{"id":42869,"date":"2022-01-10T20:07:07","date_gmt":"2022-01-11T01:07:07","guid":{"rendered":"http:\/\/prefblog.com\/?p=42869"},"modified":"2022-01-10T20:07:07","modified_gmt":"2022-01-11T01:07:07","slug":"january-10-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42869","title":{"rendered":"January 10, 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>\n3.03 %<\/td>\n3.49 %<\/td>\n40,533<\/td>\n20.07<\/td>\n1<\/td>\n0.5464 %<\/td>\n2,883.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8951 %<\/td>\n5,348.8<\/td>\n<\/tr>\n
Floater<\/td>\n2.98 %<\/td>\n3.00 %<\/td>\n52,922<\/td>\n19.75<\/td>\n3<\/td>\n-0.8951 %<\/td>\n3,082.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3980 %<\/td>\n3,640.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.37 %<\/td>\n31,463<\/td>\n3.58<\/td>\n6<\/td>\n-0.3980 %<\/td>\n4,347.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3980 %<\/td>\n3,392.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.17 %<\/td>\n-9.93 %<\/td>\n48,350<\/td>\n0.09<\/td>\n24<\/td>\n-0.1453 %<\/td>\n3,248.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.73 %<\/td>\n4.81 %<\/td>\n45,422<\/td>\n15.78<\/td>\n7<\/td>\n-0.0701 %<\/td>\n3,848.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.98 %<\/td>\n3.89 %<\/td>\n121,806<\/td>\n16.55<\/td>\n46<\/td>\n-0.8016 %<\/td>\n2,853.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.89 %<\/td>\n4.59 %<\/td>\n82,540<\/td>\n15.64<\/td>\n17<\/td>\n-0.1149 %<\/td>\n3,658.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.66 %<\/td>\n3.03 %<\/td>\n34,589<\/td>\n19.66<\/td>\n2<\/td>\n0.8598 %<\/td>\n2,856.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.71 %<\/td>\n2.88 %<\/td>\n106,827<\/td>\n1.77<\/td>\n25<\/td>\n0.0233 %<\/td>\n2,740.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8016 %<\/td>\n2,917.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.77 %<\/td>\n64,589<\/td>\n17.02<\/td>\n17<\/td>\n0.3192 %<\/td>\n2,989.4<\/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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-48.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.84
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : -11.45 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 14.36
\nEvaluated at bid price : 14.36
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.20 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 2.31 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 2.92 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 2.32 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.62
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.15
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n5.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n5.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n6.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.21
\nBid-YTW : 4.50 %<\/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.B<\/td>\nFixedReset Prem<\/td>\n50,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 1.75 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Premium<\/td>\n46,543<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2031-03-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n42,995<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n35,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 24.59
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n31,625<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n25,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.52 %<\/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 : 7.6413<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n

TD.PF.M<\/td>\nFixedReset Prem<\/td>\nQuote: 26.00 – 26.88
\nSpot Rate : 0.8800
\nAverage : 0.5542<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.84 – 23.79
\nSpot Rate : 0.9500
\nAverage : 0.7078<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.84
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.90 – 21.96
\nSpot Rate : 1.0600
\nAverage : 0.8363<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.42 – 26.00
\nSpot Rate : 0.5800
\nAverage : 0.3751<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : -17.96 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 21.40
\nSpot Rate : 1.1000
\nAverage : 0.9053<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-10
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.57 %<\/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 3.03 % 3.49 …<\/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-42869","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42869","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=42869"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42869\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42869"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42869"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42869"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}