{"id":23678,"date":"2013-11-29T03:16:11","date_gmt":"2013-11-29T03:16:11","guid":{"rendered":"http:\/\/prefblog.com\/?p=23678"},"modified":"2013-11-29T03:16:11","modified_gmt":"2013-11-29T03:16:11","slug":"november-28-2013","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=23678","title":{"rendered":"November 28, 2013"},"content":{"rendered":"

Another foreshortened market report, but I’m hoping to finish the importation of posts soon!<\/p>\n\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-0.2231 %<\/td>\n2,528.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n4.28 %<\/td>\n3.56 %<\/td>\n32,498<\/td>\n18.22<\/td>\n1<\/td>\n0.3163 %<\/td>\n3,922.4<\/td>\n<\/tr>\n
Floater<\/td>\n2.94 %<\/td>\n2.97 %<\/td>\n61,741<\/td>\n19.75<\/td>\n3<\/td>\n-0.2231 %<\/td>\n2,729.7<\/td>\n<\/tr>\n
OpRet<\/td>\n4.61 %<\/td>\n-3.99 %<\/td>\n75,101<\/td>\n0.08<\/td>\n3<\/td>\n0.0384 %<\/td>\n2,666.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.10 %<\/td>\n69,338<\/td>\n3.65<\/td>\n6<\/td>\n0.1304 %<\/td>\n2,990.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0384 %<\/td>\n2,437.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n2.52 %<\/td>\n125,640<\/td>\n0.09<\/td>\n11<\/td>\n0.0287 %<\/td>\n2,314.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.56 %<\/td>\n162,368<\/td>\n14.50<\/td>\n27<\/td>\n-0.1770 %<\/td>\n2,354.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.96 %<\/td>\n3.24 %<\/td>\n226,751<\/td>\n3.27<\/td>\n82<\/td>\n0.1543 %<\/td>\n2,490.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n3.76 %<\/td>\n190,471<\/td>\n1.36<\/td>\n42<\/td>\n0.1186 %<\/td>\n2,430.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.64 %<\/td>\n2.32 %<\/td>\n314,817<\/td>\n4.45<\/td>\n5<\/td>\n0.0316 %<\/td>\n2,464.7<\/td>\n<\/tr>\n<\/table>\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
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.69
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.76
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.89
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.60 %<\/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
IAG.PR.G<\/td>\nFixedReset<\/td>\n117,826<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.02 %<\/td>\n<\/tr>\n
RY.PR.D<\/td>\nDeemed-Retractible<\/td>\n56,350<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2015-02-24
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.51
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
RY.PR.I<\/td>\nFixedReset<\/td>\n54,260<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 1.73 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n49,392<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.75
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
BMO.PR.P<\/td>\nFixedReset<\/td>\n37,547<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2015-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 1.69 %<\/td>\n<\/tr>\n
MFC.PR.A<\/td>\nOpRet<\/td>\n31,250<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-12-28
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.61
\nBid-YTW : -3.99 %<\/td>\n<\/tr>\n
There were 38 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
TD.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.57 – 26.96
\nSpot Rate : 0.3900
\nAverage : 0.2519<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-12-28
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.57
\nBid-YTW : -15.41 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 17.85 – 18.15
\nSpot Rate : 0.3000
\nAverage : 0.1997<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.97 – 21.49
\nSpot Rate : 0.5200
\nAverage : 0.4242<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-28
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 26.13 – 26.45
\nSpot Rate : 0.3200
\nAverage : 0.2423<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.13
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.79 – 22.00
\nSpot Rate : 0.2100
\nAverage : 0.1435<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.79
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

ABK.PR.C<\/td>\nSplitShare<\/td>\nQuote: 31.75 – 32.22
\nSpot Rate : 0.4700
\nAverage : 0.4147<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-03-10
\nMaturity Price : 31.64
\nEvaluated at bid price : 31.75
\nBid-YTW : 2.28 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Another foreshortened market report, but I’m hoping to finish the importation of posts soon! HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at …<\/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-23678","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/23678","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=23678"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/23678\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=23678"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=23678"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=23678"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}