{"id":32307,"date":"2013-11-26T05:59:24","date_gmt":"2013-11-26T05:59:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=6"},"modified":"2013-11-26T05:59:24","modified_gmt":"2013-11-26T05:59:24","slug":"november-25-2013","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32307","title":{"rendered":"November 25, 2013"},"content":{"rendered":"

I’m having lots of fun importing the old PrefBlog into the new PrefBlog. It’s all tick-a-box software. ‘We need this feature! It doesn’t matter if it only works in ideal conditions – just tick the box!’<\/p>\n

There are some things I can try tomorrow. Right now I’m too irritated.<\/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>\n0.0932 %<\/td>\n2,530.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n4.28 %<\/td>\n3.56 %<\/td>\n30,205<\/td>\n18.23<\/td>\n1<\/td>\n0.4067 %<\/td>\n3,926.0<\/td>\n<\/tr>\n
Floater<\/td>\n2.93 %<\/td>\n2.96 %<\/td>\n62,119<\/td>\n19.78<\/td>\n3<\/td>\n0.0932 %<\/td>\n2,732.7<\/td>\n<\/tr>\n
OpRet<\/td>\n4.62 %<\/td>\n-4.63 %<\/td>\n75,695<\/td>\n0.08<\/td>\n3<\/td>\n-0.1283 %<\/td>\n2,658.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.14 %<\/td>\n68,806<\/td>\n3.65<\/td>\n6<\/td>\n-0.0559 %<\/td>\n2,984.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1283 %<\/td>\n2,431.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.57 %<\/td>\n4.37 %<\/td>\n122,755<\/td>\n0.09<\/td>\n11<\/td>\n0.1565 %<\/td>\n2,311.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.57 %<\/td>\n5.56 %<\/td>\n180,287<\/td>\n14.51<\/td>\n27<\/td>\n-0.1730 %<\/td>\n2,365.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.97 %<\/td>\n3.30 %<\/td>\n228,106<\/td>\n3.27<\/td>\n82<\/td>\n0.0136 %<\/td>\n2,484.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.06 %<\/td>\n3.96 %<\/td>\n195,191<\/td>\n1.44<\/td>\n42<\/td>\n0.1015 %<\/td>\n2,427.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.65 %<\/td>\n2.39 %<\/td>\n300,867<\/td>\n4.46<\/td>\n5<\/td>\n0.0238 %<\/td>\n2,460.1<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.31
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.29
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.40 %<\/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
BNS.PR.T<\/td>\nFixedReset<\/td>\n277,277<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 1.87 %<\/td>\n<\/tr>\n
BNS.PR.B<\/td>\nFloatingReset<\/td>\n267,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-10-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 2.54 %<\/td>\n<\/tr>\n
BMO.PR.R<\/td>\nFloatingReset<\/td>\n81,460<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 2.39 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n32,648<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nFixedReset<\/td>\n30,966<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 2.61 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n24,111<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
There were 36 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
MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 25.29 – 25.77
\nSpot Rate : 0.4800
\nAverage : 0.2776<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

CIU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.19 – 21.72
\nSpot Rate : 0.5300
\nAverage : 0.3892<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

ENB.PR.N<\/td>\nFixedReset<\/td>\nQuote: 24.53 – 24.84
\nSpot Rate : 0.3100
\nAverage : 0.1995<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.53
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TD.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.09 – 26.47
\nSpot Rate : 0.3800
\nAverage : 0.2818<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2013-12-25
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.09
\nBid-YTW : -6.55 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.85 – 22.21
\nSpot Rate : 0.3600
\nAverage : 0.2654<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 17.89 – 18.15
\nSpot Rate : 0.2600
\nAverage : 0.1924<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2043-11-25
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

I’m having lots of fun importing the old PrefBlog into the new PrefBlog. It’s all tick-a-box software. ‘We need this feature! It doesn’t matter if it only works in ideal conditions – just tick the …<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-32307","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32307","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\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=32307"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32307\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32307"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32307"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32307"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}