{"id":32789,"date":"2016-03-19T00:41:51","date_gmt":"2016-03-19T05:41:51","guid":{"rendered":"http:\/\/prefblog.com\/?p=32789"},"modified":"2016-03-19T00:41:51","modified_gmt":"2016-03-19T05:41:51","slug":"march-18-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32789","title":{"rendered":"March 18, 2016"},"content":{"rendered":"

Nothing happened today.<\/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>\n5.12 %<\/td>\n6.24 %<\/td>\n10,936<\/td>\n16.37<\/td>\n1<\/td>\n-1.4925 %<\/td>\n1,528.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n7.03 %<\/td>\n6.18 %<\/td>\n24,927<\/td>\n16.11<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,827.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.69 %<\/td>\n4.82 %<\/td>\n65,164<\/td>\n15.84<\/td>\n4<\/td>\n0.7996 %<\/td>\n1,652.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0659 %<\/td>\n2,754.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n5.68 %<\/td>\n71,608<\/td>\n1.64<\/td>\n7<\/td>\n-0.0659 %<\/td>\n3,223.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0659 %<\/td>\n2,514.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.80 %<\/td>\n-2.06 %<\/td>\n85,687<\/td>\n0.08<\/td>\n6<\/td>\n0.0727 %<\/td>\n2,545.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.66 %<\/td>\n5.70 %<\/td>\n99,230<\/td>\n14.25<\/td>\n33<\/td>\n0.5198 %<\/td>\n2,561.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.50 %<\/td>\n5.22 %<\/td>\n189,624<\/td>\n14.23<\/td>\n87<\/td>\n0.0343 %<\/td>\n1,855.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.26 %<\/td>\n5.64 %<\/td>\n122,380<\/td>\n5.10<\/td>\n34<\/td>\n0.5249 %<\/td>\n2,586.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.14 %<\/td>\n5.13 %<\/td>\n40,512<\/td>\n5.42<\/td>\n16<\/td>\n0.1684 %<\/td>\n1,981.9<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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
BMO.PR.Y<\/td>\nFixedReset<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.20
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.41
\nBid-YTW : 8.50 %<\/td>\n<\/tr>\n
RY.PR.L<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.21
\nBid-YTW : 10.59 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.91
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.62
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.49
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.05
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.37
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.48
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.47
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.11
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BNS.PR.F<\/td>\nFloatingReset<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.76
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.33
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.71
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.86
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 9.70
\nEvaluated at bid price : 9.70
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.37
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.25
\nBid-YTW : 9.68 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.81
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.97
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 9.62
\nEvaluated at bid price : 9.62
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 17.73
\nEvaluated at bid price : 17.73
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 11.65
\nEvaluated at bid price : 11.65
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 5.25 %<\/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
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n130,092<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.37
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n125,410<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n83,130<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 23.33
\nEvaluated at bid price : 25.58
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n71,182<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n65,305<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.25
\nBid-YTW : 9.68 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n55,140<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
There were 35 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
PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 10.75 – 11.75
\nSpot Rate : 1.0000
\nAverage : 0.7626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.45 – 21.99
\nSpot Rate : 0.5400
\nAverage : 0.3085<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset<\/td>\nQuote: 17.63 – 18.13
\nSpot Rate : 0.5000
\nAverage : 0.3242<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-18
\nMaturity Price : 17.63
\nEvaluated at bid price : 17.63
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

RY.PR.L<\/td>\nFixedReset<\/td>\nQuote: 24.52 – 24.89
\nSpot Rate : 0.3700
\nAverage : 0.2195<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 17.90 – 18.36
\nSpot Rate : 0.4600
\nAverage : 0.3180<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.90
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n

BNS.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.76 – 18.49
\nSpot Rate : 0.7300
\nAverage : 0.6032<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.76
\nBid-YTW : 8.19 %<\/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-32789","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32789","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=32789"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32789\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32789"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32789"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32789"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}