{"id":42931,"date":"2022-01-25T22:48:16","date_gmt":"2022-01-26T03:48:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=42931"},"modified":"2022-01-25T22:48:16","modified_gmt":"2022-01-26T03:48:16","slug":"january-25-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42931","title":{"rendered":"January 25, 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>\n3.49 %<\/td>\n42,725<\/td>\n20.06<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,891.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1595 %<\/td>\n5,426.9<\/td>\n<\/tr>\n
Floater<\/td>\n2.94 %<\/td>\n2.95 %<\/td>\n52,541<\/td>\n19.84<\/td>\n3<\/td>\n-0.1595 %<\/td>\n3,127.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1437 %<\/td>\n3,657.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.42 %<\/td>\n30,142<\/td>\n3.55<\/td>\n6<\/td>\n0.1437 %<\/td>\n4,367.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1437 %<\/td>\n3,407.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.19 %<\/td>\n-5.39 %<\/td>\n53,450<\/td>\n0.09<\/td>\n24<\/td>\n-0.3550 %<\/td>\n3,235.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.77 %<\/td>\n4.83 %<\/td>\n52,896<\/td>\n15.73<\/td>\n7<\/td>\n-1.1198 %<\/td>\n3,812.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.97 %<\/td>\n4.17 %<\/td>\n114,322<\/td>\n16.59<\/td>\n46<\/td>\n-0.3048 %<\/td>\n2,861.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n4.58 %<\/td>\n88,259<\/td>\n15.71<\/td>\n17<\/td>\n-0.1295 %<\/td>\n3,642.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.91 %<\/td>\n3.27 %<\/td>\n41,754<\/td>\n19.05<\/td>\n2<\/td>\n-0.8899 %<\/td>\n2,892.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.76 %<\/td>\n3.49 %<\/td>\n104,735<\/td>\n2.13<\/td>\n25<\/td>\n-0.1658 %<\/td>\n2,713.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3048 %<\/td>\n2,925.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.12 %<\/td>\n3.99 %<\/td>\n68,096<\/td>\n16.71<\/td>\n17<\/td>\n-0.1915 %<\/td>\n2,950.8<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-5.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.34
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.51
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Premium<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Premium<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-24
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.61
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-02-24
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.73
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.06
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 2.49 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 4.64 %<\/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.S<\/td>\nFixedReset Disc<\/td>\n310,087<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n169,147<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 1.88 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Prem<\/td>\n128,509<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 2.49 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Prem<\/td>\n88,630<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.68
\nEvaluated at bid price : 25.07
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n56,275<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.82
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\n53,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -9.74 %<\/td>\n<\/tr>\n
There were 20 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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.60 – 24.85
\nSpot Rate : 1.2500
\nAverage : 0.8068<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.34
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 15.30 – 16.43
\nSpot Rate : 1.1300
\nAverage : 0.7028<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.45 – 25.45
\nSpot Rate : 1.0000
\nAverage : 0.6133<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 14.61 – 15.61
\nSpot Rate : 1.0000
\nAverage : 0.6521<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 14.61
\nEvaluated at bid price : 14.61
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.00 – 25.10
\nSpot Rate : 1.1000
\nAverage : 0.7580<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.25 – 25.15
\nSpot Rate : 0.9000
\nAverage : 0.5658<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-25
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.64 %<\/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 % 3.49 …<\/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-42931","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42931","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=42931"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42931\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42931"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42931"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42931"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}