{"id":33032,"date":"2016-05-10T22:31:20","date_gmt":"2016-05-11T03:31:20","guid":{"rendered":"http:\/\/prefblog.com\/?p=33032"},"modified":"2016-05-10T22:31:20","modified_gmt":"2016-05-11T03:31:20","slug":"may-10-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33032","title":{"rendered":"May 10, 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>\n4.74 %<\/td>\n5.76 %<\/td>\n11,956<\/td>\n16.96<\/td>\n1<\/td>\n-1.9270 %<\/td>\n1,664.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.79 %<\/td>\n5.89 %<\/td>\n20,076<\/td>\n16.63<\/td>\n1<\/td>\n-0.7092 %<\/td>\n2,978.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.55 %<\/td>\n4.77 %<\/td>\n46,188<\/td>\n15.88<\/td>\n4<\/td>\n0.4108 %<\/td>\n1,707.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1165 %<\/td>\n2,819.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.92 %<\/td>\n5.36 %<\/td>\n85,121<\/td>\n3.97<\/td>\n7<\/td>\n-0.1165 %<\/td>\n3,299.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1165 %<\/td>\n2,574.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n-11.28 %<\/td>\n75,657<\/td>\n0.08<\/td>\n6<\/td>\n-0.0394 %<\/td>\n2,596.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.50 %<\/td>\n5.56 %<\/td>\n99,789<\/td>\n14.55<\/td>\n33<\/td>\n0.1083 %<\/td>\n2,666.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.17 %<\/td>\n4.68 %<\/td>\n162,259<\/td>\n14.03<\/td>\n88<\/td>\n-0.4002 %<\/td>\n1,977.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.69 %<\/td>\n126,945<\/td>\n6.78<\/td>\n33<\/td>\n0.1247 %<\/td>\n2,662.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.10 %<\/td>\n4.86 %<\/td>\n22,222<\/td>\n5.31<\/td>\n17<\/td>\n0.5044 %<\/td>\n2,089.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n-2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.48
\nEvaluated at bid price : 18.48
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 12.37
\nEvaluated at bid price : 12.37
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.65
\nBid-YTW : 10.12 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 17.24
\nEvaluated at bid price : 17.24
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.59
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BNS.PR.R<\/td>\nFixedReset<\/td>\n-1.46 %<\/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 : 4.80 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 11.07
\nEvaluated at bid price : 11.07
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.55
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 4.52 %<\/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
BNS.PR.N<\/td>\nDeemed-Retractible<\/td>\n100,995<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n98,085<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n51,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.31
\nBid-YTW : 9.56 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n51,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 17.24
\nEvaluated at bid price : 17.24
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TD.PR.Y<\/td>\nFixedReset<\/td>\n51,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.05
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n50,630<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
There were 26 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: 14.25 – 16.20
\nSpot Rate : 1.9500
\nAverage : 1.3562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 21.28 – 22.50
\nSpot Rate : 1.2200
\nAverage : 0.7429<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.28
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 18.88 – 19.87
\nSpot Rate : 0.9900
\nAverage : 0.5993<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 18.55 – 19.50
\nSpot Rate : 0.9500
\nAverage : 0.6126<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 20.01 – 20.65
\nSpot Rate : 0.6400
\nAverage : 0.4596<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset<\/td>\nQuote: 18.48 – 19.05
\nSpot Rate : 0.5700
\nAverage : 0.3912<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-10
\nMaturity Price : 18.48
\nEvaluated at bid price : 18.48
\nBid-YTW : 4.61 %<\/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 4.74 % 5.76 …<\/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-33032","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33032","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=33032"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33032\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33032"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33032"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33032"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}