{"id":42910,"date":"2022-01-20T21:14:31","date_gmt":"2022-01-21T02:14:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=42910"},"modified":"2022-01-20T21:14:31","modified_gmt":"2022-01-21T02:14:31","slug":"january-20-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42910","title":{"rendered":"January 20, 2022"},"content":{"rendered":"

There’s a problem with the commenting mechanics on PrefBlog right now. Sorry about this, I’ve got my server-guy looking at it. It’s something to do with the SSL certificate; I have noticed over the past few years that there is absolutely noone alive who actually knows how they work.<\/p>\n\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>\n3.49 %<\/td>\n40,885<\/td>\n20.06<\/td>\n1<\/td>\n0.2967 %<\/td>\n2,889.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.9424 %<\/td>\n5,526.0<\/td>\n<\/tr>\n
Floater<\/td>\n2.88 %<\/td>\n2.89 %<\/td>\n54,177<\/td>\n20.00<\/td>\n3<\/td>\n1.9424 %<\/td>\n3,184.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3034 %<\/td>\n3,666.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n4.37 %<\/td>\n30,269<\/td>\n3.57<\/td>\n6<\/td>\n0.3034 %<\/td>\n4,379.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3034 %<\/td>\n3,416.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n-10.35 %<\/td>\n51,692<\/td>\n0.09<\/td>\n24<\/td>\n0.0033 %<\/td>\n3,257.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.70 %<\/td>\n4.74 %<\/td>\n52,683<\/td>\n15.88<\/td>\n7<\/td>\n0.1631 %<\/td>\n3,867.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.94 %<\/td>\n3.97 %<\/td>\n121,405<\/td>\n16.72<\/td>\n46<\/td>\n0.1648 %<\/td>\n2,882.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.88 %<\/td>\n4.54 %<\/td>\n78,662<\/td>\n15.71<\/td>\n17<\/td>\n-0.1029 %<\/td>\n3,668.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.66 %<\/td>\n3.01 %<\/td>\n39,802<\/td>\n19.70<\/td>\n2<\/td>\n0.2770 %<\/td>\n2,938.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.72 %<\/td>\n2.94 %<\/td>\n104,349<\/td>\n1.74<\/td>\n25<\/td>\n0.0778 %<\/td>\n2,734.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1648 %<\/td>\n2,946.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.06 %<\/td>\n3.87 %<\/td>\n67,240<\/td>\n16.92<\/td>\n17<\/td>\n-0.3045 %<\/td>\n2,990.2<\/td>\n<\/tr>\n<\/table>\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-3.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.22
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 2.89 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.64
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 2.33 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.70
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 2.91 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 2.89 %<\/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>\n157,610<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n111,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.81
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n103,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n83,335<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.42
\nBid-YTW : 2.94 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n57,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n56,645<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
There were 24 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 – 24.58
\nSpot Rate : 12.0800
\nAverage : 11.4912<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 8.51 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 25.00 – 26.00
\nSpot Rate : 1.0000
\nAverage : 0.6572<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 24.84
\nSpot Rate : 0.8400
\nAverage : 0.5341<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 21.25 – 21.99
\nSpot Rate : 0.7400
\nAverage : 0.4927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.40 – 22.20
\nSpot Rate : 0.8000
\nAverage : 0.5555<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.30 – 19.15
\nSpot Rate : 0.8500
\nAverage : 0.6269<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-20
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

There’s a problem with the commenting mechanics on PrefBlog right now. Sorry about this, I’ve got my server-guy looking at it. It’s something to do with the SSL certificate; I have noticed over the past …<\/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-42910","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42910","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=42910"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42910\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42910"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42910"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42910"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}