{"id":33367,"date":"2016-07-16T00:49:44","date_gmt":"2016-07-16T05:49:44","guid":{"rendered":"http:\/\/prefblog.com\/?p=33367"},"modified":"2016-07-16T00:49:44","modified_gmt":"2016-07-16T05:49:44","slug":"july-14-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33367","title":{"rendered":"July 14, 2016"},"content":{"rendered":"

Better late than never!<\/p>\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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4516 %<\/td>\n1,672.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4516 %<\/td>\n3,055.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.91 %<\/td>\n4.69 %<\/td>\n90,866<\/td>\n16.09<\/td>\n4<\/td>\n0.4516 %<\/td>\n1,761.2<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n-0.44 %<\/td>\n42,817<\/td>\n0.13<\/td>\n1<\/td>\n0.0791 %<\/td>\n2,850.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.12 %<\/td>\n5.21 %<\/td>\n98,890<\/td>\n2.33<\/td>\n5<\/td>\n0.0564 %<\/td>\n3,362.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0564 %<\/td>\n2,623.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.49 %<\/td>\n1.76 %<\/td>\n83,244<\/td>\n0.30<\/td>\n12<\/td>\n0.0162 %<\/td>\n2,678.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.20 %<\/td>\n101,019<\/td>\n15.06<\/td>\n26<\/td>\n0.0325 %<\/td>\n2,815.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.08 %<\/td>\n4.29 %<\/td>\n147,965<\/td>\n7.21<\/td>\n88<\/td>\n0.4763 %<\/td>\n1,998.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n4.54 %<\/td>\n128,975<\/td>\n4.86<\/td>\n33<\/td>\n-0.0766 %<\/td>\n2,761.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n4.67 %<\/td>\n33,582<\/td>\n5.16<\/td>\n11<\/td>\n0.7958 %<\/td>\n2,119.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 11.05
\nEvaluated at bid price : 11.05
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.11
\nBid-YTW : 9.80 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 14.56
\nEvaluated at bid price : 14.56
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.44
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
BNS.PR.B<\/td>\nFloatingReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.80
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.87
\nBid-YTW : 9.91 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 10.01
\nEvaluated at bid price : 10.01
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
SLF.PR.H<\/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 : 16.10
\nBid-YTW : 8.74 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 17.44
\nEvaluated at bid price : 17.44
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.L<\/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 : 18.11
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.56
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 18.12
\nEvaluated at bid price : 18.12
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BMO.PR.R<\/td>\nFloatingReset<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.19
\nBid-YTW : 9.70 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 13.53
\nEvaluated at bid price : 13.53
\nBid-YTW : 4.00 %<\/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
RY.PR.H<\/td>\nFixedReset<\/td>\n51,873<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n45,390<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n44,854<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.11
\nBid-YTW : 9.80 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n43,797<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.93
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n39,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n38,713<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
There were 38 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.B<\/td>\nFixedReset<\/td>\nQuote: 11.05 – 11.87
\nSpot Rate : 0.8200
\nAverage : 0.5469<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 11.05
\nEvaluated at bid price : 11.05
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.45 – 18.00
\nSpot Rate : 0.5500
\nAverage : 0.3977<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.11 – 14.70
\nSpot Rate : 0.5900
\nAverage : 0.4453<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.11
\nBid-YTW : 9.80 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 12.94 – 13.37
\nSpot Rate : 0.4300
\nAverage : 0.3001<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 12.94
\nEvaluated at bid price : 12.94
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

FTS.PR.G<\/td>\nFixedReset<\/td>\nQuote: 16.99 – 17.47
\nSpot Rate : 0.4800
\nAverage : 0.3547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-14
\nMaturity Price : 16.99
\nEvaluated at bid price : 16.99
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

TD.PR.T<\/td>\nFloatingReset<\/td>\nQuote: 21.83 – 22.30
\nSpot Rate : 0.4700
\nAverage : 0.3603<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.83
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Better late than never! 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 …<\/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-33367","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33367","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=33367"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33367\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33367"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33367"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33367"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}