{"id":33284,"date":"2016-06-30T09:14:16","date_gmt":"2016-06-30T14:14:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=33284"},"modified":"2016-06-30T09:14:16","modified_gmt":"2016-06-30T14:14:16","slug":"june-29-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33284","title":{"rendered":"June 29, 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>\n0.3307 %<\/td>\n1,645.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3307 %<\/td>\n3,006.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.67 %<\/td>\n4.67 %<\/td>\n64,688<\/td>\n16.10<\/td>\n3<\/td>\n0.3307 %<\/td>\n1,732.4<\/td>\n<\/tr>\n
OpRet<\/td>\n4.86 %<\/td>\n-0.26 %<\/td>\n41,221<\/td>\n0.08<\/td>\n1<\/td>\n0.0794 %<\/td>\n2,836.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n5.00 %<\/td>\n82,771<\/td>\n4.63<\/td>\n7<\/td>\n-0.0286 %<\/td>\n3,342.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0286 %<\/td>\n2,607.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.59 %<\/td>\n-13.67 %<\/td>\n77,772<\/td>\n0.09<\/td>\n9<\/td>\n0.2431 %<\/td>\n2,647.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.33 %<\/td>\n5.35 %<\/td>\n106,184<\/td>\n14.87<\/td>\n28<\/td>\n0.8289 %<\/td>\n2,764.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.18 %<\/td>\n4.59 %<\/td>\n158,615<\/td>\n7.34<\/td>\n88<\/td>\n0.6345 %<\/td>\n1,967.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.10 %<\/td>\n5.17 %<\/td>\n124,989<\/td>\n4.90<\/td>\n33<\/td>\n0.6877 %<\/td>\n2,714.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.12 %<\/td>\n5.14 %<\/td>\n31,477<\/td>\n5.18<\/td>\n18<\/td>\n0.3869 %<\/td>\n2,093.9<\/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\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
TD.PR.Y<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.17
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BNS.PR.F<\/td>\nFloatingReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.14
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.01
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.38
\nEvaluated at bid price : 18.38
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/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 : 24.34
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.39
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.67
\nBid-YTW : 10.19 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 15.01
\nEvaluated at bid price : 15.01
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.92
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.38
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.52
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.13
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
GWO.PR.P<\/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 : 25.17
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.77
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.69
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.28
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.65
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.24
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.82
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.87
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 24.53
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.46
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 17.53
\nEvaluated at bid price : 17.53
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
HSE.PR.B<\/td>\nFloatingReset<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 10.35
\nEvaluated at bid price : 10.35
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.89
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 23.70
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.18
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 11.53
\nEvaluated at bid price : 11.53
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.38
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 12.03
\nEvaluated at bid price : 12.03
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 4.19 %<\/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.M<\/td>\nDeemed-Retractible<\/td>\n115,095<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 2.55 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n105,172<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n102,569<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
BNS.PR.N<\/td>\nDeemed-Retractible<\/td>\n100,875<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-07-29
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.72
\nBid-YTW : -7.01 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n80,036<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
FTS.PR.E<\/td>\nOpRet<\/td>\n62,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-07-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : -0.26 %<\/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.F<\/td>\nFloatingReset<\/td>\nQuote: 18.14 – 18.99
\nSpot Rate : 0.8500
\nAverage : 0.5792<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.14
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 18.45 – 19.22
\nSpot Rate : 0.7700
\nAverage : 0.5054<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n

GWO.PR.O<\/td>\nFloatingReset<\/td>\nQuote: 12.55 – 13.57
\nSpot Rate : 1.0200
\nAverage : 0.8729<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.55
\nBid-YTW : 10.83 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 11.18 – 11.59
\nSpot Rate : 0.4100
\nAverage : 0.2689<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-06-29
\nMaturity Price : 11.18
\nEvaluated at bid price : 11.18
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.20 – 14.60
\nSpot Rate : 0.4000
\nAverage : 0.2657<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.20
\nBid-YTW : 9.69 %<\/td>\n<\/tr>\n

ALB.PR.C<\/td>\nSplitShare<\/td>\nQuote: 26.15 – 26.94
\nSpot Rate : 0.7900
\nAverage : 0.6641<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-02-28
\nMaturity Price : 25.67
\nEvaluated at bid price : 26.15
\nBid-YTW : 2.47 %<\/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-33284","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33284","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=33284"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33284\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33284"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33284"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33284"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}