{"id":32861,"date":"2016-04-01T04:03:54","date_gmt":"2016-04-01T09:03:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=32861"},"modified":"2016-04-01T04:03:54","modified_gmt":"2016-04-01T09:03:54","slug":"march-31-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32861","title":{"rendered":"March 31, 2016"},"content":{"rendered":"

Yet another bare-bones effort!<\/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>\n5.03 %<\/td>\n6.11 %<\/td>\n10,981<\/td>\n16.56<\/td>\n1<\/td>\n-0.4441 %<\/td>\n1,564.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.76 %<\/td>\n5.94 %<\/td>\n23,901<\/td>\n16.37<\/td>\n1<\/td>\n1.4440 %<\/td>\n2,940.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.59 %<\/td>\n4.73 %<\/td>\n61,799<\/td>\n15.98<\/td>\n4<\/td>\n0.8815 %<\/td>\n1,687.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2660 %<\/td>\n2,798.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n5.11 %<\/td>\n89,430<\/td>\n1.61<\/td>\n6<\/td>\n0.2660 %<\/td>\n3,274.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2660 %<\/td>\n2,555.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n-3.92 %<\/td>\n89,509<\/td>\n0.09<\/td>\n6<\/td>\n0.1516 %<\/td>\n2,564.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.61 %<\/td>\n93,910<\/td>\n14.42<\/td>\n33<\/td>\n0.3084 %<\/td>\n2,600.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.29 %<\/td>\n4.81 %<\/td>\n182,307<\/td>\n13.60<\/td>\n87<\/td>\n-0.0717 %<\/td>\n1,920.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.63 %<\/td>\n128,777<\/td>\n5.08<\/td>\n34<\/td>\n0.1209 %<\/td>\n2,620.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.14 %<\/td>\n5.12 %<\/td>\n36,780<\/td>\n5.39<\/td>\n17<\/td>\n-0.6155 %<\/td>\n2,006.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n-6.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 10.30
\nEvaluated at bid price : 10.30
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.25
\nBid-YTW : 8.40 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.51
\nBid-YTW : 10.21 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.08
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
MFC.PR.F<\/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 : 13.03
\nBid-YTW : 10.67 %<\/td>\n<\/tr>\n
CIU.PR.C<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 10.92
\nEvaluated at bid price : 10.92
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
BNS.PR.P<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
MFC.PR.J<\/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 : 18.27
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
BMO.PR.R<\/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 : 22.01
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.05
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.96
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.33
\nBid-YTW : 7.21 %<\/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.L<\/td>\nDeemed-Retractible<\/td>\n160,460<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-05-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n116,840<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n76,644<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n56,930<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n55,806<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.63
\nEvaluated at bid price : 19.63
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset<\/td>\n36,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
There were 29 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
BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 19.45 – 21.40
\nSpot Rate : 1.9500
\nAverage : 1.1782<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

TRP.PR.I<\/td>\nFloatingReset<\/td>\nQuote: 10.30 – 11.75
\nSpot Rate : 1.4500
\nAverage : 1.1511<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 10.30
\nEvaluated at bid price : 10.30
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset<\/td>\nQuote: 18.30 – 18.98
\nSpot Rate : 0.6800
\nAverage : 0.4581<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TD.PR.Z<\/td>\nFloatingReset<\/td>\nQuote: 21.28 – 22.14
\nSpot Rate : 0.8600
\nAverage : 0.7043<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.28
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 17.25 – 17.68
\nSpot Rate : 0.4300
\nAverage : 0.2900<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.25
\nBid-YTW : 8.40 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 18.00 – 18.70
\nSpot Rate : 0.7000
\nAverage : 0.5652<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-03-31
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Yet another bare-bones effort! 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-32861","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32861","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=32861"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32861\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32861"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32861"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32861"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}