{"id":33537,"date":"2016-08-25T23:14:34","date_gmt":"2016-08-26T04:14:34","guid":{"rendered":"http:\/\/prefblog.com\/?p=33537"},"modified":"2016-08-25T23:14:34","modified_gmt":"2016-08-26T04:14:34","slug":"august-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33537","title":{"rendered":"August 25, 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>\n0.1059 %<\/td>\n1,706.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1059 %<\/td>\n3,116.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.81 %<\/td>\n4.55 %<\/td>\n77,586<\/td>\n16.25<\/td>\n4<\/td>\n0.1059 %<\/td>\n1,796.3<\/td>\n<\/tr>\n
OpRet<\/td>\n4.85 %<\/td>\n-9.57 %<\/td>\n67,363<\/td>\n0.08<\/td>\n1<\/td>\n0.1188 %<\/td>\n2,880.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.22 %<\/td>\n105,369<\/td>\n2.25<\/td>\n5<\/td>\n0.0636 %<\/td>\n3,440.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0636 %<\/td>\n2,684.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.46 %<\/td>\n-3.23 %<\/td>\n76,284<\/td>\n0.18<\/td>\n12<\/td>\n-0.0355 %<\/td>\n2,698.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n4.98 %<\/td>\n106,445<\/td>\n14.99<\/td>\n26<\/td>\n0.0835 %<\/td>\n2,916.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.91 %<\/td>\n4.20 %<\/td>\n148,868<\/td>\n7.08<\/td>\n89<\/td>\n0.0000 %<\/td>\n2,066.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n2.43 %<\/td>\n116,231<\/td>\n0.42<\/td>\n32<\/td>\n-0.1018 %<\/td>\n2,810.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.99 %<\/td>\n32,036<\/td>\n5.08<\/td>\n11<\/td>\n0.1484 %<\/td>\n2,203.6<\/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
HSE.PR.C<\/td>\nFixedReset<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.36
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.25
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 12.11
\nEvaluated at bid price : 12.11
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 9.63 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 10.61
\nEvaluated at bid price : 10.61
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.88
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 13.06
\nEvaluated at bid price : 13.06
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.45
\nBid-YTW : 9.60 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 13.71
\nEvaluated at bid price : 13.71
\nBid-YTW : 4.49 %<\/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>\n83,551<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n78,264<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n64,846<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n59,816<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n52,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n51,670<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 21.13
\nEvaluated at bid price : 21.13
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
There were 25 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
MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 18.36 – 18.77
\nSpot Rate : 0.4100
\nAverage : 0.2941<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.36
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.00 – 15.46
\nSpot Rate : 0.4600
\nAverage : 0.3480<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 19.25 – 19.64
\nSpot Rate : 0.3900
\nAverage : 0.2903<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.25
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 19.14 – 19.50
\nSpot Rate : 0.3600
\nAverage : 0.2703<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-25
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

RY.PR.R<\/td>\nFixedReset<\/td>\nQuote: 26.54 – 26.79
\nSpot Rate : 0.2500
\nAverage : 0.1618<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.54
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.50 – 14.78
\nSpot Rate : 0.2800
\nAverage : 0.2011<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 9.63 %<\/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-33537","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33537","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=33537"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33537\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33537"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33537"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33537"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}