{"id":33422,"date":"2016-07-28T20:58:28","date_gmt":"2016-07-29T01:58:28","guid":{"rendered":"http:\/\/prefblog.com\/?p=33422"},"modified":"2016-07-28T20:58:28","modified_gmt":"2016-07-29T01:58:28","slug":"july-28-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33422","title":{"rendered":"July 28, 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>\n0.5715 %<\/td>\n1,693.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5715 %<\/td>\n3,094.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.85 %<\/td>\n4.54 %<\/td>\n87,855<\/td>\n16.18<\/td>\n4<\/td>\n0.5715 %<\/td>\n1,783.3<\/td>\n<\/tr>\n
OpRet<\/td>\n4.83 %<\/td>\n-2.31 %<\/td>\n44,331<\/td>\n0.09<\/td>\n1<\/td>\n0.0394 %<\/td>\n2,854.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.12 %<\/td>\n5.56 %<\/td>\n100,707<\/td>\n4.55<\/td>\n5<\/td>\n-0.0322 %<\/td>\n3,365.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0322 %<\/td>\n2,625.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n-3.86 %<\/td>\n81,191<\/td>\n0.09<\/td>\n12<\/td>\n0.5544 %<\/td>\n2,701.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.17 %<\/td>\n5.11 %<\/td>\n104,583<\/td>\n14.80<\/td>\n26<\/td>\n0.4468 %<\/td>\n2,869.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.98 %<\/td>\n4.28 %<\/td>\n147,833<\/td>\n7.11<\/td>\n88<\/td>\n0.0875 %<\/td>\n2,040.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n4.88 %<\/td>\n118,698<\/td>\n0.42<\/td>\n33<\/td>\n0.4089 %<\/td>\n2,791.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n4.49 %<\/td>\n31,224<\/td>\n5.14<\/td>\n11<\/td>\n0.6993 %<\/td>\n2,153.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 12.11
\nEvaluated at bid price : 12.11
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
SLF.PR.G<\/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 : 14.24
\nBid-YTW : 9.81 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.00 %<\/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 : 5.70 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 23.71
\nEvaluated at bid price : 23.98
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BMO.PR.R<\/td>\nFloatingReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.15
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.39
\nBid-YTW : 9.60 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 10.51
\nEvaluated at bid price : 10.51
\nBid-YTW : 4.54 %<\/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 : 14.50
\nBid-YTW : 9.51 %<\/td>\n<\/tr>\n
TD.PR.Z<\/td>\nFloatingReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.25
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.24
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PR.S<\/td>\nFloatingReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 20.49
\nEvaluated at bid price : 20.49
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.60
\nBid-YTW : 11.13 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-15
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 2.80 %<\/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.R<\/td>\nFixedReset<\/td>\n75,245<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n67,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n46,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.69
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n39,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n25,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n24,070<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.60
\nBid-YTW : 11.13 %<\/td>\n<\/tr>\n
There were 35 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
POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.52 – 26.99
\nSpot Rate : 0.4700
\nAverage : 0.3058<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-15
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.52
\nBid-YTW : 2.80 %<\/td>\n<\/tr>\n

BAM.PR.S<\/td>\nFloatingReset<\/td>\nQuote: 14.50 – 15.10
\nSpot Rate : 0.6000
\nAverage : 0.4897<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.07 – 23.29
\nSpot Rate : 0.2200
\nAverage : 0.1434<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.07
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset<\/td>\nQuote: 12.70 – 13.06
\nSpot Rate : 0.3600
\nAverage : 0.2878<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-28
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.01 – 24.25
\nSpot Rate : 0.2400
\nAverage : 0.1691<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

HSB.PR.D<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.00 – 25.17
\nSpot Rate : 0.1700
\nAverage : 0.1106<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.11 %<\/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-33422","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33422","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=33422"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33422\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33422"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33422"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33422"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}