{"id":33019,"date":"2016-05-07T02:07:42","date_gmt":"2016-05-07T07:07:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=33019"},"modified":"2016-05-07T02:07:42","modified_gmt":"2016-05-07T07:07:42","slug":"may-6-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33019","title":{"rendered":"May 6, 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>\n11,675<\/td>\n17.11<\/td>\n1<\/td>\n0.0000 %<\/td>\n1,694.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.71 %<\/td>\n5.82 %<\/td>\n20,026<\/td>\n16.72<\/td>\n1<\/td>\n-1.7361 %<\/td>\n3,010.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.54 %<\/td>\n4.75 %<\/td>\n45,452<\/td>\n15.93<\/td>\n4<\/td>\n0.0720 %<\/td>\n1,711.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0336 %<\/td>\n2,818.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.92 %<\/td>\n5.40 %<\/td>\n84,514<\/td>\n3.98<\/td>\n7<\/td>\n0.0336 %<\/td>\n3,298.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0336 %<\/td>\n2,573.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.76 %<\/td>\n-12.90 %<\/td>\n75,082<\/td>\n0.09<\/td>\n6<\/td>\n-0.0328 %<\/td>\n2,600.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.56 %<\/td>\n99,922<\/td>\n14.56<\/td>\n33<\/td>\n0.1335 %<\/td>\n2,663.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.13 %<\/td>\n4.74 %<\/td>\n162,733<\/td>\n7.42<\/td>\n88<\/td>\n-0.0754 %<\/td>\n1,990.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n5.59 %<\/td>\n128,201<\/td>\n4.93<\/td>\n33<\/td>\n-0.0788 %<\/td>\n2,659.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.17 %<\/td>\n4.98 %<\/td>\n22,425<\/td>\n5.32<\/td>\n17<\/td>\n0.6291 %<\/td>\n2,087.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CIU.PR.C<\/td>\nFixedReset<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 15.28
\nEvaluated at bid price : 15.28
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n-1.39 %<\/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 : 7.14 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.43
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BMO.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 23.56
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BNS.PR.A<\/td>\nFloatingReset<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.73
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 9.49 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 12.05
\nEvaluated at bid price : 12.05
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
GWO.PR.O<\/td>\nFloatingReset<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.80
\nBid-YTW : 10.56 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n7.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 12.30
\nEvaluated at bid price : 12.30
\nBid-YTW : 4.36 %<\/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
HSE.PR.A<\/td>\nFixedReset<\/td>\n108,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 11.18
\nEvaluated at bid price : 11.18
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n65,750<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n65,230<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n62,736<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
GRP.PR.A<\/td>\nSplitShare<\/td>\n49,135<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2023-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.76
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n34,007<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
There were 30 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.PR.E<\/td>\nRatchet<\/td>\nQuote: 14.51 – 16.17
\nSpot Rate : 1.6600
\nAverage : 1.0945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.51
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n

TD.PR.S<\/td>\nFixedReset<\/td>\nQuote: 22.41 – 23.40
\nSpot Rate : 0.9900
\nAverage : 0.6364<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.41
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

TD.PF.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.63 – 24.37
\nSpot Rate : 0.7400
\nAverage : 0.4961<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.63
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 14.51 – 14.95
\nSpot Rate : 0.4400
\nAverage : 0.3274<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-06
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 19.80 – 20.35
\nSpot Rate : 0.5500
\nAverage : 0.4454<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.70 – 22.10
\nSpot Rate : 0.4000
\nAverage : 0.2995<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.73 %<\/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-33019","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33019","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=33019"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33019\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33019"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33019"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33019"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}