{"id":33010,"date":"2016-05-06T22:45:50","date_gmt":"2016-05-07T03:45:50","guid":{"rendered":"http:\/\/prefblog.com\/?p=33010"},"modified":"2016-05-06T22:45:50","modified_gmt":"2016-05-07T03:45:50","slug":"may-3-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33010","title":{"rendered":"May 3, 2016"},"content":{"rendered":"\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>\n4.70 %<\/td>\n5.70 %<\/td>\n11,861<\/td>\n17.05<\/td>\n1<\/td>\n-0.2083 %<\/td>\n1,678.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.44 %<\/td>\n5.57 %<\/td>\n21,286<\/td>\n17.03<\/td>\n1<\/td>\n-0.3378 %<\/td>\n3,137.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.53 %<\/td>\n4.73 %<\/td>\n48,373<\/td>\n15.98<\/td>\n4<\/td>\n-0.6426 %<\/td>\n1,715.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1257 %<\/td>\n2,815.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.94 %<\/td>\n65,341<\/td>\n1.52<\/td>\n6<\/td>\n0.1257 %<\/td>\n3,294.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1257 %<\/td>\n2,570.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n-10.74 %<\/td>\n78,637<\/td>\n0.09<\/td>\n6<\/td>\n0.0920 %<\/td>\n2,596.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.54 %<\/td>\n99,910<\/td>\n14.53<\/td>\n33<\/td>\n0.0013 %<\/td>\n2,658.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.13 %<\/td>\n4.79 %<\/td>\n167,732<\/td>\n14.27<\/td>\n88<\/td>\n-0.1299 %<\/td>\n1,992.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.59 %<\/td>\n125,774<\/td>\n5.06<\/td>\n33<\/td>\n0.1172 %<\/td>\n2,657.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.18 %<\/td>\n4.91 %<\/td>\n23,428<\/td>\n5.33<\/td>\n17<\/td>\n-0.1548 %<\/td>\n2,081.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.70
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.90
\nBid-YTW : 10.05 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-1.34 %<\/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 : 7.83 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
GWO.PR.O<\/td>\nFloatingReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.35
\nBid-YTW : 11.04 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 17.34
\nEvaluated at bid price : 17.34
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BNS.PR.A<\/td>\nFloatingReset<\/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 : 4.34 %<\/td>\n<\/tr>\n
BNS.PR.D<\/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 : 18.51
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.08
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 18.53
\nEvaluated at bid price : 18.53
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BNS.PR.F<\/td>\nFloatingReset<\/td>\n1.31 %<\/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 : 6.74 %<\/td>\n<\/tr>\n
BNS.PR.P<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.62
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 12.80
\nEvaluated at bid price : 12.80
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 11.35
\nEvaluated at bid price : 11.35
\nBid-YTW : 5.56 %<\/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>\n95,580<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n62,217<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.12
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n44,392<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n43,795<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n42,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.75
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n25,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
There were 19 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
TRP.PR.I<\/td>\nFloatingReset<\/td>\nQuote: 10.75 – 12.00
\nSpot Rate : 1.2500
\nAverage : 1.0135<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 10.75
\nEvaluated at bid price : 10.75
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.55 – 22.97
\nSpot Rate : 0.4200
\nAverage : 0.2866<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 20.52 – 21.00
\nSpot Rate : 0.4800
\nAverage : 0.3587<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

TD.PR.S<\/td>\nFixedReset<\/td>\nQuote: 22.03 – 22.50
\nSpot Rate : 0.4700
\nAverage : 0.3507<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.34 – 23.76
\nSpot Rate : 0.4200
\nAverage : 0.3075<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-03
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

BNS.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 19.30 – 19.99
\nSpot Rate : 0.6900
\nAverage : 0.5841<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

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 4.70 % 5.70 …<\/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-33010","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33010","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=33010"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33010\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33010"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33010"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33010"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}