{"id":26152,"date":"2014-08-28T18:48:39","date_gmt":"2014-08-28T23:48:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=26152"},"modified":"2014-08-28T18:48:39","modified_gmt":"2014-08-28T23:48:39","slug":"august-28-2014","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=26152","title":{"rendered":"August 28, 2014"},"content":{"rendered":"

Nothing happened today, either.<\/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-0.1254 %<\/td>\n2,617.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n4.16 %<\/td>\n3.40 %<\/td>\n28,162<\/td>\n18.57<\/td>\n1<\/td>\n0.2633 %<\/td>\n4,173.0<\/td>\n<\/tr>\n
Floater<\/td>\n2.93 %<\/td>\n3.09 %<\/td>\n52,359<\/td>\n19.45<\/td>\n4<\/td>\n-0.1254 %<\/td>\n2,706.9<\/td>\n<\/tr>\n
OpRet<\/td>\n4.05 %<\/td>\n-2.28 %<\/td>\n96,444<\/td>\n0.08<\/td>\n1<\/td>\n-0.0395 %<\/td>\n2,728.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.24 %<\/td>\n3.79 %<\/td>\n61,157<\/td>\n3.97<\/td>\n6<\/td>\n-0.2341 %<\/td>\n3,149.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0395 %<\/td>\n2,494.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.49 %<\/td>\n-2.21 %<\/td>\n82,500<\/td>\n0.09<\/td>\n19<\/td>\n-0.0124 %<\/td>\n2,437.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.21 %<\/td>\n5.12 %<\/td>\n113,505<\/td>\n15.20<\/td>\n17<\/td>\n0.0451 %<\/td>\n2,607.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.24 %<\/td>\n3.65 %<\/td>\n184,467<\/td>\n6.57<\/td>\n74<\/td>\n-0.0264 %<\/td>\n2,569.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n1.97 %<\/td>\n103,986<\/td>\n0.24<\/td>\n42<\/td>\n0.0610 %<\/td>\n2,565.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n1.20 %<\/td>\n80,499<\/td>\n0.16<\/td>\n6<\/td>\n0.1638 %<\/td>\n2,531.8<\/td>\n<\/tr>\n<\/table>\n\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
CIU.PR.C<\/td>\nFixedReset<\/td>\n-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.57
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
PVS.PR.C<\/td>\nSplitShare<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2015-12-10
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.81
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.50
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.16
\nBid-YTW : 3.48 %<\/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
BAM.PR.P<\/td>\nFixedReset<\/td>\n203,692<\/td>\nIndicated for redemption September 30<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 2.22 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n55,585<\/td>\nScotia crossed 30,000 at 23.88; Desjardins crossed 12,000 at the same price.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n52,680<\/td>\nRBC crossed 50,000 at 24.97.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n51,134<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 23.23
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n43,080<\/td>\nTD crossed 35,000 at 23.89.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.89
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n25,070<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
There were 16 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
CIU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 20.52 – 21.45
\nSpot Rate : 0.9300
\nAverage : 0.5262<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 22.57 – 23.09
\nSpot Rate : 0.5200
\nAverage : 0.3302<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.57
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.95 – 24.45
\nSpot Rate : 0.5000
\nAverage : 0.3298<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.08 – 24.54
\nSpot Rate : 0.4600
\nAverage : 0.3282<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.08
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

IAG.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.02 – 26.39
\nSpot Rate : 0.3700
\nAverage : 0.2493<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-12-31
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 22.53 – 22.80
\nSpot Rate : 0.2700
\nAverage : 0.1616<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2044-08-28
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.53
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Nothing happened today, either. 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 …<\/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-26152","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/26152","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=26152"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/26152\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=26152"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=26152"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=26152"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}