{"id":42871,"date":"2022-01-11T22:50:10","date_gmt":"2022-01-12T03:50:10","guid":{"rendered":"http:\/\/prefblog.com\/?p=42871"},"modified":"2022-01-11T22:50:10","modified_gmt":"2022-01-12T03:50:10","slug":"january-11-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42871","title":{"rendered":"January 11, 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>\n3.00 %<\/td>\n3.46 %<\/td>\n40,825<\/td>\n20.11<\/td>\n1<\/td>\n0.7411 %<\/td>\n2,904.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1158 %<\/td>\n5,355.0<\/td>\n<\/tr>\n
Floater<\/td>\n2.98 %<\/td>\n2.99 %<\/td>\n52,478<\/td>\n19.77<\/td>\n3<\/td>\n0.1158 %<\/td>\n3,086.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6092 %<\/td>\n3,662.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.33 %<\/td>\n30,976<\/td>\n3.59<\/td>\n6<\/td>\n0.6092 %<\/td>\n4,374.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6092 %<\/td>\n3,413.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-14.56 %<\/td>\n47,960<\/td>\n0.09<\/td>\n24<\/td>\n0.2976 %<\/td>\n3,257.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.73 %<\/td>\n4.80 %<\/td>\n45,233<\/td>\n15.80<\/td>\n7<\/td>\n-0.0117 %<\/td>\n3,848.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.93 %<\/td>\n3.90 %<\/td>\n117,297<\/td>\n16.75<\/td>\n46<\/td>\n1.2254 %<\/td>\n2,888.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n0.97 %<\/td>\n82,411<\/td>\n0.46<\/td>\n17<\/td>\n0.4811 %<\/td>\n3,675.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.66 %<\/td>\n3.03 %<\/td>\n34,259<\/td>\n19.67<\/td>\n2<\/td>\n0.0568 %<\/td>\n2,857.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.72 %<\/td>\n2.86 %<\/td>\n105,494<\/td>\n1.72<\/td>\n25<\/td>\n-0.2281 %<\/td>\n2,733.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2254 %<\/td>\n2,952.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.08 %<\/td>\n3.86 %<\/td>\n67,211<\/td>\n17.00<\/td>\n17<\/td>\n-0.2803 %<\/td>\n2,981.0<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 23.70
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 23.82
\nEvaluated at bid price : 25.17
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.31
\nBid-YTW : 2.72 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.62
\nBid-YTW : -23.48 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 24.32
\nEvaluated at bid price : 24.63
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.57
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : -3.07 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.43
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.62
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n93.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.35 %<\/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.D<\/td>\nFixedReset Prem<\/td>\n101,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 3.01 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n97,180<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 2.45 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n74,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 23.75
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n55,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.14 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Prem<\/td>\n53,740<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 1.79 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n40,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 23.97
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
There were 13 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.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.30 – 19.36
\nSpot Rate : 1.0600
\nAverage : 0.6709<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.30 – 16.97
\nSpot Rate : 1.6700
\nAverage : 1.4087<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.40 – 24.44
\nSpot Rate : 1.0400
\nAverage : 0.7823<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.40 – 25.20
\nSpot Rate : 0.8000
\nAverage : 0.5894<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.50 – 24.19
\nSpot Rate : 0.6900
\nAverage : 0.4933<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-11
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

TD.PF.L<\/td>\nFixedReset Prem<\/td>\nQuote: 26.31 – 26.82
\nSpot Rate : 0.5100
\nAverage : 0.3262<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.31
\nBid-YTW : 2.72 %<\/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 % 3.46 …<\/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-42871","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42871","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=42871"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42871\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42871"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42871"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42871"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}