{"id":33446,"date":"2016-08-03T00:51:05","date_gmt":"2016-08-03T05:51:05","guid":{"rendered":"http:\/\/prefblog.com\/?p=33446"},"modified":"2016-08-03T00:51:05","modified_gmt":"2016-08-03T05:51:05","slug":"august-2-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33446","title":{"rendered":"August 2, 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-0.1962 %<\/td>\n1,683.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1962 %<\/td>\n3,075.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.88 %<\/td>\n4.63 %<\/td>\n87,783<\/td>\n16.06<\/td>\n4<\/td>\n-0.1962 %<\/td>\n1,772.2<\/td>\n<\/tr>\n
OpRet<\/td>\n4.85 %<\/td>\n1.38 %<\/td>\n47,478<\/td>\n0.08<\/td>\n1<\/td>\n-0.0791 %<\/td>\n2,845.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.11 %<\/td>\n5.35 %<\/td>\n99,441<\/td>\n4.55<\/td>\n5<\/td>\n0.0723 %<\/td>\n3,372.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0723 %<\/td>\n2,631.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n-11.50 %<\/td>\n79,113<\/td>\n0.09<\/td>\n12<\/td>\n0.1322 %<\/td>\n2,706.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.08 %<\/td>\n105,797<\/td>\n14.77<\/td>\n26<\/td>\n0.1962 %<\/td>\n2,873.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.98 %<\/td>\n4.30 %<\/td>\n151,305<\/td>\n7.04<\/td>\n89<\/td>\n0.2505 %<\/td>\n2,044.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n4.79 %<\/td>\n119,051<\/td>\n3.30<\/td>\n32<\/td>\n0.3097 %<\/td>\n2,792.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n4.34 %<\/td>\n30,989<\/td>\n5.13<\/td>\n11<\/td>\n0.1612 %<\/td>\n2,158.7<\/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
BAM.PR.S<\/td>\nFloatingReset<\/td>\n-2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 13.81
\nEvaluated at bid price : 13.81
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 15.49
\nEvaluated at bid price : 15.49
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.96
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.47
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.97
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.96
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 14.23
\nEvaluated at bid price : 14.23
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.08
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
SLF.PR.I<\/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 : 19.01
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BNS.PR.R<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.37
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.07
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 13.63
\nEvaluated at bid price : 13.63
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n4.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.37
\nBid-YTW : 8.74 %<\/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
BIP.PR.C<\/td>\nFixedReset<\/td>\n1,330,574<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n61,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 11.79
\nEvaluated at bid price : 11.79
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n45,759<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.32
\nBid-YTW : -2.15 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n44,978<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : -3.64 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n44,813<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n40,213<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
There were 26 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
TD.PF.E<\/td>\nFixedReset<\/td>\nQuote: 21.35 – 21.88
\nSpot Rate : 0.5300
\nAverage : 0.3306<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n

RY.PR.L<\/td>\nFixedReset<\/td>\nQuote: 25.26 – 25.59
\nSpot Rate : 0.3300
\nAverage : 0.2011<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n

BAM.PR.S<\/td>\nFloatingReset<\/td>\nQuote: 14.35 – 15.10
\nSpot Rate : 0.7500
\nAverage : 0.6284<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.90 – 24.24
\nSpot Rate : 0.3400
\nAverage : 0.2416<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset<\/td>\nQuote: 11.79 – 12.20
\nSpot Rate : 0.4100
\nAverage : 0.3133<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 11.79
\nEvaluated at bid price : 11.79
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.85 – 25.15
\nSpot Rate : 0.3000
\nAverage : 0.2044<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-02
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.00 %<\/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-33446","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33446","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=33446"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33446\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33446"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33446"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33446"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}