{"id":33425,"date":"2016-07-29T23:32:20","date_gmt":"2016-07-30T04:32:20","guid":{"rendered":"http:\/\/prefblog.com\/?p=33425"},"modified":"2016-07-29T23:32:20","modified_gmt":"2016-07-30T04:32:20","slug":"july-29-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33425","title":{"rendered":"July 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>\n-0.4262 %<\/td>\n1,686.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4262 %<\/td>\n3,081.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.87 %<\/td>\n4.61 %<\/td>\n88,067<\/td>\n16.12<\/td>\n4<\/td>\n-0.4262 %<\/td>\n1,775.7<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n0.23 %<\/td>\n47,877<\/td>\n0.09<\/td>\n1<\/td>\n-0.2366 %<\/td>\n2,848.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.11 %<\/td>\n5.41 %<\/td>\n99,680<\/td>\n4.55<\/td>\n5<\/td>\n0.1206 %<\/td>\n3,369.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1206 %<\/td>\n2,629.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n-2.28 %<\/td>\n80,171<\/td>\n0.09<\/td>\n12<\/td>\n0.0193 %<\/td>\n2,702.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.17 %<\/td>\n5.12 %<\/td>\n105,412<\/td>\n14.79<\/td>\n26<\/td>\n-0.0494 %<\/td>\n2,867.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.99 %<\/td>\n4.26 %<\/td>\n148,870<\/td>\n7.09<\/td>\n88<\/td>\n-0.0643 %<\/td>\n2,039.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n4.70 %<\/td>\n119,801<\/td>\n0.24<\/td>\n33<\/td>\n-0.2833 %<\/td>\n2,783.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.94 %<\/td>\n4.43 %<\/td>\n30,771<\/td>\n5.14<\/td>\n11<\/td>\n0.0880 %<\/td>\n2,155.2<\/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
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-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 11.79
\nEvaluated at bid price : 11.79
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n-2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.73
\nBid-YTW : 9.30 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 15.66
\nEvaluated at bid price : 15.66
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 10.34
\nEvaluated at bid price : 10.34
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 13.36
\nEvaluated at bid price : 13.36
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.31
\nBid-YTW : 9.70 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.19 %<\/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 : 5.62 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.45
\nBid-YTW : 9.60 %<\/td>\n<\/tr>\n
BAM.PR.S<\/td>\nFloatingReset<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 4.81 %<\/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.E<\/td>\nFixedReset<\/td>\n163,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n104,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n77,110<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n54,590<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.81
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n32,490<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 12.63
\nEvaluated at bid price : 12.63
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n26,793<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
There were 12 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: 26.81 – 27.40
\nSpot Rate : 0.5900
\nAverage : 0.3822<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.81
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.35 – 18.10
\nSpot Rate : 0.7500
\nAverage : 0.5751<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-07-29
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

BNS.PR.R<\/td>\nFixedReset<\/td>\nQuote: 24.01 – 24.45
\nSpot Rate : 0.4400
\nAverage : 0.2740<\/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 : 3.97 %<\/td>\n<\/tr>\n

PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.91 – 26.34
\nSpot Rate : 0.4300
\nAverage : 0.2771<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-08-28
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.91
\nBid-YTW : -2.28 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.24 – 24.70
\nSpot Rate : 0.4600
\nAverage : 0.3212<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.24
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 15.73 – 16.05
\nSpot Rate : 0.3200
\nAverage : 0.2071<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.73
\nBid-YTW : 9.30 %<\/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-33425","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33425","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=33425"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33425\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33425"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33425"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33425"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}