{"id":44193,"date":"2022-09-30T11:31:34","date_gmt":"2022-09-30T16:31:34","guid":{"rendered":"https:\/\/prefblog.com\/?p=44193"},"modified":"2022-09-30T11:31:34","modified_gmt":"2022-09-30T16:31:34","slug":"september-29-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=44193","title":{"rendered":"September 29, 2022"},"content":{"rendered":"

Sorry this is late! I had better things to do<\/a> last night!<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref\u2122 Preferred Indices
\nThese values reflect the December 2008 revision of the HIMIPref\u2122 Indices<\/strong>
\nValues are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent
\nYield
\n(at bid)<\/td>\n		Median
\nYTW<\/td>\n		Median
\nAverage
\nTrading
\nValue<\/td>\n		Median
\nMod Dur
\n(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1198 %<\/td>\n2,409.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1198 %<\/td>\n4,621.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.61 %<\/td>\n7.64 %<\/td>\n61,413<\/td>\n11.78<\/td>\n2<\/td>\n0.1198 %<\/td>\n2,663.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0850 %<\/td>\n3,380.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.04 %<\/td>\n6.36 %<\/td>\n32,103<\/td>\n3.10<\/td>\n7<\/td>\n0.0850 %<\/td>\n4,037.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0850 %<\/td>\n3,150.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2177 %<\/td>\n2,649.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.43 %<\/td>\n6.57 %<\/td>\n69,843<\/td>\n13.10<\/td>\n33<\/td>\n-0.2177 %<\/td>\n2,888.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.09 %<\/td>\n7.06 %<\/td>\n92,582<\/td>\n12.78<\/td>\n54<\/td>\n-0.1803 %<\/td>\n2,329.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.37 %<\/td>\n6.42 %<\/td>\n78,653<\/td>\n13.34<\/td>\n19<\/td>\n-0.3555 %<\/td>\n2,823.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.46 %<\/td>\n8.70 %<\/td>\n35,562<\/td>\n10.68<\/td>\n2<\/td>\n0.6470 %<\/td>\n2,525.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.38 %<\/td>\n7.08 %<\/td>\n100,370<\/td>\n12.51<\/td>\n9<\/td>\n0.1774 %<\/td>\n2,455.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1803 %<\/td>\n2,381.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.53 %<\/td>\n7.69 %<\/td>\n59,866<\/td>\n12.16<\/td>\n13<\/td>\n-0.5034 %<\/td>\n2,334.0<\/td>\n<\/tr>\n<\/tbody>\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\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
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 9.17 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.27
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 16.47
\nEvaluated at bid price : 16.47
\nBid-YTW : 8.67 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.96 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 18.09
\nEvaluated at bid price : 18.09
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.94
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Prem<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.05
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n3.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n5.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
\nTraded<\/td>\n		Notes<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n35,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n20,525<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n15,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n14,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n12,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.97
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n10,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
There were 0 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\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
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.50 – 28.99
\nSpot Rate : 9.4900
\nAverage : 5.2014<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 22.50
\nSpot Rate : 2.0000
\nAverage : 1.2455<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 24.10
\nSpot Rate : 2.6000
\nAverage : 2.0083<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.47 – 22.10
\nSpot Rate : 1.6300
\nAverage : 1.2489<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.02 – 18.85
\nSpot Rate : 1.8300
\nAverage : 1.5000<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-29
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 21.85 – 22.80
\nSpot Rate : 0.9500
\nAverage : 0.6432<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! I had better things to do last night! HIMIPref\u2122 Preferred Indices These values reflect the December 2008 revision of the HIMIPref\u2122 Indices Values are provisional and are finalized monthly Index Mean …<\/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-44193","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44193","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=44193"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44193\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=44193"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=44193"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=44193"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}