{"id":33068,"date":"2016-05-20T01:27:42","date_gmt":"2016-05-20T06:27:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=33068"},"modified":"2016-05-20T01:27:42","modified_gmt":"2016-05-20T06:27:42","slug":"may-19-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33068","title":{"rendered":"May 19, 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>\n4.69 %<\/td>\n5.70 %<\/td>\n12,032<\/td>\n17.02<\/td>\n1<\/td>\n-0.4838 %<\/td>\n1,682.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.55 %<\/td>\n5.68 %<\/td>\n19,121<\/td>\n16.86<\/td>\n1<\/td>\n1.0453 %<\/td>\n3,084.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.53 %<\/td>\n4.75 %<\/td>\n44,776<\/td>\n15.90<\/td>\n4<\/td>\n0.2163 %<\/td>\n1,713.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0348 %<\/td>\n2,825.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.95 %<\/td>\n5.09 %<\/td>\n83,077<\/td>\n3.95<\/td>\n7<\/td>\n-0.0348 %<\/td>\n3,305.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0348 %<\/td>\n2,579.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.76 %<\/td>\n-11.01 %<\/td>\n78,310<\/td>\n0.09<\/td>\n6<\/td>\n0.0000 %<\/td>\n2,598.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.48 %<\/td>\n5.57 %<\/td>\n103,339<\/td>\n14.52<\/td>\n33<\/td>\n-0.0145 %<\/td>\n2,675.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.22 %<\/td>\n4.63 %<\/td>\n164,900<\/td>\n13.82<\/td>\n88<\/td>\n-0.1938 %<\/td>\n1,957.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.53 %<\/td>\n131,576<\/td>\n5.01<\/td>\n33<\/td>\n0.4175 %<\/td>\n2,677.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.15 %<\/td>\n5.01 %<\/td>\n25,656<\/td>\n5.28<\/td>\n17<\/td>\n0.3984 %<\/td>\n2,088.9<\/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
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-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 12.51
\nEvaluated at bid price : 12.51
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.46
\nBid-YTW : 9.50 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 17.79
\nEvaluated at bid price : 17.79
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.12
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 15.05
\nEvaluated at bid price : 15.05
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.05
\nBid-YTW : 10.50 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 11.51
\nEvaluated at bid price : 11.51
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n7.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 4.49 %<\/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.O<\/td>\nDeemed-Retractible<\/td>\n115,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-06-18
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.43
\nBid-YTW : 0.37 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n49,242<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n45,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n35,243<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-06-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 1.11 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n34,440<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n30,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
There were 36 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
BNS.PR.P<\/td>\nFixedReset<\/td>\nQuote: 23.85 – 24.49
\nSpot Rate : 0.6400
\nAverage : 0.3617<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 18.00 – 18.49
\nSpot Rate : 0.4900
\nAverage : 0.3211<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 12.51 – 13.39
\nSpot Rate : 0.8800
\nAverage : 0.7541<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-19
\nMaturity Price : 12.51
\nEvaluated at bid price : 12.51
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

BNS.PR.R<\/td>\nFixedReset<\/td>\nQuote: 22.76 – 23.35
\nSpot Rate : 0.5900
\nAverage : 0.4850<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.76
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

BNS.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 18.51 – 18.74
\nSpot Rate : 0.2300
\nAverage : 0.1434<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.51
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.58 – 17.89
\nSpot Rate : 0.3100
\nAverage : 0.2240<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.58
\nBid-YTW : 8.36 %<\/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 4.69 % 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-33068","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33068","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=33068"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33068\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33068"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33068"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33068"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}