{"id":17940,"date":"2012-02-24T11:35:57","date_gmt":"2012-02-24T15:35:57","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=17940"},"modified":"2012-02-24T11:35:57","modified_gmt":"2012-02-24T15:35:57","slug":"february-23-2012","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=17940","title":{"rendered":"February 23, 2012"},"content":{"rendered":"<p>Sorry this is late, folks!<\/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>0.7977 %<\/td>\n<td>2,410.2<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>4.60 %<\/td>\n<td>3.98 %<\/td>\n<td>36,981<\/td>\n<td>17.35<\/td>\n<td>1<\/td>\n<td>0.0000 %<\/td>\n<td>3,389.5<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>2.77 %<\/td>\n<td>3.03 %<\/td>\n<td>58,516<\/td>\n<td>19.59<\/td>\n<td>3<\/td>\n<td>0.7977 %<\/td>\n<td>2,602.4<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>4.88 %<\/td>\n<td>0.34 %<\/td>\n<td>56,850<\/td>\n<td>1.24<\/td>\n<td>6<\/td>\n<td>0.0575 %<\/td>\n<td>2,506.5<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>5.28 %<\/td>\n<td>-0.90 %<\/td>\n<td>84,347<\/td>\n<td>0.80<\/td>\n<td>4<\/td>\n<td>0.1595 %<\/td>\n<td>2,678.6<\/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>0.0575 %<\/td>\n<td>2,292.0<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.38 %<\/td>\n<td>3.26 %<\/td>\n<td>112,237<\/td>\n<td>0.86<\/td>\n<td>27<\/td>\n<td>0.2457 %<\/td>\n<td>2,203.1<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.09 %<\/td>\n<td>4.97 %<\/td>\n<td>198,477<\/td>\n<td>15.45<\/td>\n<td>4<\/td>\n<td>0.7447 %<\/td>\n<td>2,429.5<\/td>\n<\/tr>\n<tr>\n<td>FixedReset<\/td>\n<td>5.05 %<\/td>\n<td>2.86 %<\/td>\n<td>210,098<\/td>\n<td>2.33<\/td>\n<td>66<\/td>\n<td>-0.0527 %<\/td>\n<td>2,378.5<\/td>\n<\/tr>\n<tr>\n<td>Deemed-Retractible<\/td>\n<td>4.96 %<\/td>\n<td>3.91 %<\/td>\n<td>244,143<\/td>\n<td>3.02<\/td>\n<td>46<\/td>\n<td>0.0872 %<\/td>\n<td>2,291.2<\/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>FTS.PR.E<\/td>\n<td>OpRet<\/td>\n<td>-1.27 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-06-01<br \/>\nMaturity Price  : 25.75<br \/>\nEvaluated at bid price : 27.17<br \/>\nBid-YTW : 0.34 %<\/td>\n<\/tr>\n<tr>\n<td>IAG.PR.A<\/td>\n<td>Deemed-Retractible<\/td>\n<td>-1.26 %<\/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 : 23.50<br \/>\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n<tr>\n<td>BNS.PR.J<\/td>\n<td>Deemed-Retractible<\/td>\n<td>1.04 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-10-29<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.11<br \/>\nBid-YTW : 2.75 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.K<\/td>\n<td>Floater<\/td>\n<td>1.10 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-02-23<br \/>\nMaturity Price  : 17.45<br \/>\nEvaluated at bid price : 17.45<br \/>\nBid-YTW : 3.03 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.C<\/td>\n<td>OpRet<\/td>\n<td>1.17 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2012-03-24<br \/>\nMaturity Price  : 25.50<br \/>\nEvaluated at bid price : 25.91<br \/>\nBid-YTW : -14.76 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.P<\/td>\n<td>Deemed-Retractible<\/td>\n<td>1.36 %<\/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 : 25.35<br \/>\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.D<\/td>\n<td>Perpetual-Premium<\/td>\n<td>1.58 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-02-23<br \/>\nMaturity Price  : 24.64<br \/>\nEvaluated at bid price : 25.13<br \/>\nBid-YTW : 5.01 %<\/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>PWF.PR.R<\/td>\n<td>Perpetual-Premium<\/td>\n<td>901,316<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2021-04-30<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.22<br \/>\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.P<\/td>\n<td>Deemed-Retractible<\/td>\n<td>255,366<\/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 : 25.35<br \/>\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.H<\/td>\n<td>FixedReset<\/td>\n<td>169,140<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2017-03-19<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.11<br \/>\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.B<\/td>\n<td>Deemed-Retractible<\/td>\n<td>92,908<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2015-08-24<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.82<br \/>\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.M<\/td>\n<td>FixedReset<\/td>\n<td>76,601<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-01-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 26.52<br \/>\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.B<\/td>\n<td>FixedReset<\/td>\n<td>61,977<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-02-23<br \/>\nMaturity Price  : 23.51<br \/>\nEvaluated at bid price : 25.56<br \/>\nBid-YTW : 2.71 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 38 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>MFC.PR.B<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 23.43 &#8211; 23.95<br \/>\nSpot Rate  :  0.5200<br \/>\nAverage  :  0.3479<\/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 : 23.43<br \/>\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.G<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 25.43 &#8211; 25.75<br \/>\nSpot Rate  :  0.3200<br \/>\nAverage  :  0.2029<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-12-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.43<br \/>\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n<tr>\n<td>FTS.PR.E<\/td>\n<td>OpRet<\/td>\n<td>Quote: 27.17 &#8211; 27.58<br \/>\nSpot Rate  :  0.4100<br \/>\nAverage  :  0.3046<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-06-01<br \/>\nMaturity Price  : 25.75<br \/>\nEvaluated at bid price : 27.17<br \/>\nBid-YTW : 0.34 %<\/td>\n<\/tr>\n<tr>\n<td>TCA.PR.X<\/td>\n<td>Perpetual-Premium<\/td>\n<td>Quote: 52.05 &#8211; 52.50<br \/>\nSpot Rate  :  0.4500<br \/>\nAverage  :  0.3522<\/p>\n<p>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 : 3.26 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.I<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 23.31 &#8211; 23.66<br \/>\nSpot Rate  :  0.3500<br \/>\nAverage  :  0.2585<\/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 : 23.31<br \/>\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.L<\/td>\n<td>Perpetual-Premium<\/td>\n<td>Quote: 25.10 &#8211; 25.39<br \/>\nSpot Rate  :  0.2900<br \/>\nAverage  :  0.2122<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2042-02-23<br \/>\nMaturity Price  : 24.57<br \/>\nEvaluated at bid price : 25.10<br \/>\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Sorry this is late, folks! 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 &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-17940","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17940","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=17940"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/17940\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=17940"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=17940"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=17940"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}