{"id":32835,"date":"2016-03-28T23:43:35","date_gmt":"2016-03-29T04:43:35","guid":{"rendered":"http:\/\/prefblog.com\/?p=32835"},"modified":"2016-03-28T23:43:35","modified_gmt":"2016-03-29T04:43:35","slug":"march-28-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32835","title":{"rendered":"March 28, 2016"},"content":{"rendered":"

Another bare-bones report, I’m afraid! Geez, I hate the first quarter of the year!<\/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>\n5.14 %<\/td>\n6.27 %<\/td>\n10,200<\/td>\n16.30<\/td>\n1<\/td>\n0.3817 %<\/td>\n1,522.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.96 %<\/td>\n6.12 %<\/td>\n24,021<\/td>\n16.16<\/td>\n1<\/td>\n0.7380 %<\/td>\n2,856.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.71 %<\/td>\n4.84 %<\/td>\n62,553<\/td>\n15.79<\/td>\n4<\/td>\n1.3629 %<\/td>\n1,644.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1802 %<\/td>\n2,774.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.87 %<\/td>\n79,195<\/td>\n1.62<\/td>\n7<\/td>\n0.1802 %<\/td>\n3,246.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1802 %<\/td>\n2,532.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n-2.99 %<\/td>\n85,052<\/td>\n0.08<\/td>\n6<\/td>\n0.0263 %<\/td>\n2,559.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.61 %<\/td>\n5.63 %<\/td>\n94,578<\/td>\n14.39<\/td>\n33<\/td>\n0.2186 %<\/td>\n2,586.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.30 %<\/td>\n4.75 %<\/td>\n180,939<\/td>\n14.11<\/td>\n87<\/td>\n0.9345 %<\/td>\n1,926.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.45 %<\/td>\n126,107<\/td>\n5.08<\/td>\n34<\/td>\n0.7006 %<\/td>\n2,612.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.05 %<\/td>\n4.95 %<\/td>\n37,253<\/td>\n5.40<\/td>\n16<\/td>\n0.2605 %<\/td>\n2,010.9<\/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\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
PWF.PR.T<\/td>\nFixedReset<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BNS.PR.C<\/td>\nFloatingReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.33
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.22
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.18
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.04
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.55
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 9.75
\nEvaluated at bid price : 9.75
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 23.26
\nEvaluated at bid price : 25.26
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.43
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.28
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.95
\nBid-YTW : 10.74 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.06
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 9.78
\nEvaluated at bid price : 9.78
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.60
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
GWO.PR.G<\/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 : 23.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.52
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.04
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
BNS.PR.F<\/td>\nFloatingReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.46
\nEvaluated at bid price : 18.46
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
RY.PR.K<\/td>\nFloatingReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.15
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.11
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.13
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.22
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.05
\nBid-YTW : 8.87 %<\/td>\n<\/tr>\n
RY.PR.I<\/td>\nFixedReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 14.24
\nEvaluated at bid price : 14.24
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 12.76
\nEvaluated at bid price : 12.76
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.34
\nEvaluated at bid price : 19.34
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.34
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.70
\nBid-YTW : 10.01 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.58
\nBid-YTW : 10.05 %<\/td>\n<\/tr>\n
TD.PR.Y<\/td>\nFixedReset<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.93
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
CIU.PR.C<\/td>\nFixedReset<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 10.96
\nEvaluated at bid price : 10.96
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 10.55
\nEvaluated at bid price : 10.55
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 11.18
\nEvaluated at bid price : 11.18
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
BNS.PR.L<\/td>\nDeemed-Retractible<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-04-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 1.50 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nDeemed-Retractible<\/td>\n2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-07-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
GWO.PR.O<\/td>\nFloatingReset<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.02
\nBid-YTW : 11.12 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n4.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.71 %<\/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
RY.PR.R<\/td>\nFixedReset<\/td>\n152,079<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n61,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.06
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n54,601<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
W.PR.J<\/td>\nPerpetual-Discount<\/td>\n43,330<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 23.23
\nEvaluated at bid price : 23.53
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n37,396<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n34,357<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
There were 21 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: 11.11 – 15.35
\nSpot Rate : 4.2400
\nAverage : 3.4515<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 11.11
\nEvaluated at bid price : 11.11
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

GWO.PR.O<\/td>\nFloatingReset<\/td>\nQuote: 12.02 – 14.25
\nSpot Rate : 2.2300
\nAverage : 1.6327<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.02
\nBid-YTW : 11.12 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset<\/td>\nQuote: 18.35 – 19.50
\nSpot Rate : 1.1500
\nAverage : 0.7176<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 14.95 – 15.85
\nSpot Rate : 0.9000
\nAverage : 0.5412<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 13.15 – 14.20
\nSpot Rate : 1.0500
\nAverage : 0.6967<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.15
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset<\/td>\nQuote: 19.43 – 20.20
\nSpot Rate : 0.7700
\nAverage : 0.5109<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-28
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Another bare-bones report, I’m afraid! Geez, I hate the first quarter of the year! 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-32835","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32835","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=32835"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32835\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32835"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32835"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32835"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}