{"id":42942,"date":"2022-01-27T20:58:51","date_gmt":"2022-01-28T01:58:51","guid":{"rendered":"http:\/\/prefblog.com\/?p=42942"},"modified":"2022-01-27T20:58:51","modified_gmt":"2022-01-28T01:58:51","slug":"january-27-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42942","title":{"rendered":"January 27, 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>\n3.06 %<\/td>\n3.55 %<\/td>\n42,008<\/td>\n19.98<\/td>\n1<\/td>\n-1.0365 %<\/td>\n2,856.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0455 %<\/td>\n5,444.2<\/td>\n<\/tr>\n
Floater<\/td>\n2.93 %<\/td>\n2.95 %<\/td>\n48,875<\/td>\n19.85<\/td>\n3<\/td>\n0.0455 %<\/td>\n3,137.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2613 %<\/td>\n3,660.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.38 %<\/td>\n33,931<\/td>\n3.55<\/td>\n6<\/td>\n0.2613 %<\/td>\n4,370.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2613 %<\/td>\n3,410.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.18 %<\/td>\n-5.85 %<\/td>\n56,142<\/td>\n0.09<\/td>\n24<\/td>\n-0.0115 %<\/td>\n3,240.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.74 %<\/td>\n4.81 %<\/td>\n55,965<\/td>\n15.75<\/td>\n7<\/td>\n0.5537 %<\/td>\n3,838.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n3.97 %<\/td>\n4.15 %<\/td>\n113,480<\/td>\n16.69<\/td>\n46<\/td>\n-0.0379 %<\/td>\n2,874.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.91 %<\/td>\n4.58 %<\/td>\n87,834<\/td>\n15.73<\/td>\n17<\/td>\n-0.0212 %<\/td>\n3,644.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n3.25 %<\/td>\n45,448<\/td>\n19.10<\/td>\n2<\/td>\n0.3084 %<\/td>\n2,904.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.75 %<\/td>\n3.54 %<\/td>\n105,290<\/td>\n1.82<\/td>\n25<\/td>\n0.0501 %<\/td>\n2,719.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0379 %<\/td>\n2,938.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.11 %<\/td>\n3.95 %<\/td>\n70,832<\/td>\n16.73<\/td>\n17<\/td>\n-0.2292 %<\/td>\n2,956.9<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.51
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.05
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.34
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.65 %<\/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.A<\/td>\nFixedReset Disc<\/td>\n482,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.99
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n231,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n205,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.19
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n137,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n106,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n101,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.88
\nBid-YTW : 4.18 %<\/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
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.40 – 22.50
\nSpot Rate : 1.1000
\nAverage : 0.6902<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.10 – 26.00
\nSpot Rate : 1.9000
\nAverage : 1.5018<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.51 – 25.10
\nSpot Rate : 1.5900
\nAverage : 1.2660<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.51
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.30 – 25.10
\nSpot Rate : 0.8000
\nAverage : 0.4796<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.30 – 19.15
\nSpot Rate : 0.8500
\nAverage : 0.5533<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 17.88
\nSpot Rate : 0.8800
\nAverage : 0.6653<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-01-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.22 %<\/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 3.06 % 3.55 …<\/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-42942","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42942","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=42942"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42942\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42942"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42942"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42942"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}