{"id":33499,"date":"2016-08-15T23:12:31","date_gmt":"2016-08-16T04:12:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=33499"},"modified":"2016-08-15T23:12:31","modified_gmt":"2016-08-16T04:12:31","slug":"august-15-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33499","title":{"rendered":"August 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>\n0.2495 %<\/td>\n1,692.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2495 %<\/td>\n3,091.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.85 %<\/td>\n4.60 %<\/td>\n80,682<\/td>\n16.09<\/td>\n4<\/td>\n0.2495 %<\/td>\n1,781.7<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n2.91 %<\/td>\n52,369<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,847.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.04 %<\/td>\n4.78 %<\/td>\n107,591<\/td>\n2.25<\/td>\n5<\/td>\n0.0951 %<\/td>\n3,417.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0951 %<\/td>\n2,666.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43 %<\/td>\n-12.28 %<\/td>\n73,222<\/td>\n0.09<\/td>\n12<\/td>\n0.1513 %<\/td>\n2,709.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n4.96 %<\/td>\n105,386<\/td>\n14.95<\/td>\n26<\/td>\n0.3240 %<\/td>\n2,924.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.88 %<\/td>\n4.07 %<\/td>\n151,680<\/td>\n7.15<\/td>\n89<\/td>\n0.1493 %<\/td>\n2,089.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.96 %<\/td>\n0.49 %<\/td>\n120,479<\/td>\n0.09<\/td>\n32<\/td>\n0.0100 %<\/td>\n2,814.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n4.11 %<\/td>\n33,298<\/td>\n5.10<\/td>\n11<\/td>\n-0.0669 %<\/td>\n2,200.9<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.60
\nBid-YTW : 9.36 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.09
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-04-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.16
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.82
\nBid-YTW : 9.10 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 4.43 %<\/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
TD.PF.G<\/td>\nFixedReset<\/td>\n222,383<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.92
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n160,211<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n129,264<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n69,007<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n56,146<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n46,424<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.93
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
There were 21 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
FTS.PR.M<\/td>\nFixedReset<\/td>\nQuote: 20.33 – 20.70
\nSpot Rate : 0.3700
\nAverage : 0.2548<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 20.33
\nEvaluated at bid price : 20.33
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 13.86 – 14.35
\nSpot Rate : 0.4900
\nAverage : 0.3760<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 13.86
\nEvaluated at bid price : 13.86
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset<\/td>\nQuote: 13.06 – 13.39
\nSpot Rate : 0.3300
\nAverage : 0.2327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 13.06
\nEvaluated at bid price : 13.06
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

BAM.PR.S<\/td>\nFloatingReset<\/td>\nQuote: 15.20 – 15.60
\nSpot Rate : 0.4000
\nAverage : 0.3028<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-15
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.53 – 26.81
\nSpot Rate : 0.2800
\nAverage : 0.1997<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

RY.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 26.65 – 26.90
\nSpot Rate : 0.2500
\nAverage : 0.1746<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.96 %<\/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-33499","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33499","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=33499"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33499\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33499"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33499"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33499"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}