{"id":33404,"date":"2016-07-25T23:54:57","date_gmt":"2016-07-26T04:54:57","guid":{"rendered":"http:\/\/prefblog.com\/?p=33404"},"modified":"2016-07-25T23:54:57","modified_gmt":"2016-07-26T04:54:57","slug":"july-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33404","title":{"rendered":"July 25, 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>\n0.3624 %<\/td>\n1,666.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3624 %<\/td>\n3,043.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.93 %<\/td>\n4.72 %<\/td>\n88,989<\/td>\n16.01<\/td>\n4<\/td>\n0.3624 %<\/td>\n1,754.2<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n-0.58 %<\/td>\n43,220<\/td>\n0.10<\/td>\n1<\/td>\n0.0395 %<\/td>\n2,850.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.11 %<\/td>\n5.42 %<\/td>\n100,253<\/td>\n4.57<\/td>\n5<\/td>\n-0.0161 %<\/td>\n3,367.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0161 %<\/td>\n2,627.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.48 %<\/td>\n-12.44 %<\/td>\n80,448<\/td>\n0.09<\/td>\n12<\/td>\n-0.1231 %<\/td>\n2,683.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.21 %<\/td>\n100,913<\/td>\n15.12<\/td>\n26<\/td>\n-0.0693 %<\/td>\n2,836.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.00 %<\/td>\n4.32 %<\/td>\n149,948<\/td>\n7.13<\/td>\n88<\/td>\n-0.0164 %<\/td>\n2,034.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.01 %<\/td>\n3.96 %<\/td>\n124,370<\/td>\n0.09<\/td>\n33<\/td>\n-0.1774 %<\/td>\n2,772.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n4.47 %<\/td>\n32,391<\/td>\n5.13<\/td>\n11<\/td>\n-0.0147 %<\/td>\n2,145.1<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 11.79
\nEvaluated at bid price : 11.79
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.01
\nBid-YTW : -1.94 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 19.63
\nEvaluated at bid price : 19.63
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.88
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.41
\nBid-YTW : 9.59 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.12
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n1.35 %<\/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 : 6.04 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 10.25
\nEvaluated at bid price : 10.25
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 12.86
\nEvaluated at bid price : 12.86
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.55
\nBid-YTW : 9.37 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 10.39
\nEvaluated at bid price : 10.39
\nBid-YTW : 4.34 %<\/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
NA.PR.A<\/td>\nFixedReset<\/td>\n94,134<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.19
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n59,673<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nDeemed-Retractible<\/td>\n50,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 2.04 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n43,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n38,250<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.44
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n27,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
There were 13 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.E<\/td>\nFixedReset<\/td>\nQuote: 26.51 – 26.98
\nSpot Rate : 0.4700
\nAverage : 0.2930<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.01 – 26.44
\nSpot Rate : 0.4300
\nAverage : 0.2685<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-24
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.01
\nBid-YTW : -1.94 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 26.35 – 26.72
\nSpot Rate : 0.3700
\nAverage : 0.2670<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.35 – 19.65
\nSpot Rate : 0.3000
\nAverage : 0.2150<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.35
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 14.41 – 14.64
\nSpot Rate : 0.2300
\nAverage : 0.1479<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.41
\nBid-YTW : 9.59 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.10 – 24.34
\nSpot Rate : 0.2400
\nAverage : 0.1599<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-25
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.21 %<\/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-33404","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33404","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=33404"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33404\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33404"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33404"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33404"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}