{"id":42882,"date":"2022-01-14T09:30:40","date_gmt":"2022-01-14T14:30:40","guid":{"rendered":"http:\/\/prefblog.com\/?p=42882"},"modified":"2022-01-14T09:30:40","modified_gmt":"2022-01-14T14:30:40","slug":"january-13-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42882","title":{"rendered":"January 13, 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>\n3.02 %<\/td>\n3.48 %<\/td>\n42,006<\/td>\n20.09<\/td>\n1<\/td>\n-0.4902 %<\/td>\n2,891.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1614 %<\/td>\n5,364.9<\/td>\n<\/tr>\n
Floater<\/td>\n2.97 %<\/td>\n2.98 %<\/td>\n50,983<\/td>\n19.79<\/td>\n3<\/td>\n-0.1614 %<\/td>\n3,091.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0143 %<\/td>\n3,681.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.43 %<\/td>\n30,957<\/td>\n3.60<\/td>\n6<\/td>\n1.0143 %<\/td>\n4,396.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0143 %<\/td>\n3,430.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-16.89 %<\/td>\n49,214<\/td>\n0.09<\/td>\n24<\/td>\n0.0750 %<\/td>\n3,259.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.79 %<\/td>\n50,090<\/td>\n15.78<\/td>\n7<\/td>\n-0.3706 %<\/td>\n3,869.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.93 %<\/td>\n3.92 %<\/td>\n118,879<\/td>\n16.84<\/td>\n46<\/td>\n-0.1140 %<\/td>\n2,888.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n0.90 %<\/td>\n81,351<\/td>\n0.46<\/td>\n17<\/td>\n0.0771 %<\/td>\n3,676.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n2.96 %<\/td>\n35,350<\/td>\n19.83<\/td>\n2<\/td>\n0.7050 %<\/td>\n2,898.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.73 %<\/td>\n3.03 %<\/td>\n108,621<\/td>\n1.76<\/td>\n25<\/td>\n0.0016 %<\/td>\n2,731.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1140 %<\/td>\n2,952.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.09 %<\/td>\n3.93 %<\/td>\n73,589<\/td>\n17.03<\/td>\n17<\/td>\n-0.4650 %<\/td>\n2,973.4<\/td>\n<\/tr>\n<\/table>\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-4.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.30
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n5.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 2.60 %<\/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.L<\/td>\nFixedReset Prem<\/td>\n58,115<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n46,350<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n44,436<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n42,837<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 2.41 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n41,160<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n39,948<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
There were 33 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
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 22.99
\nSpot Rate : 1.9900
\nAverage : 1.3324<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.30 – 23.45
\nSpot Rate : 1.1500
\nAverage : 0.7279<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.30
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.35 – 18.35
\nSpot Rate : 1.0000
\nAverage : 0.6042<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.30 – 19.39
\nSpot Rate : 1.0900
\nAverage : 0.7701<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\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>\nQuote: 23.40 – 24.59
\nSpot Rate : 1.1900
\nAverage : 0.8777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 21.18 – 22.00
\nSpot Rate : 0.8200
\nAverage : 0.6129<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-13
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 4.62 %<\/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 3.02 % 3.48 …<\/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-42882","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42882","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=42882"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42882\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42882"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42882"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42882"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}