{"id":19043,"date":"2012-06-26T12:45:08","date_gmt":"2012-06-26T16:45:08","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=19043"},"modified":"2012-06-26T12:45:08","modified_gmt":"2012-06-26T16:45:08","slug":"june-25-2012","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=19043","title":{"rendered":"June 25, 2012"},"content":{"rendered":"

Sorry this is so late, folks!<\/p>\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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6599 %<\/td>\n2,295.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n4.57 %<\/td>\n3.95 %<\/td>\n20,998<\/td>\n17.36<\/td>\n1<\/td>\n0.0000 %<\/td>\n3,448.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.17 %<\/td>\n3.16 %<\/td>\n70,371<\/td>\n19.33<\/td>\n3<\/td>\n-0.6599 %<\/td>\n2,478.2<\/td>\n<\/tr>\n
OpRet<\/td>\n4.80 %<\/td>\n2.47 %<\/td>\n35,261<\/td>\n0.99<\/td>\n5<\/td>\n-0.1157 %<\/td>\n2,514.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.27 %<\/td>\n-5.11 %<\/td>\n43,701<\/td>\n0.48<\/td>\n4<\/td>\n-0.0696 %<\/td>\n2,716.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1157 %<\/td>\n2,299.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41 %<\/td>\n3.67 %<\/td>\n87,844<\/td>\n0.55<\/td>\n27<\/td>\n-0.0210 %<\/td>\n2,239.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.05 %<\/td>\n5.04 %<\/td>\n117,414<\/td>\n15.39<\/td>\n7<\/td>\n-0.2129 %<\/td>\n2,450.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.03 %<\/td>\n3.11 %<\/td>\n191,978<\/td>\n7.77<\/td>\n71<\/td>\n0.0517 %<\/td>\n2,399.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n3.93 %<\/td>\n143,359<\/td>\n1.91<\/td>\n45<\/td>\n0.1012 %<\/td>\n2,311.2<\/td>\n<\/tr>\n<\/table>\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.C<\/td>\nFloater<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 23.48
\nEvaluated at bid price : 25.75
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 23.37
\nEvaluated at bid price : 25.63
\nBid-YTW : 3.52 %<\/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.L<\/td>\nDeemed-Retractible<\/td>\n56,160<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-05-25
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.76
\nBid-YTW : 2.83 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n51,548<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TD.PR.Q<\/td>\nDeemed-Retractible<\/td>\n50,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-01-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.81
\nBid-YTW : 1.53 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n26,675<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nDeemed-Retractible<\/td>\n25,140<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2012-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : -9.17 %<\/td>\n<\/tr>\n
BMO.PR.O<\/td>\nFixedReset<\/td>\n24,030<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.89
\nBid-YTW : 2.72 %<\/td>\n<\/tr>\n
There were 12 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.PR.G<\/td>\nFixedFloater<\/td>\nQuote: 20.78 – 21.47
\nSpot Rate : 0.6900
\nAverage : 0.4925<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 21.67
\nEvaluated at bid price : 20.78
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n

TCA.PR.X<\/td>\nPerpetual-Premium<\/td>\nQuote: 51.39 – 52.12
\nSpot Rate : 0.7300
\nAverage : 0.6075<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-10-15
\nMaturity Price : 50.00
\nEvaluated at bid price : 51.39
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

ENB.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.52 – 25.93
\nSpot Rate : 0.4100
\nAverage : 0.2892<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2012-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : -14.64 %<\/td>\n<\/tr>\n

HSB.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.47 – 25.80
\nSpot Rate : 0.3300
\nAverage : 0.2169<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 16.45 – 16.74
\nSpot Rate : 0.2900
\nAverage : 0.1969<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2042-06-25
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.16 – 22.44
\nSpot Rate : 0.2800
\nAverage : 0.1880<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.16
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is so late, folks! 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. …<\/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-19043","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/19043","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=19043"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/19043\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=19043"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=19043"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=19043"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}