18<\/td>\n-0.1190 %<\/td>\n3,667.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n2.97 %<\/td>\n33,268<\/td>\n19.82<\/td>\n2<\/td>\n0.8090 %<\/td>\n2,831.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.94 %<\/td>\n117,688<\/td>\n1.31<\/td>\n28<\/td>\n-0.0735 %<\/td>\n2,741.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0042 %<\/td>\n2,904.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.74 %<\/td>\n68,270<\/td>\n17.29<\/td>\n17<\/td>\n0.3840 %<\/td>\n2,980.1<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.82
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.58 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Premium<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 2.99 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 17.64
\nEvaluated at bid price : 17.64
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 3.16 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.36
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.74
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 3.63 %<\/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>\n79,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n33,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.37
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n31,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n26,472<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 1.90 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n25,202<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n24,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
There were 9 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: 12.50 – 24.19
\nSpot Rate : 11.6900
\nAverage : 6.5488<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.75 – 20.70
\nSpot Rate : 1.9500
\nAverage : 1.3347<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 24.15 – 24.94
\nSpot Rate : 0.7900
\nAverage : 0.4981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 24.91
\nSpot Rate : 0.9100
\nAverage : 0.6629<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.37 – 27.60
\nSpot Rate : 1.2300
\nAverage : 1.0240<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.37
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.87 – 22.30
\nSpot Rate : 1.4300
\nAverage : 1.2764<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-06
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 4.68 %<\/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 3.04 % 3.52 …<\/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-42855","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42855","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=42855"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42855\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42855"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42855"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42855"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}