{"id":33369,"date":"2016-07-16T01:32:27","date_gmt":"2016-07-16T06:32:27","guid":{"rendered":"http:\/\/prefblog.com\/?p=33369"},"modified":"2016-07-16T01:32:27","modified_gmt":"2016-07-16T06:32:27","slug":"july-15-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33369","title":{"rendered":"July 15, 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-0.4316 %<\/td>\n1,665.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4316 %<\/td>\n3,042.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.93 %<\/td>\n4.69 %<\/td>\n90,895<\/td>\n16.08<\/td>\n4<\/td>\n-0.4316 %<\/td>\n1,753.6<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n0.16 %<\/td>\n43,770<\/td>\n0.13<\/td>\n1<\/td>\n-0.0790 %<\/td>\n2,848.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.12 %<\/td>\n5.44 %<\/td>\n98,865<\/td>\n2.33<\/td>\n5<\/td>\n0.0644 %<\/td>\n3,364.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0644 %<\/td>\n2,625.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.48 %<\/td>\n1.91 %<\/td>\n83,368<\/td>\n0.29<\/td>\n12<\/td>\n0.0162 %<\/td>\n2,678.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.23 %<\/td>\n100,582<\/td>\n15.02<\/td>\n26<\/td>\n-0.1363 %<\/td>\n2,811.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.08 %<\/td>\n4.29 %<\/td>\n150,532<\/td>\n7.21<\/td>\n88<\/td>\n0.0431 %<\/td>\n1,999.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.58 %<\/td>\n127,093<\/td>\n4.85<\/td>\n33<\/td>\n-0.1965 %<\/td>\n2,756.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n4.64 %<\/td>\n33,957<\/td>\n5.16<\/td>\n11<\/td>\n-0.0993 %<\/td>\n2,117.1<\/td>\n<\/tr>\n<\/table>\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.S<\/td>\nFloatingReset<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 9.56 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 23.86
\nEvaluated at bid price : 24.11
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.06
\nBid-YTW : 9.73 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n4.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 11.57
\nEvaluated at bid price : 11.57
\nBid-YTW : 4.07 %<\/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>\n269,775<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.38
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset<\/td>\n213,280<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nDeemed-Retractible<\/td>\n202,869<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n110,842<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.23
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n102,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BNS.PR.O<\/td>\nDeemed-Retractible<\/td>\n76,189<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-14
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.51
\nBid-YTW : -9.65 %<\/td>\n<\/tr>\n
There were 37 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
HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.40 – 19.90
\nSpot Rate : 0.5000
\nAverage : 0.3333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 16.15 – 16.70
\nSpot Rate : 0.5500
\nAverage : 0.4057<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.15
\nBid-YTW : 8.70 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 19.98 – 20.37
\nSpot Rate : 0.3900
\nAverage : 0.2458<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.98
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 19.24 – 19.60
\nSpot Rate : 0.3600
\nAverage : 0.2319<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset<\/td>\nQuote: 18.61 – 18.97
\nSpot Rate : 0.3600
\nAverage : 0.2332<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.87 – 24.23
\nSpot Rate : 0.3600
\nAverage : 0.2356<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-15
\nMaturity Price : 23.40
\nEvaluated at bid price : 23.87
\nBid-YTW : 5.18 %<\/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-33369","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33369","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=33369"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33369\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33369"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33369"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33369"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}