{"id":33005,"date":"2016-05-03T22:38:30","date_gmt":"2016-05-04T03:38:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=33005"},"modified":"2016-05-03T22:38:30","modified_gmt":"2016-05-04T03:38:30","slug":"may-2-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33005","title":{"rendered":"May 2, 2016"},"content":{"rendered":"

Well – it’s a day late and it’s just the bare bones. But it’s here:<\/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>\n4.69 %<\/td>\n5.69 %<\/td>\n11,733<\/td>\n17.06<\/td>\n1<\/td>\n1.3371 %<\/td>\n1,682.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.42 %<\/td>\n5.55 %<\/td>\n19,670<\/td>\n17.06<\/td>\n1<\/td>\n0.6803 %<\/td>\n3,148.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.50 %<\/td>\n4.69 %<\/td>\n49,083<\/td>\n16.04<\/td>\n4<\/td>\n0.6467 %<\/td>\n1,726.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0337 %<\/td>\n2,812.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.88 %<\/td>\n65,927<\/td>\n2.51<\/td>\n6<\/td>\n-0.0337 %<\/td>\n3,290.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0337 %<\/td>\n2,567.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n-9.56 %<\/td>\n79,867<\/td>\n0.09<\/td>\n6<\/td>\n-0.0460 %<\/td>\n2,594.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.56 %<\/td>\n98,741<\/td>\n14.54<\/td>\n33<\/td>\n0.3431 %<\/td>\n2,658.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.12 %<\/td>\n4.74 %<\/td>\n166,799<\/td>\n14.19<\/td>\n88<\/td>\n-0.0838 %<\/td>\n1,995.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.58 %<\/td>\n125,658<\/td>\n5.06<\/td>\n33<\/td>\n-0.0751 %<\/td>\n2,654.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.17 %<\/td>\n4.93 %<\/td>\n24,390<\/td>\n5.33<\/td>\n17<\/td>\n0.0493 %<\/td>\n2,084.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 10.96
\nEvaluated at bid price : 10.96
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BNS.PR.P<\/td>\nFixedReset<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
TD.PR.Y<\/td>\nFixedReset<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.84
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.01
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
TD.PR.Z<\/td>\nFloatingReset<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.36
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/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 : 12.87
\nBid-YTW : 10.64 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/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 : 21.08
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.56
\nBid-YTW : 9.43 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.64
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 10.16
\nEvaluated at bid price : 10.16
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 18.29
\nEvaluated at bid price : 18.29
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.78
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 4.16 %<\/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
TRP.PR.J<\/td>\nFixedReset<\/td>\n255,825<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n112,854<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n86,174<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 18.96
\nEvaluated at bid price : 18.96
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n41,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n32,689<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n29,540<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
There were 10 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
IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 20.00 – 20.75
\nSpot Rate : 0.7500
\nAverage : 0.5231<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 13.95 – 14.48
\nSpot Rate : 0.5300
\nAverage : 0.3524<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset<\/td>\nQuote: 19.23 – 19.72
\nSpot Rate : 0.4900
\nAverage : 0.3253<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-02
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 23.01 – 23.50
\nSpot Rate : 0.4900
\nAverage : 0.3334<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.01
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n

BNS.PR.B<\/td>\nFloatingReset<\/td>\nQuote: 21.12 – 21.73
\nSpot Rate : 0.6100
\nAverage : 0.4545<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

BNS.PR.P<\/td>\nFixedReset<\/td>\nQuote: 23.25 – 23.88
\nSpot Rate : 0.6300
\nAverage : 0.4745<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Well – it’s a day late and it’s just the bare bones. But it’s here: HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index …<\/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-33005","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33005","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=33005"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33005\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33005"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33005"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33005"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}