{"id":32882,"date":"2016-04-05T22:47:07","date_gmt":"2016-04-06T03:47:07","guid":{"rendered":"http:\/\/prefblog.com\/?p=32882"},"modified":"2016-04-05T22:47:07","modified_gmt":"2016-04-06T03:47:07","slug":"april-5-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32882","title":{"rendered":"April 5, 2016"},"content":{"rendered":"

Just bare bones again, I’m afraid!<\/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>\n5.05 %<\/td>\n6.13 %<\/td>\n10,731<\/td>\n16.52<\/td>\n1<\/td>\n-0.8876 %<\/td>\n1,559.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.79 %<\/td>\n5.97 %<\/td>\n22,151<\/td>\n16.33<\/td>\n1<\/td>\n-0.0714 %<\/td>\n2,929.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.60 %<\/td>\n4.76 %<\/td>\n60,824<\/td>\n15.97<\/td>\n4<\/td>\n-0.8450 %<\/td>\n1,682.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,803.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n5.28 %<\/td>\n90,368<\/td>\n1.60<\/td>\n6<\/td>\n0.0000 %<\/td>\n3,280.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,559.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n-2.44 %<\/td>\n86,435<\/td>\n0.08<\/td>\n6<\/td>\n-0.0263 %<\/td>\n2,568.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.56 %<\/td>\n5.61 %<\/td>\n96,991<\/td>\n14.42<\/td>\n33<\/td>\n-0.0627 %<\/td>\n2,615.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.25 %<\/td>\n4.66 %<\/td>\n183,586<\/td>\n13.81<\/td>\n87<\/td>\n-0.0299 %<\/td>\n1,934.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.20 %<\/td>\n5.29 %<\/td>\n123,752<\/td>\n5.11<\/td>\n34<\/td>\n-0.1492 %<\/td>\n2,624.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.13 %<\/td>\n5.00 %<\/td>\n36,295<\/td>\n5.39<\/td>\n17<\/td>\n-0.0905 %<\/td>\n2,019.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
HSE.PR.B<\/td>\nFloatingReset<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 11.10
\nEvaluated at bid price : 11.10
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.17
\nBid-YTW : 10.49 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 11.47
\nEvaluated at bid price : 11.47
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 9.93
\nEvaluated at bid price : 9.93
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.42
\nBid-YTW : 10.30 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.52
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
RY.PR.K<\/td>\nFloatingReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.05
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 9.90
\nEvaluated at bid price : 9.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.78
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 12.32
\nEvaluated at bid price : 12.32
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.40
\nBid-YTW : 8.16 %<\/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
TD.PF.G<\/td>\nFixedReset<\/td>\n218,289<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.33
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n214,613<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n52,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 18.54
\nEvaluated at bid price : 18.54
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n36,355<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.33
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n30,664<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n24,327<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
There were 22 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: 11.50 – 15.00
\nSpot Rate : 3.5000
\nAverage : 2.2937<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

GWO.PR.O<\/td>\nFloatingReset<\/td>\nQuote: 12.02 – 13.50
\nSpot Rate : 1.4800
\nAverage : 1.0756<\/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 : 11.16 %<\/td>\n<\/tr>\n

BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 13.40 – 14.40
\nSpot Rate : 1.0000
\nAverage : 0.7945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.40
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

BNS.PR.A<\/td>\nFloatingReset<\/td>\nQuote: 22.82 – 23.44
\nSpot Rate : 0.6200
\nAverage : 0.4438<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.82
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 19.84 – 20.40
\nSpot Rate : 0.5600
\nAverage : 0.3848<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-05
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n

RY.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 22.00 – 22.85
\nSpot Rate : 0.8500
\nAverage : 0.6999<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Just bare bones again, I’m afraid! 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. …<\/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-32882","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32882","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=32882"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32882\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32882"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32882"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32882"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}