{"id":42862,"date":"2022-01-07T22:37:27","date_gmt":"2022-01-08T03:37:27","guid":{"rendered":"http:\/\/prefblog.com\/?p=42862"},"modified":"2022-01-07T22:37:27","modified_gmt":"2022-01-08T03:37:27","slug":"january-7-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42862","title":{"rendered":"January 7, 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>\n40,681<\/td>\n20.05<\/td>\n1<\/td>\n0.0497 %<\/td>\n2,867.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4435 %<\/td>\n5,397.1<\/td>\n<\/tr>\n
Floater<\/td>\n2.95 %<\/td>\n2.96 %<\/td>\n53,524<\/td>\n19.84<\/td>\n3<\/td>\n1.4435 %<\/td>\n3,110.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2223 %<\/td>\n3,655.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.26 %<\/td>\n31,510<\/td>\n3.58<\/td>\n6<\/td>\n0.2223 %<\/td>\n4,365.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2223 %<\/td>\n3,405.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.17 %<\/td>\n-15.39 %<\/td>\n43,303<\/td>\n0.09<\/td>\n23<\/td>\n-0.2827 %<\/td>\n3,252.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77 %<\/td>\n4.83 %<\/td>\n51,086<\/td>\n15.77<\/td>\n11<\/td>\n-0.1035 %<\/td>\n3,851.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.92 %<\/td>\n4.00 %<\/td>\n102,999<\/td>\n17.00<\/td>\n42<\/td>\n1.2319 %<\/td>\n2,876.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.90 %<\/td>\n4.50 %<\/td>\n81,049<\/td>\n3.37<\/td>\n18<\/td>\n-0.1545 %<\/td>\n3,662.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n2.98 %<\/td>\n34,040<\/td>\n19.81<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,831.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.69 %<\/td>\n2.82 %<\/td>\n118,336<\/td>\n1.78<\/td>\n28<\/td>\n-0.0750 %<\/td>\n2,739.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2319 %<\/td>\n2,940.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.71 %<\/td>\n67,247<\/td>\n17.30<\/td>\n17<\/td>\n-0.0076 %<\/td>\n2,979.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-6.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-5.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-5.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.13
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 2.24 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.20 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.62
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 14.53
\nEvaluated at bid price : 14.53
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 19.19
\nEvaluated at bid price : 19.19
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.72
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n92.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.88
\nEvaluated at bid price : 24.04
\nBid-YTW : 4.27 %<\/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.H<\/td>\nFixedReset Ins Non<\/td>\n356,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n242,801<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n188,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 23.84
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n110,079<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n54,567<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 19.19
\nEvaluated at bid price : 19.19
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n52,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.28
\nBid-YTW : 3.70 %<\/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.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.30 – 16.87
\nSpot Rate : 1.5700
\nAverage : 0.9274<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.60 – 18.50
\nSpot Rate : 1.9000
\nAverage : 1.3104<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 21.70
\nSpot Rate : 1.6500
\nAverage : 1.1798<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.55 – 23.47
\nSpot Rate : 0.9200
\nAverage : 0.6483<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.12 – 25.90
\nSpot Rate : 0.7800
\nAverage : 0.5734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 23.84
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 17.25 – 17.99
\nSpot Rate : 0.7400
\nAverage : 0.5347<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-07
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 2.30 %<\/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-42862","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42862","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=42862"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42862\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42862"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42862"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42862"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}