{"id":22008,"date":"2013-05-17T00:35:16","date_gmt":"2013-05-17T04:35:16","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=22008"},"modified":"2013-05-17T00:35:16","modified_gmt":"2013-05-17T04:35:16","slug":"may-16-2013","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=22008","title":{"rendered":"May 16, 2013"},"content":{"rendered":"

Nothing happened today.<\/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-0.1942 %<\/td>\n2,555.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n3.86 %<\/td>\n3.07 %<\/td>\n31,650<\/td>\n18.89<\/td>\n1<\/td>\n-0.2430 %<\/td>\n4,259.7<\/td>\n<\/tr>\n
Floater<\/td>\n2.72 %<\/td>\n2.94 %<\/td>\n81,452<\/td>\n19.83<\/td>\n4<\/td>\n-0.1942 %<\/td>\n2,758.7<\/td>\n<\/tr>\n
OpRet<\/td>\n4.82 %<\/td>\n2.31 %<\/td>\n68,442<\/td>\n0.13<\/td>\n5<\/td>\n0.1010 %<\/td>\n2,616.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.00 %<\/td>\n103,987<\/td>\n4.05<\/td>\n5<\/td>\n0.1803 %<\/td>\n2,972.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1010 %<\/td>\n2,392.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.20 %<\/td>\n3.77 %<\/td>\n97,064<\/td>\n0.78<\/td>\n32<\/td>\n0.0492 %<\/td>\n2,378.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.85 %<\/td>\n4.88 %<\/td>\n191,854<\/td>\n15.62<\/td>\n4<\/td>\n-0.0406 %<\/td>\n2,683.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.88 %<\/td>\n2.68 %<\/td>\n254,173<\/td>\n3.34<\/td>\n81<\/td>\n0.0344 %<\/td>\n2,519.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.87 %<\/td>\n3.34 %<\/td>\n135,107<\/td>\n1.00<\/td>\n44<\/td>\n0.0221 %<\/td>\n2,461.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.77
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-05-16
\nMaturity Price : 23.66
\nEvaluated at bid price : 25.83
\nBid-YTW : 2.95 %<\/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
CU.PR.G<\/td>\nPerpetual-Premium<\/td>\n187,424<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n70,464<\/td>\nScotia crossed blocks of 20,000 and 40,000, both at 24.80.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n43,984<\/td>\nScotia crossed 25,000 at 26.05.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.98
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n43,160<\/td>\nRBC crossed blocks of 16,200 and 20,000, both at 25.45.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-24
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.48
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n36,821<\/td>\nRBC crossed 18,500 at 25.35.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 2.95 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n32,455<\/td>\nNational crossed 25,000 at 25.35.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
There were 33 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
TCA.PR.Y<\/td>\nPerpetual-Premium<\/td>\nQuote: 50.80 – 51.50
\nSpot Rate : 0.7000
\nAverage : 0.4113<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-03-05
\nMaturity Price : 50.00
\nEvaluated at bid price : 50.80
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 17.79 – 17.99
\nSpot Rate : 0.2000
\nAverage : 0.1232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-05-16
\nMaturity Price : 17.79
\nEvaluated at bid price : 17.79
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 26.45 – 26.75
\nSpot Rate : 0.3000
\nAverage : 0.2361<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 2.45 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.40 – 26.64
\nSpot Rate : 0.2400
\nAverage : 0.1790<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n

TRI.PR.B<\/td>\nFloater<\/td>\nQuote: 23.55 – 23.89
\nSpot Rate : 0.3400
\nAverage : 0.2845<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-05-16
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 2.21 %<\/td>\n<\/tr>\n

CM.PR.D<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.74 – 25.92
\nSpot Rate : 0.1800
\nAverage : 0.1265<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-06-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.74
\nBid-YTW : -25.02 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Nothing happened today. 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 …<\/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-22008","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/22008","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=22008"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/22008\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=22008"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=22008"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=22008"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}