{"id":23697,"date":"2013-11-30T19:20:23","date_gmt":"2013-11-30T19:20:23","guid":{"rendered":"http:\/\/prefblog.com\/?p=23697"},"modified":"2013-11-30T19:20:23","modified_gmt":"2013-11-30T19:20:23","slug":"november-29-2013","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=23697","title":{"rendered":"November 29, 2013"},"content":{"rendered":"<p>Foreshortened again, late again &#8230; but I hope next week will be better &#8230;<\/p>\n<p>Thank heavens November is finally over!<\/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>0.1118 %<\/td>\n<td>2,530.9<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>4.27 %<\/td>\n<td>3.55 %<\/td>\n<td>34,314<\/td>\n<td>18.24<\/td>\n<td>1<\/td>\n<td>0.2703 %<\/td>\n<td>3,933.0<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>2.93 %<\/td>\n<td>2.95 %<\/td>\n<td>65,887<\/td>\n<td>19.78<\/td>\n<td>3<\/td>\n<td>0.1118 %<\/td>\n<td>2,732.7<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>4.61 %<\/td>\n<td>-3.86 %<\/td>\n<td>80,155<\/td>\n<td>0.08<\/td>\n<td>3<\/td>\n<td>-0.0512 %<\/td>\n<td>2,664.7<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>4.89 %<\/td>\n<td>4.78 %<\/td>\n<td>71,133<\/td>\n<td>4.55<\/td>\n<td>5<\/td>\n<td>-0.0336 %<\/td>\n<td>2,989.8<\/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>-0.0512 %<\/td>\n<td>2,436.6<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.59 %<\/td>\n<td>2.71 %<\/td>\n<td>125,519<\/td>\n<td>0.09<\/td>\n<td>13<\/td>\n<td>-0.0628 %<\/td>\n<td>2,313.3<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.57 %<\/td>\n<td>5.56 %<\/td>\n<td>160,715<\/td>\n<td>14.51<\/td>\n<td>25<\/td>\n<td>0.1301 %<\/td>\n<td>2,357.9<\/td>\n<\/tr>\n<tr>\n<td>FixedReset<\/td>\n<td>4.95 %<\/td>\n<td>3.26 %<\/td>\n<td>230,745<\/td>\n<td>3.26<\/td>\n<td>82<\/td>\n<td>0.1158 %<\/td>\n<td>2,493.7<\/td>\n<\/tr>\n<tr>\n<td>Deemed-Retractible<\/td>\n<td>5.07 %<\/td>\n<td>3.74 %<\/td>\n<td>188,734<\/td>\n<td>1.36<\/td>\n<td>42<\/td>\n<td>0.0340 %<\/td>\n<td>2,430.9<\/td>\n<\/tr>\n<tr>\n<td>FloatingReset<\/td>\n<td>2.64 %<\/td>\n<td>2.32 %<\/td>\n<td>339,980<\/td>\n<td>4.45<\/td>\n<td>5<\/td>\n<td>-0.0158 %<\/td>\n<td>2,464.4<\/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.K<\/td>\n<td>FixedReset<\/td>\n<td>1.07 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 22.95<br \/>\nEvaluated at bid price : 24.45<br \/>\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n<tr>\n<td>CIU.PR.C<\/td>\n<td>FixedReset<\/td>\n<td>1.40 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 21.39<br \/>\nEvaluated at bid price : 21.71<br \/>\nBid-YTW : 3.68 %<\/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>GWO.PR.J<\/td>\n<td>FixedReset<\/td>\n<td>74,850<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-12-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 24.95<br \/>\nBid-YTW : 2.30 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PR.T<\/td>\n<td>FloatingReset<\/td>\n<td>67,440<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2018-07-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.16<br \/>\nBid-YTW : 2.32 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.N<\/td>\n<td>FixedReset<\/td>\n<td>62,882<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2018-12-01<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 24.96<br \/>\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n<tr>\n<td>ENB.PR.F<\/td>\n<td>FixedReset<\/td>\n<td>51,158<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 23.04<br \/>\nEvaluated at bid price : 24.55<br \/>\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.B<\/td>\n<td>FixedReset<\/td>\n<td>49,279<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 20.63<br \/>\nEvaluated at bid price : 20.63<br \/>\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PR.G<\/td>\n<td>FixedReset<\/td>\n<td>48,085<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2014-04-30<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.50<br \/>\nBid-YTW : 2.54 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 61 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>TD.PR.R<\/td>\n<td>Deemed-Retractible<\/td>\n<td>Quote: 26.41 &#8211; 27.01<br \/>\nSpot Rate  :  0.6000<br \/>\nAverage  :  0.4339<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-12-29<br \/>\nMaturity Price  : 26.00<br \/>\nEvaluated at bid price : 26.41<br \/>\nBid-YTW : -8.33 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.T<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 24.56 &#8211; 24.93<br \/>\nSpot Rate  :  0.3700<br \/>\nAverage  :  0.2214<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 23.17<br \/>\nEvaluated at bid price : 24.56<br \/>\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>Quote: 22.57 &#8211; 23.00<br \/>\nSpot Rate  :  0.4300<br \/>\nAverage  :  0.3122<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 22.25<br \/>\nEvaluated at bid price : 22.57<br \/>\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.X<\/td>\n<td>FixedReset<\/td>\n<td>Quote: 22.23 &#8211; 22.59<br \/>\nSpot Rate  :  0.3600<br \/>\nAverage  :  0.2455<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2043-11-29<br \/>\nMaturity Price  : 21.88<br \/>\nEvaluated at bid price : 22.23<br \/>\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n<tr>\n<td>GCS.PR.A<\/td>\n<td>SplitShare<\/td>\n<td>Quote: 25.01 &#8211; 25.25<br \/>\nSpot Rate  :  0.2400<br \/>\nAverage  :  0.1449<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Hard Maturity<br \/>\nMaturity Date\t: 2019-07-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.01<br \/>\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.I<\/td>\n<td>Perpetual-Premium<\/td>\n<td>Quote: 25.58 &#8211; 25.84<br \/>\nSpot Rate  :  0.2600<br \/>\nAverage  :  0.1748<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2013-12-29<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.58<br \/>\nBid-YTW : -15.54 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Foreshortened again, late again &#8230; but I hope next week will be better &#8230; Thank heavens November is finally over! HIMIPref&trade; Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref&trade; IndicesValues are provisional &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-23697","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/23697","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=23697"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/23697\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=23697"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=23697"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=23697"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}