{"id":33016,"date":"2016-05-07T00:15:45","date_gmt":"2016-05-07T05:15:45","guid":{"rendered":"http:\/\/prefblog.com\/?p=33016"},"modified":"2016-05-07T00:15:45","modified_gmt":"2016-05-07T05:15:45","slug":"may-5-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33016","title":{"rendered":"May 5, 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>\n4.66 %<\/td>\n5.65 %<\/td>\n11,839<\/td>\n17.11<\/td>\n1<\/td>\n-0.0689 %<\/td>\n1,694.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.60 %<\/td>\n5.71 %<\/td>\n20,308<\/td>\n16.85<\/td>\n1<\/td>\n-0.6897 %<\/td>\n3,063.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.54 %<\/td>\n4.75 %<\/td>\n47,057<\/td>\n15.94<\/td>\n4<\/td>\n-0.5018 %<\/td>\n1,710.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2215 %<\/td>\n2,817.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.90 %<\/td>\n65,216<\/td>\n2.50<\/td>\n6<\/td>\n-0.2215 %<\/td>\n3,297.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2215 %<\/td>\n2,572.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.76 %<\/td>\n-11.73 %<\/td>\n75,539<\/td>\n0.09<\/td>\n6<\/td>\n0.2496 %<\/td>\n2,600.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.51 %<\/td>\n5.56 %<\/td>\n101,326<\/td>\n14.55<\/td>\n33<\/td>\n0.1189 %<\/td>\n2,660.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.13 %<\/td>\n4.78 %<\/td>\n164,320<\/td>\n14.19<\/td>\n88<\/td>\n-0.0599 %<\/td>\n1,992.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.61 %<\/td>\n124,654<\/td>\n4.93<\/td>\n33<\/td>\n0.0980 %<\/td>\n2,661.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.19 %<\/td>\n4.98 %<\/td>\n23,102<\/td>\n5.32<\/td>\n17<\/td>\n-0.4783 %<\/td>\n2,074.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-9.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
HSE.PR.B<\/td>\nFloatingReset<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 10.25
\nEvaluated at bid price : 10.25
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.09
\nEvaluated at bid price : 11.09
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 9.94
\nEvaluated at bid price : 9.94
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 13.76
\nEvaluated at bid price : 13.76
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 10.06
\nEvaluated at bid price : 10.06
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BNS.PR.A<\/td>\nFloatingReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.57
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.28
\nBid-YTW : 9.69 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.41 %<\/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 : 23.10
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
HSB.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TD.PR.Z<\/td>\nFloatingReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.38
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 19.36
\nEvaluated at bid price : 19.36
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.92
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.64
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.70
\nEvaluated at bid price : 11.70
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.44
\nBid-YTW : 9.55 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.82
\nBid-YTW : 10.71 %<\/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>\n359,035<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n125,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.09
\nEvaluated at bid price : 11.09
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n67,668<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n57,632<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.01
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n35,234<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n32,935<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
There were 23 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: 11.40 – 12.80
\nSpot Rate : 1.4000
\nAverage : 0.9994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.40
\nEvaluated at bid price : 11.40
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

GWO.PR.O<\/td>\nFloatingReset<\/td>\nQuote: 12.40 – 13.50
\nSpot Rate : 1.1000
\nAverage : 0.7943<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.40
\nBid-YTW : 10.99 %<\/td>\n<\/tr>\n

BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 14.51 – 15.25
\nSpot Rate : 0.7400
\nAverage : 0.4746<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.51
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset<\/td>\nQuote: 19.12 – 19.95
\nSpot Rate : 0.8300
\nAverage : 0.5710<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.28 – 14.89
\nSpot Rate : 0.6100
\nAverage : 0.3686<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.28
\nBid-YTW : 9.69 %<\/td>\n<\/tr>\n

TRP.PR.I<\/td>\nFloatingReset<\/td>\nQuote: 11.75 – 13.00
\nSpot Rate : 1.2500
\nAverage : 1.1338<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-05
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 4.43 %<\/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 4.66 % 5.65 …<\/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-33016","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33016","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=33016"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33016\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33016"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33016"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33016"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}