{"id":33178,"date":"2016-06-07T22:58:47","date_gmt":"2016-06-08T03:58:47","guid":{"rendered":"http:\/\/prefblog.com\/?p=33178"},"modified":"2016-06-07T22:58:47","modified_gmt":"2016-06-08T03:58:47","slug":"june-7-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33178","title":{"rendered":"June 7, 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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4771 %<\/td>\n1,675.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4771 %<\/td>\n3,061.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.53 %<\/td>\n4.60 %<\/td>\n68,276<\/td>\n16.13<\/td>\n3<\/td>\n-0.4771 %<\/td>\n1,764.1<\/td>\n<\/tr>\n
OpRet<\/td>\n4.87 %<\/td>\n-0.45 %<\/td>\n44,728<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,829.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.89 %<\/td>\n4.88 %<\/td>\n87,932<\/td>\n4.69<\/td>\n7<\/td>\n0.0458 %<\/td>\n3,331.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0458 %<\/td>\n2,599.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n1.36 %<\/td>\n78,469<\/td>\n0.09<\/td>\n9<\/td>\n0.0696 %<\/td>\n2,620.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.40 %<\/td>\n106,985<\/td>\n14.67<\/td>\n28<\/td>\n0.1365 %<\/td>\n2,725.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.08 %<\/td>\n4.56 %<\/td>\n162,755<\/td>\n14.58<\/td>\n87<\/td>\n0.1826 %<\/td>\n2,008.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.12 %<\/td>\n5.33 %<\/td>\n131,440<\/td>\n4.96<\/td>\n33<\/td>\n0.0883 %<\/td>\n2,703.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.10 %<\/td>\n5.06 %<\/td>\n25,950<\/td>\n5.23<\/td>\n17<\/td>\n0.1496 %<\/td>\n2,115.8<\/td>\n<\/tr>\n<\/table>\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
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 11.76
\nEvaluated at bid price : 11.76
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 15.28
\nEvaluated at bid price : 15.28
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.70
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.89
\nBid-YTW : 9.81 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 5.34 %<\/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>\n163,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.73
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n93,643<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n85,475<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n76,878<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nDeemed-Retractible<\/td>\n58,046<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-07-07
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 0.56 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n44,078<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
There were 24 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
TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.15 – 16.20
\nSpot Rate : 1.0500
\nAverage : 0.6223<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-07
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

BNS.PR.B<\/td>\nFloatingReset<\/td>\nQuote: 21.48 – 21.99
\nSpot Rate : 0.5100
\nAverage : 0.3222<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.48
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.54 – 25.95
\nSpot Rate : 0.4100
\nAverage : 0.2500<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 20.10 – 20.62
\nSpot Rate : 0.5200
\nAverage : 0.3724<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 21.05 – 21.43
\nSpot Rate : 0.3800
\nAverage : 0.2556<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.50 – 25.86
\nSpot Rate : 0.3600
\nAverage : 0.2544<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.73 %<\/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 0.00 % 0.00 …<\/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-33178","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33178","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=33178"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33178\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33178"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33178"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33178"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}