{"id":33123,"date":"2016-05-30T21:39:48","date_gmt":"2016-05-31T02:39:48","guid":{"rendered":"http:\/\/prefblog.com\/?p=33123"},"modified":"2016-05-30T21:39:48","modified_gmt":"2016-05-31T02:39:48","slug":"may-30-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33123","title":{"rendered":"May 30, 2016"},"content":{"rendered":"

Treasury markets, such as they were, were weak today<\/a>:<\/p>\n

Ten-year Treasury futures contracts for September delivery slid 14\/32, or $4.38 per $1,000 face amount, to 129 9\/32 as of 11:07 a.m. in New York, based on electronic trading at the Chicago Board of Trade. It was the biggest decline since May 18.
…<\/b>
The odds of a rate increase in June implied by federal funds futures climbed to 34 percent from 30 percent on May 27. They rise to 80 percent by year-end, up from 74 percent three days previously<\/p><\/blockquote>\n\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>\n5.75 %<\/td>\n10,670<\/td>\n17.00<\/td>\n1<\/td>\n-2.0619 %<\/td>\n1,670.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n6.62 %<\/td>\n5.75 %<\/td>\n17,193<\/td>\n16.75<\/td>\n1<\/td>\n-1.7123 %<\/td>\n3,052.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.31 %<\/td>\n4.43 %<\/td>\n42,538<\/td>\n16.47<\/td>\n4<\/td>\n0.6423 %<\/td>\n1,802.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0809 %<\/td>\n2,835.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n5.17 %<\/td>\n80,249<\/td>\n3.92<\/td>\n7<\/td>\n0.0809 %<\/td>\n3,317.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0809 %<\/td>\n2,588.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.74 %<\/td>\n-14.66 %<\/td>\n85,844<\/td>\n0.09<\/td>\n6<\/td>\n0.0458 %<\/td>\n2,608.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.46 %<\/td>\n105,283<\/td>\n14.57<\/td>\n33<\/td>\n0.2753 %<\/td>\n2,704.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.13 %<\/td>\n4.65 %<\/td>\n164,119<\/td>\n7.41<\/td>\n88<\/td>\n0.3287 %<\/td>\n1,996.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.10 %<\/td>\n5.43 %<\/td>\n131,832<\/td>\n4.86<\/td>\n33<\/td>\n0.2356 %<\/td>\n2,697.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.16 %<\/td>\n5.00 %<\/td>\n25,401<\/td>\n5.25<\/td>\n17<\/td>\n-0.1061 %<\/td>\n2,105.9<\/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
BAM.PR.E<\/td>\nRatchet<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BAM.PR.G<\/td>\nFixedFloater<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.35
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.49
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.66
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.86
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 10.60
\nEvaluated at bid price : 10.60
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
MFC.PR.N<\/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 : 19.75
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 12.38
\nEvaluated at bid price : 12.38
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.62 %<\/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.D<\/td>\nFixedReset<\/td>\n230,297<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n125,286<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n105,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 22.70
\nEvaluated at bid price : 22.94
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n48,720<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n31,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-06-29
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.60
\nBid-YTW : -10.43 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n30,706<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-06-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : -4.15 %<\/td>\n<\/tr>\n
There were 12 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
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.39 – 26.50
\nSpot Rate : 1.1100
\nAverage : 0.6385<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 14.25 – 15.14
\nSpot Rate : 0.8900
\nAverage : 0.6597<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.30 – 14.80
\nSpot Rate : 0.5000
\nAverage : 0.3335<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.30
\nBid-YTW : 9.62 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset<\/td>\nQuote: 18.51 – 18.98
\nSpot Rate : 0.4700
\nAverage : 0.3117<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-05-30
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

GWO.PR.O<\/td>\nFloatingReset<\/td>\nQuote: 13.00 – 13.95
\nSpot Rate : 0.9500
\nAverage : 0.8241<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 10.46 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 14.06 – 14.50
\nSpot Rate : 0.4400
\nAverage : 0.3246<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.06
\nBid-YTW : 9.85 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Treasury markets, such as they were, were weak today: Ten-year Treasury futures contracts for September delivery slid 14\/32, or $4.38 per $1,000 face amount, to 129 9\/32 as of 11:07 a.m. in New York, based …<\/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-33123","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33123","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=33123"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33123\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33123"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33123"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33123"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}