{"id":33056,"date":"2016-05-18T00:27:57","date_gmt":"2016-05-18T05:27:57","guid":{"rendered":"http:\/\/prefblog.com\/?p=33056"},"modified":"2016-05-18T00:27:57","modified_gmt":"2016-05-18T05:27:57","slug":"may-17-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33056","title":{"rendered":"May 17, 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>\n4.68 %<\/td>\n5.68 %<\/td>\n11,857<\/td>\n17.05<\/td>\n1<\/td>\n-0.2761 %<\/td>\n1,687.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.62 %<\/td>\n5.74 %<\/td>\n18,761<\/td>\n16.79<\/td>\n1<\/td>\n0.0000 %<\/td>\n3,052.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.51 %<\/td>\n4.73 %<\/td>\n44,248<\/td>\n15.94<\/td>\n4<\/td>\n0.3111 %<\/td>\n1,722.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0173 %<\/td>\n2,819.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n5.24 %<\/td>\n81,579<\/td>\n2.46<\/td>\n7<\/td>\n0.0173 %<\/td>\n3,299.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0173 %<\/td>\n2,574.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.76 %<\/td>\n-10.92 %<\/td>\n75,343<\/td>\n0.08<\/td>\n6<\/td>\n0.0788 %<\/td>\n2,598.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.47 %<\/td>\n5.57 %<\/td>\n103,302<\/td>\n14.48<\/td>\n33<\/td>\n0.1130 %<\/td>\n2,680.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.21 %<\/td>\n4.65 %<\/td>\n166,708<\/td>\n7.48<\/td>\n88<\/td>\n-0.0473 %<\/td>\n1,964.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.58 %<\/td>\n130,646<\/td>\n6.76<\/td>\n33<\/td>\n0.1549 %<\/td>\n2,667.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.16 %<\/td>\n4.91 %<\/td>\n27,100<\/td>\n5.29<\/td>\n17<\/td>\n0.0916 %<\/td>\n2,085.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 16.14
\nEvaluated at bid price : 16.14
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 13.43
\nEvaluated at bid price : 13.43
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 11.44
\nEvaluated at bid price : 11.44
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 17.96
\nEvaluated at bid price : 17.96
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.44 %<\/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 : 10.16 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.86
\nBid-YTW : 10.69 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 16.54
\nEvaluated at bid price : 16.54
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.39
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n1.27 %<\/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 : 4.91 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 4.55 %<\/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>\n41,513<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n37,692<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n30,738<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n27,942<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n25,505<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n19,025<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.47
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
There were 14 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: 12.66 – 13.48
\nSpot Rate : 0.8200
\nAverage : 0.6006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 12.66
\nEvaluated at bid price : 12.66
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.20 – 19.60
\nSpot Rate : 0.4000
\nAverage : 0.2847<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.31 – 17.59
\nSpot Rate : 0.2800
\nAverage : 0.1929<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset<\/td>\nQuote: 14.85 – 15.08
\nSpot Rate : 0.2300
\nAverage : 0.1479<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 13.43 – 13.75
\nSpot Rate : 0.3200
\nAverage : 0.2400<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 13.43
\nEvaluated at bid price : 13.43
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset<\/td>\nQuote: 17.90 – 18.10
\nSpot Rate : 0.2000
\nAverage : 0.1470<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-17
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.95 %<\/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 4.68 % 5.68 …<\/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-33056","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33056","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=33056"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33056\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33056"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33056"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33056"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}