{"id":42885,"date":"2022-01-14T22:30:59","date_gmt":"2022-01-15T03:30:59","guid":{"rendered":"http:\/\/prefblog.com\/?p=42885"},"modified":"2022-01-14T22:30:59","modified_gmt":"2022-01-15T03:30:59","slug":"january-14-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42885","title":{"rendered":"January 14, 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>\n3.51 %<\/td>\n42,416<\/td>\n20.06<\/td>\n1<\/td>\n-0.4434 %<\/td>\n2,879.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2540 %<\/td>\n5,378.6<\/td>\n<\/tr>\n
Floater<\/td>\n2.96 %<\/td>\n2.98 %<\/td>\n52,156<\/td>\n19.79<\/td>\n3<\/td>\n0.2540 %<\/td>\n3,099.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8001 %<\/td>\n3,652.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.44 %<\/td>\n31,481<\/td>\n3.58<\/td>\n6<\/td>\n-0.8001 %<\/td>\n4,361.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8001 %<\/td>\n3,402.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-15.28 %<\/td>\n48,334<\/td>\n0.09<\/td>\n24<\/td>\n-0.0293 %<\/td>\n3,258.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.69 %<\/td>\n4.81 %<\/td>\n49,579<\/td>\n15.78<\/td>\n7<\/td>\n0.2441 %<\/td>\n3,878.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.92 %<\/td>\n3.92 %<\/td>\n117,213<\/td>\n16.60<\/td>\n46<\/td>\n0.4444 %<\/td>\n2,901.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.87 %<\/td>\n4.21 %<\/td>\n82,189<\/td>\n0.45<\/td>\n17<\/td>\n-0.1191 %<\/td>\n3,672.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.69 %<\/td>\n3.02 %<\/td>\n35,551<\/td>\n19.68<\/td>\n2<\/td>\n0.1400 %<\/td>\n2,902.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.72 %<\/td>\n2.94 %<\/td>\n108,427<\/td>\n1.72<\/td>\n25<\/td>\n0.0903 %<\/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>\n0.4444 %<\/td>\n2,965.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.77 %<\/td>\n73,496<\/td>\n16.94<\/td>\n17<\/td>\n0.7490 %<\/td>\n2,995.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.61
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.03 %<\/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
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n139,170<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n39,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 1.83 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n35,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n23,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n21,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
There were 10 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.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.95
\nSpot Rate : 0.9500
\nAverage : 0.6639<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.70 – 24.50
\nSpot Rate : 0.8000
\nAverage : 0.5919<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.61 – 11.15
\nSpot Rate : 0.5400
\nAverage : 0.3779<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.61
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.40 – 24.60
\nSpot Rate : 1.2000
\nAverage : 1.0463<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.95 – 24.38
\nSpot Rate : 0.4300
\nAverage : 0.3154<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-14
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n

CM.PR.T<\/td>\nFixedReset Prem<\/td>\nQuote: 26.00 – 26.40
\nSpot Rate : 0.4000
\nAverage : 0.3075<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.31 %<\/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 % 3.51 …<\/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-42885","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42885","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=42885"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42885\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42885"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42885"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42885"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}