{"id":33534,"date":"2016-08-24T23:27:42","date_gmt":"2016-08-25T04:27:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=33534"},"modified":"2016-08-24T23:27:42","modified_gmt":"2016-08-25T04:27:42","slug":"august-24-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33534","title":{"rendered":"August 24, 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>\n0.1060 %<\/td>\n1,704.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1060 %<\/td>\n3,113.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.82 %<\/td>\n4.56 %<\/td>\n77,141<\/td>\n16.23<\/td>\n4<\/td>\n0.1060 %<\/td>\n1,794.4<\/td>\n<\/tr>\n
OpRet<\/td>\n4.85 %<\/td>\n-8.35 %<\/td>\n67,392<\/td>\n0.08<\/td>\n1<\/td>\n-0.1582 %<\/td>\n2,876.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.06 %<\/td>\n4.27 %<\/td>\n109,675<\/td>\n2.25<\/td>\n5<\/td>\n0.0318 %<\/td>\n3,437.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0318 %<\/td>\n2,682.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n-3.18 %<\/td>\n76,074<\/td>\n0.19<\/td>\n12<\/td>\n-0.0613 %<\/td>\n2,699.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n4.97 %<\/td>\n107,073<\/td>\n14.99<\/td>\n26<\/td>\n0.0268 %<\/td>\n2,914.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.94 %<\/td>\n4.20 %<\/td>\n149,574<\/td>\n7.09<\/td>\n89<\/td>\n-0.1056 %<\/td>\n2,066.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.96 %<\/td>\n2.31 %<\/td>\n117,552<\/td>\n0.35<\/td>\n32<\/td>\n0.2128 %<\/td>\n2,812.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.98 %<\/td>\n32,712<\/td>\n5.08<\/td>\n11<\/td>\n-0.3149 %<\/td>\n2,200.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 13.43
\nEvaluated at bid price : 13.43
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 13.98
\nEvaluated at bid price : 13.98
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.22
\nBid-YTW : 9.82 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.67
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 24.44
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
NA.PR.Q<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.86
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.38
\nBid-YTW : 9.62 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-10-31
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.02
\nBid-YTW : -3.18 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.66
\nBid-YTW : 9.47 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.37 %<\/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.M<\/td>\nFixedReset<\/td>\n64,312<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n63,662<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
FTS.PR.E<\/td>\nOpRet<\/td>\n63,200<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2016-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -8.35 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n51,770<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
BMO.PR.L<\/td>\nDeemed-Retractible<\/td>\n40,208<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-23
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.86
\nBid-YTW : -22.19 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n34,652<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
There were 50 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
BAM.PF.G<\/td>\nFixedReset<\/td>\nQuote: 20.97 – 21.38
\nSpot Rate : 0.4100
\nAverage : 0.2699<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 13.43 – 13.90
\nSpot Rate : 0.4700
\nAverage : 0.3582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 13.43
\nEvaluated at bid price : 13.43
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 19.50 – 19.77
\nSpot Rate : 0.2700
\nAverage : 0.1810<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset<\/td>\nQuote: 13.69 – 13.99
\nSpot Rate : 0.3000
\nAverage : 0.2135<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 13.69
\nEvaluated at bid price : 13.69
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.54 – 24.90
\nSpot Rate : 0.3600
\nAverage : 0.2745<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.54
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset<\/td>\nQuote: 19.04 – 19.29
\nSpot Rate : 0.2500
\nAverage : 0.1656<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-24
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 4.00 %<\/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-33534","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33534","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=33534"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33534\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33534"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33534"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33534"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}