{"id":33559,"date":"2016-08-30T23:46:21","date_gmt":"2016-08-31T04:46:21","guid":{"rendered":"http:\/\/prefblog.com\/?p=33559"},"modified":"2016-08-30T23:46:21","modified_gmt":"2016-08-31T04:46:21","slug":"august-30-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33559","title":{"rendered":"August 30, 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>\n-0.3036 %<\/td>\n1,679.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3036 %<\/td>\n3,067.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.89 %<\/td>\n4.67 %<\/td>\n76,851<\/td>\n16.02<\/td>\n4<\/td>\n-0.3036 %<\/td>\n1,767.8<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n-9.26 %<\/td>\n62,184<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,881.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.30 %<\/td>\n100,535<\/td>\n2.24<\/td>\n5<\/td>\n0.3902 %<\/td>\n3,444.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3902 %<\/td>\n2,687.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.47 %<\/td>\n-1.02 %<\/td>\n73,973<\/td>\n0.17<\/td>\n12<\/td>\n0.0421 %<\/td>\n2,691.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.08 %<\/td>\n106,297<\/td>\n14.97<\/td>\n26<\/td>\n-0.0805 %<\/td>\n2,906.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.91 %<\/td>\n4.25 %<\/td>\n146,550<\/td>\n7.20<\/td>\n89<\/td>\n0.2141 %<\/td>\n2,067.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n1.23 %<\/td>\n112,628<\/td>\n0.09<\/td>\n32<\/td>\n-0.0615 %<\/td>\n2,808.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n4.02 %<\/td>\n29,338<\/td>\n5.06<\/td>\n12<\/td>\n-0.0087 %<\/td>\n2,210.4<\/td>\n<\/tr>\n<\/table>\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
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.99
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/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 : 23.07
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 24.33
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.82
\nBid-YTW : 4.67 %<\/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
BNS.PR.N<\/td>\nDeemed-Retractible<\/td>\n103,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-29
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.44
\nBid-YTW : 1.23 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n99,053<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 23.21
\nEvaluated at bid price : 25.16
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n71,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 0.84 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n70,445<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n61,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-09-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -6.61 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n60,100<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n
There were 34 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.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.64 – 25.00
\nSpot Rate : 0.3600
\nAverage : 0.2334<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 24.33
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset<\/td>\nQuote: 21.40 – 21.74
\nSpot Rate : 0.3400
\nAverage : 0.2265<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.85 – 24.18
\nSpot Rate : 0.3300
\nAverage : 0.2202<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.99 – 20.35
\nSpot Rate : 0.3600
\nAverage : 0.2729<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.99
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.20 – 25.55
\nSpot Rate : 0.3500
\nAverage : 0.2657<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.85 – 23.18
\nSpot Rate : 0.3300
\nAverage : 0.2597<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-08-30
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.26 %<\/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-33559","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33559","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=33559"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33559\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33559"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33559"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33559"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}