{"id":33521,"date":"2016-08-19T23:06:37","date_gmt":"2016-08-20T04:06:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=33521"},"modified":"2016-08-19T23:06:37","modified_gmt":"2016-08-20T04:06:37","slug":"august-19-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33521","title":{"rendered":"August 19, 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>\n0.4229 %<\/td>\n1,714.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4229 %<\/td>\n3,131.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.79 %<\/td>\n4.47 %<\/td>\n80,201<\/td>\n16.30<\/td>\n4<\/td>\n0.4229 %<\/td>\n1,804.9<\/td>\n<\/tr>\n
OpRet<\/td>\n4.85 %<\/td>\n-10.50 %<\/td>\n65,297<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,880.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.06 %<\/td>\n4.55 %<\/td>\n107,724<\/td>\n2.26<\/td>\n5<\/td>\n0.0717 %<\/td>\n3,431.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0717 %<\/td>\n2,677.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n-8.93 %<\/td>\n75,587<\/td>\n0.09<\/td>\n12<\/td>\n0.0612 %<\/td>\n2,706.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n4.93 %<\/td>\n109,552<\/td>\n14.96<\/td>\n26<\/td>\n0.2378 %<\/td>\n2,920.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.88 %<\/td>\n4.08 %<\/td>\n147,030<\/td>\n7.12<\/td>\n89<\/td>\n0.0425 %<\/td>\n2,089.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n2.47 %<\/td>\n118,523<\/td>\n0.36<\/td>\n32<\/td>\n-0.0529 %<\/td>\n2,807.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n3.96 %<\/td>\n32,611<\/td>\n5.09<\/td>\n11<\/td>\n0.4778 %<\/td>\n2,214.6<\/td>\n<\/tr>\n<\/table>\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.D<\/td>\nFixedReset<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/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 : 14.75
\nBid-YTW : 9.34 %<\/td>\n<\/tr>\n
SLF.PR.I<\/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 : 20.00
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.57
\nBid-YTW : 2.91 %<\/td>\n<\/tr>\n
BAM.PR.S<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.06 %<\/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
FTS.PR.E<\/td>\nOpRet<\/td>\n105,000<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2016-09-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : -10.50 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n63,754<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.83
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n45,614<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n45,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n39,480<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n39,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.33
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
There were 13 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
TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 17.76 – 18.40
\nSpot Rate : 0.6400
\nAverage : 0.4109<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.45 – 24.00
\nSpot Rate : 0.5500
\nAverage : 0.3639<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 18.45 – 18.80
\nSpot Rate : 0.3500
\nAverage : 0.2405<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-19
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.58 – 26.90
\nSpot Rate : 0.3200
\nAverage : 0.2440<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-18
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.58
\nBid-YTW : -22.35 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.50 – 26.80
\nSpot Rate : 0.3000
\nAverage : 0.2379<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-15
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.75 – 14.98
\nSpot Rate : 0.2300
\nAverage : 0.1698<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.75
\nBid-YTW : 9.34 %<\/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-33521","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33521","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=33521"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33521\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33521"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33521"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33521"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}