{"id":17626,"date":"2012-01-20T13:13:57","date_gmt":"2012-01-20T17:13:57","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=17626"},"modified":"2012-01-20T13:13:57","modified_gmt":"2012-01-20T17:13:57","slug":"january-19-2012","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=17626","title":{"rendered":"January 19, 2012"},"content":{"rendered":"<p>Sorry it&#8217;s late!<\/p>\n<table border='1'>\n<tr>\n<td colspan='8'><strong>HIMIPref&trade; Preferred Indices<br \/>These values reflect the December 2008 revision of the HIMIPref&trade; Indices<\/strong><br \/>Values are provisional and are finalized monthly<\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Mean<br \/>Current<br \/>Yield<br \/>(at bid)<\/td>\n<td>Median<br \/>YTW<\/td>\n<td>Median<br \/>Average<br \/>Trading<br \/>Value<\/td>\n<td>Median<br \/>Mod Dur<br \/>(YTW)<\/td>\n<td>Issues<\/td>\n<td>Day&#8217;s Perf.<\/td>\n<td>Index Value<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.2165 %<\/td>\n<td>2,348.7<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>4.68 %<\/td>\n<td>4.05 %<\/td>\n<td>43,974<\/td>\n<td>17.32<\/td>\n<td>1<\/td>\n<td>0.4950 %<\/td>\n<td>3,332.1<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>2.84 %<\/td>\n<td>3.00 %<\/td>\n<td>68,359<\/td>\n<td>19.74<\/td>\n<td>3<\/td>\n<td>0.2165 %<\/td>\n<td>2,536.0<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>4.94 %<\/td>\n<td>1.53 %<\/td>\n<td>65,769<\/td>\n<td>1.32<\/td>\n<td>7<\/td>\n<td>0.2744 %<\/td>\n<td>2,501.5<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>5.35 %<\/td>\n<td>0.70 %<\/td>\n<td>68,077<\/td>\n<td>0.89<\/td>\n<td>4<\/td>\n<td>0.0808 %<\/td>\n<td>2,614.3<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.2744 %<\/td>\n<td>2,287.4<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.41 %<\/td>\n<td>-8.94 %<\/td>\n<td>89,108<\/td>\n<td>0.09<\/td>\n<td>23<\/td>\n<td>0.0228 %<\/td>\n<td>2,210.4<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.04 %<\/td>\n<td>4.97 %<\/td>\n<td>158,002<\/td>\n<td>15.54<\/td>\n<td>7<\/td>\n<td>-0.0473 %<\/td>\n<td>2,403.1<\/td>\n<\/tr>\n<tr>\n<td>FixedReset<\/td>\n<td>5.04 %<\/td>\n<td>2.80 %<\/td>\n<td>201,335<\/td>\n<td>2.36<\/td>\n<td>65<\/td>\n<td>-0.0521 %<\/td>\n<td>2,378.1<\/td>\n<\/tr>\n<tr>\n<td>Deemed-Retractible<\/td>\n<td>4.91 %<\/td>\n<td>3.54 %<\/td>\n<td>186,357<\/td>\n<td>2.87<\/td>\n<td>46<\/td>\n<td>0.0365 %<\/td>\n<td>2,296.3<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Performance Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Change<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.A<\/td>\n<td>FixedReset<\/td>\n<td>-1.25 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.32<br \/>\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n<tr>\n<td>CIU.PR.B<\/td>\n<td>FixedReset<\/td>\n<td>-1.04 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-06-01<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 27.49<br \/>\nBid-YTW : 2.75 %<\/td>\n<\/tr>\n<tr>\n<td>ELF.PR.G<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.06 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-01-19<br \/>\nMaturity Price  : 21.67<br \/>\nEvaluated at bid price : 21.96<br \/>\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.C<\/td>\n<td>OpRet<\/td>\n<td>1.35 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2012-02-18<br \/>\nMaturity Price  : 25.50<br \/>\nEvaluated at bid price : 26.25<br \/>\nBid-YTW : -20.21 %<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Volume Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Shares<br \/>Traded<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.F<\/td>\n<td>FixedReset<\/td>\n<td>284,182<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-01-19<br \/>\nMaturity Price  : 23.14<br \/>\nEvaluated at bid price : 25.15<br \/>\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n<tr>\n<td>BNS.PR.Z<\/td>\n<td>FixedReset<\/td>\n<td>191,947<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.15<br \/>\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n<tr>\n<td>TCA.PR.Y<\/td>\n<td>Perpetual-Premium<\/td>\n<td>185,345<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-03-05<br \/>\nMaturity Price  : 50.00<br \/>\nEvaluated at bid price : 52.01<br \/>\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n<tr>\n<td>CM.PR.I<\/td>\n<td>Deemed-Retractible<\/td>\n<td>151,130<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-01-31<br \/>\nMaturity Price  : 25.75<br \/>\nEvaluated at bid price : 25.98<br \/>\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n<tr>\n<td>TCA.PR.X<\/td>\n<td>Perpetual-Premium<\/td>\n<td>143,804<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-10-15<br \/>\nMaturity Price  : 50.00<br \/>\nEvaluated at bid price : 52.05<br \/>\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n<tr>\n<td>CM.PR.M<\/td>\n<td>FixedReset<\/td>\n<td>116,650<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-07-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 27.37<br \/>\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 31 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='3'><strong>Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Quote Data and Yield Notes<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>Quote: 24.93 &#8211; 25.39<br \/>\nSpot Rate  :  0.4600<br \/>\nAverage  :  0.3087<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-01-19<br \/>\nMaturity Price  : 24.44<br \/>\nEvaluated at bid price : 24.93<br \/>\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.A<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 25.32 &#8211; 25.70<br \/>\nSpot Rate  :  0.3800<br \/>\nAverage  :  0.2463<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2022-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.32<br \/>\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n<tr>\n<td>CM.PR.K<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 26.45 &#8211; 26.89<br \/>\nSpot Rate  :  0.4400<br \/>\nAverage  :  0.3206<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-07-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.45<br \/>\nBid-YTW : 2.91 %<\/td>\n<\/tr>\n<tr>\n<td>BNS.PR.M<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 26.00 &#8211; 26.27<br \/>\nSpot Rate  :  0.2700<br \/>\nAverage  :  0.1839<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2015-07-27<br \/>\nMaturity Price  : 25.25<br \/>\nEvaluated at bid price : 26.00<br \/>\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n<tr>\n<td>BNS.PR.R<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 25.94 &#8211; 26.18<br \/>\nSpot Rate  :  0.2400<br \/>\nAverage  :  0.1572<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-01-26<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.94<br \/>\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n<tr>\n<td>HSB.PR.D<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 25.58 &#8211; 25.88<br \/>\nSpot Rate  :  0.3000<br \/>\nAverage  :  0.2189<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-12-31<br \/>\nMaturity Price  : 25.25<br \/>\nEvaluated at bid price : 25.58<br \/>\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Sorry it&#8217;s late! HIMIPref&trade; Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref&trade; IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day&#8217;s Perf. Index Value Ratchet &hellip;<\/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-17626","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17626","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=17626"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17626\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=17626"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=17626"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=17626"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}