{"id":33512,"date":"2016-08-17T23:08:15","date_gmt":"2016-08-18T04:08:15","guid":{"rendered":"http:\/\/prefblog.com\/?p=33512"},"modified":"2016-08-17T23:08:15","modified_gmt":"2016-08-18T04:08:15","slug":"august-17-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33512","title":{"rendered":"August 17, 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>\n0.2122 %<\/td>\n1,705.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2122 %<\/td>\n3,114.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.82 %<\/td>\n4.53 %<\/td>\n78,777<\/td>\n16.21<\/td>\n4<\/td>\n0.2122 %<\/td>\n1,795.0<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n-11.26 %<\/td>\n56,593<\/td>\n0.08<\/td>\n1<\/td>\n1.2112 %<\/td>\n2,881.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.68 %<\/td>\n109,608<\/td>\n2.24<\/td>\n5<\/td>\n-0.1030 %<\/td>\n3,411.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1030 %<\/td>\n2,661.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n-8.84 %<\/td>\n73,707<\/td>\n0.09<\/td>\n12<\/td>\n-0.1029 %<\/td>\n2,706.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n4.95 %<\/td>\n106,671<\/td>\n15.00<\/td>\n26<\/td>\n0.0554 %<\/td>\n2,922.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.88 %<\/td>\n4.09 %<\/td>\n149,962<\/td>\n7.14<\/td>\n89<\/td>\n0.0057 %<\/td>\n2,090.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n1.79 %<\/td>\n120,016<\/td>\n0.09<\/td>\n32<\/td>\n0.0466 %<\/td>\n2,809.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n4.08 %<\/td>\n35,160<\/td>\n5.09<\/td>\n11<\/td>\n-0.1050 %<\/td>\n2,204.7<\/td>\n<\/tr>\n<\/table>\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.Z<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : -39.63 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-16
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.82
\nBid-YTW : -32.12 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.95
\nBid-YTW : 9.14 %<\/td>\n<\/tr>\n
FTS.PR.E<\/td>\nOpRet<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2016-09-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : -11.26 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.02
\nBid-YTW : 8.14 %<\/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
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n143,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 0.15 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n108,444<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.73
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n59,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n42,250<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.32
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n37,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.85
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n34,551<\/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
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
BNS.PR.P<\/td>\nFixedReset<\/td>\nQuote: 24.40 – 24.75
\nSpot Rate : 0.3500
\nAverage : 0.2376<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.39 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset<\/td>\nQuote: 20.34 – 20.70
\nSpot Rate : 0.3600
\nAverage : 0.2587<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

RY.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.17 – 24.43
\nSpot Rate : 0.2600
\nAverage : 0.1632<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.17
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.20 – 25.48
\nSpot Rate : 0.2800
\nAverage : 0.1870<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n

BNS.PR.R<\/td>\nFixedReset<\/td>\nQuote: 24.51 – 24.73
\nSpot Rate : 0.2200
\nAverage : 0.1361<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.51
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.91 – 23.15
\nSpot Rate : 0.2400
\nAverage : 0.1573<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-17
\nMaturity Price : 22.59
\nEvaluated at bid price : 22.91
\nBid-YTW : 4.91 %<\/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-33512","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33512","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=33512"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33512\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33512"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33512"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33512"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}