{"id":32970,"date":"2016-04-26T00:19:55","date_gmt":"2016-04-26T05:19:55","guid":{"rendered":"http:\/\/prefblog.com\/?p=32970"},"modified":"2016-04-26T00:19:55","modified_gmt":"2016-04-26T05:19:55","slug":"april-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=32970","title":{"rendered":"April 25, 2016"},"content":{"rendered":"

Bare bones!<\/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>\n4.63 %<\/td>\n5.63 %<\/td>\n10,968<\/td>\n17.09<\/td>\n1<\/td>\n0.6203 %<\/td>\n1,698.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.48 %<\/td>\n5.60 %<\/td>\n21,395<\/td>\n17.02<\/td>\n1<\/td>\n-0.2041 %<\/td>\n3,120.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.49 %<\/td>\n4.68 %<\/td>\n51,862<\/td>\n16.08<\/td>\n4<\/td>\n-0.8004 %<\/td>\n1,731.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0944 %<\/td>\n2,814.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n5.09 %<\/td>\n76,233<\/td>\n2.52<\/td>\n6<\/td>\n0.0944 %<\/td>\n3,293.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0944 %<\/td>\n2,569.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.78 %<\/td>\n-9.51 %<\/td>\n86,573<\/td>\n0.08<\/td>\n6<\/td>\n-0.0854 %<\/td>\n2,590.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.57 %<\/td>\n5.60 %<\/td>\n95,849<\/td>\n14.46<\/td>\n33<\/td>\n-0.2146 %<\/td>\n2,625.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.13 %<\/td>\n4.79 %<\/td>\n180,088<\/td>\n13.83<\/td>\n88<\/td>\n0.2540 %<\/td>\n1,989.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.71 %<\/td>\n127,249<\/td>\n6.82<\/td>\n34<\/td>\n-0.0124 %<\/td>\n2,641.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.18 %<\/td>\n4.87 %<\/td>\n28,752<\/td>\n5.35<\/td>\n17<\/td>\n0.5037 %<\/td>\n2,076.5<\/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\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
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 10.19
\nEvaluated at bid price : 10.19
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BNS.PR.R<\/td>\nFixedReset<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.17
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.26
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
W.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 18.13
\nEvaluated at bid price : 18.13
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.75
\nBid-YTW : 10.35 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.00
\nBid-YTW : 4.56 %<\/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 : 20.51
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BNS.PR.P<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.05
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.09
\nEvaluated at bid price : 19.09
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.45
\nBid-YTW : 10.41 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 10.06 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 12.32
\nEvaluated at bid price : 12.32
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
MFC.PR.J<\/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 : 19.98
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BNS.PR.F<\/td>\nFloatingReset<\/td>\n5.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.51
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n7.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 4.97 %<\/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>\n116,455<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n64,052<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n55,844<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n50,811<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.94
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n47,768<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n26,320<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
There were 16 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.G<\/td>\nFixedReset<\/td>\nQuote: 19.81 – 20.89
\nSpot Rate : 1.0800
\nAverage : 0.6812<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.25 – 19.95
\nSpot Rate : 0.7000
\nAverage : 0.4921<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 23.02 – 23.71
\nSpot Rate : 0.6900
\nAverage : 0.4987<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n

BNS.PR.A<\/td>\nFloatingReset<\/td>\nQuote: 22.70 – 23.24
\nSpot Rate : 0.5400
\nAverage : 0.3717<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.51 – 20.91
\nSpot Rate : 0.4000
\nAverage : 0.2554<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.60 – 23.14
\nSpot Rate : 0.5400
\nAverage : 0.4039<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-04-25
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Bare bones! 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 4.63 …<\/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-32970","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32970","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=32970"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/32970\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=32970"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=32970"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=32970"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}