{"id":33567,"date":"2016-09-01T21:38:39","date_gmt":"2016-09-02T02:38:39","guid":{"rendered":"http:\/\/prefblog.com\/?p=33567"},"modified":"2016-09-01T21:38:39","modified_gmt":"2016-09-02T02:38:39","slug":"september-1-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33567","title":{"rendered":"September 1, 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>\n1,679.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3036 %<\/td>\n3,068.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.89 %<\/td>\n4.69 %<\/td>\n76,608<\/td>\n15.99<\/td>\n4<\/td>\n-0.3036 %<\/td>\n1,768.1<\/td>\n<\/tr>\n
OpRet<\/td>\n4.84 %<\/td>\n-8.95 %<\/td>\n58,787<\/td>\n0.08<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,881.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.27 %<\/td>\n95,676<\/td>\n2.23<\/td>\n5<\/td>\n-0.0555 %<\/td>\n3,441.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0555 %<\/td>\n2,684.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.49 %<\/td>\n1.40 %<\/td>\n75,337<\/td>\n0.16<\/td>\n12<\/td>\n-0.1653 %<\/td>\n2,682.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.09 %<\/td>\n103,624<\/td>\n14.97<\/td>\n26<\/td>\n-0.0616 %<\/td>\n2,905.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.94 %<\/td>\n4.30 %<\/td>\n146,137<\/td>\n7.23<\/td>\n89<\/td>\n-0.1448 %<\/td>\n2,057.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.01 %<\/td>\n3.64 %<\/td>\n113,842<\/td>\n0.40<\/td>\n32<\/td>\n0.0635 %<\/td>\n2,804.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.89 %<\/td>\n31,171<\/td>\n5.05<\/td>\n12<\/td>\n0.3046 %<\/td>\n2,218.6<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.16
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.42
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.13
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.71
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.06
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 12.09
\nEvaluated at bid price : 12.09
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BAM.PR.S<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.54
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.25
\nBid-YTW : 9.69 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BMO.PR.A<\/td>\nFloatingReset<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.57 %<\/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
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n110,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n109,503<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n37,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n34,407<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n34,177<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 20.86
\nEvaluated at bid price : 20.86
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n32,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
There were 23 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.G<\/td>\nFixedReset<\/td>\nQuote: 19.16 – 19.75
\nSpot Rate : 0.5900
\nAverage : 0.3602<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.16
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset<\/td>\nQuote: 18.42 – 18.75
\nSpot Rate : 0.3300
\nAverage : 0.1987<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.42
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n

BAM.PR.S<\/td>\nFloatingReset<\/td>\nQuote: 14.35 – 14.75
\nSpot Rate : 0.4000
\nAverage : 0.3000<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset<\/td>\nQuote: 18.80 – 19.06
\nSpot Rate : 0.2600
\nAverage : 0.1733<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.55 – 25.84
\nSpot Rate : 0.2900
\nAverage : 0.2139<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-12-31
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.55
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 13.85 – 14.12
\nSpot Rate : 0.2700
\nAverage : 0.1962<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-01
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 4.76 %<\/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-33567","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33567","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=33567"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33567\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33567"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33567"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33567"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}