{"id":33237,"date":"2016-06-17T23:15:07","date_gmt":"2016-06-18T04:15:07","guid":{"rendered":"http:\/\/prefblog.com\/?p=33237"},"modified":"2016-06-17T23:15:07","modified_gmt":"2016-06-18T04:15:07","slug":"june-17-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33237","title":{"rendered":"June 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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5652 %<\/td>\n1,622.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5652 %<\/td>\n2,963.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.74 %<\/td>\n4.73 %<\/td>\n61,620<\/td>\n16.01<\/td>\n3<\/td>\n-0.5652 %<\/td>\n1,707.9<\/td>\n<\/tr>\n
OpRet<\/td>\n4.87 %<\/td>\n0.69 %<\/td>\n39,353<\/td>\n0.08<\/td>\n1<\/td>\n0.0398 %<\/td>\n2,830.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.89 %<\/td>\n5.03 %<\/td>\n86,782<\/td>\n4.66<\/td>\n7<\/td>\n-0.0349 %<\/td>\n3,331.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0349 %<\/td>\n2,599.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n0.85 %<\/td>\n75,169<\/td>\n0.09<\/td>\n9<\/td>\n-0.0479 %<\/td>\n2,615.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.48 %<\/td>\n105,674<\/td>\n14.60<\/td>\n28<\/td>\n-0.0647 %<\/td>\n2,714.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.30 %<\/td>\n4.74 %<\/td>\n160,854<\/td>\n7.36<\/td>\n88<\/td>\n-0.1981 %<\/td>\n1,930.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.41 %<\/td>\n124,956<\/td>\n4.93<\/td>\n33<\/td>\n-0.1127 %<\/td>\n2,688.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.20 %<\/td>\n5.16 %<\/td>\n27,140<\/td>\n5.20<\/td>\n17<\/td>\n-0.2758 %<\/td>\n2,073.5<\/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\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.F<\/td>\nFloatingReset<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TRP.PR.I<\/td>\nFloatingReset<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 11.35
\nEvaluated at bid price : 11.35
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.21
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.76
\nBid-YTW : 10.97 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.23
\nEvaluated at bid price : 18.23
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 14.18
\nEvaluated at bid price : 14.18
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.36
\nEvaluated at bid price : 17.36
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.67
\nEvaluated at bid price : 17.67
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.06
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 11.31
\nEvaluated at bid price : 11.31
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 16.92
\nEvaluated at bid price : 16.92
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.55
\nBid-YTW : 10.19 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 9.99
\nEvaluated at bid price : 9.99
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
RY.PR.I<\/td>\nFixedReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 12.38
\nEvaluated at bid price : 12.38
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 9.85 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 12.02
\nEvaluated at bid price : 12.02
\nBid-YTW : 4.56 %<\/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
BAM.PF.H<\/td>\nFixedReset<\/td>\n159,094<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n97,596<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n89,975<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n84,532<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n68,891<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n66,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
There were 40 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
CM.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 19.22 – 19.87
\nSpot Rate : 0.6500
\nAverage : 0.4270<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n

TRP.PR.I<\/td>\nFloatingReset<\/td>\nQuote: 11.35 – 12.00
\nSpot Rate : 0.6500
\nAverage : 0.4378<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 11.35
\nEvaluated at bid price : 11.35
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

ALB.PR.C<\/td>\nSplitShare<\/td>\nQuote: 26.07 – 26.99
\nSpot Rate : 0.9200
\nAverage : 0.7279<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-02-28
\nMaturity Price : 25.67
\nEvaluated at bid price : 26.07
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset<\/td>\nQuote: 17.32 – 17.79
\nSpot Rate : 0.4700
\nAverage : 0.2842<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n

TD.PF.G<\/td>\nFixedReset<\/td>\nQuote: 26.15 – 26.56
\nSpot Rate : 0.4100
\nAverage : 0.2389<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.67 – 18.20
\nSpot Rate : 0.5300
\nAverage : 0.3640<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-17
\nMaturity Price : 17.67
\nEvaluated at bid price : 17.67
\nBid-YTW : 5.00 %<\/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-33237","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33237","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=33237"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33237\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33237"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33237"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33237"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}