{"id":33657,"date":"2016-09-15T23:50:37","date_gmt":"2016-09-16T04:50:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=33657"},"modified":"2016-09-15T23:50:37","modified_gmt":"2016-09-16T04:50:37","slug":"september-15-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33657","title":{"rendered":"September 15, 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>\n0.1796 %<\/td>\n1,689.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1796 %<\/td>\n3,086.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.89 %<\/td>\n4.62 %<\/td>\n89,967<\/td>\n16.22<\/td>\n4<\/td>\n0.1796 %<\/td>\n1,779.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0635 %<\/td>\n2,881.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.67 %<\/td>\n72,585<\/td>\n2.19<\/td>\n5<\/td>\n0.0635 %<\/td>\n3,441.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0635 %<\/td>\n2,685.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.51 %<\/td>\n4.62 %<\/td>\n67,607<\/td>\n2.12<\/td>\n12<\/td>\n0.1011 %<\/td>\n2,674.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.14 %<\/td>\n5.20 %<\/td>\n95,450<\/td>\n15.08<\/td>\n26<\/td>\n0.0667 %<\/td>\n2,899.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.01 %<\/td>\n4.47 %<\/td>\n153,371<\/td>\n6.95<\/td>\n91<\/td>\n0.1187 %<\/td>\n2,031.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n3.34 %<\/td>\n116,977<\/td>\n0.29<\/td>\n32<\/td>\n0.0853 %<\/td>\n2,798.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n4.33 %<\/td>\n31,279<\/td>\n5.01<\/td>\n12<\/td>\n0.5358 %<\/td>\n2,205.2<\/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
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 10.29
\nEvaluated at bid price : 10.29
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
TD.PR.Y<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.95
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.50
\nBid-YTW : 10.60 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 17.77
\nEvaluated at bid price : 17.77
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.29
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.57
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BMO.PR.A<\/td>\nFloatingReset<\/td>\n6.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.55
\nBid-YTW : 4.58 %<\/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
BMO.PR.T<\/td>\nFixedReset<\/td>\n332,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n179,434<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n136,323<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.73
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n106,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n61,385<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n50,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.20
\nBid-YTW : 8.48 %<\/td>\n<\/tr>\n
There were 27 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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 12.76 – 13.25
\nSpot Rate : 0.4900
\nAverage : 0.3107<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.76
\nBid-YTW : 11.03 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset<\/td>\nQuote: 20.05 – 20.27
\nSpot Rate : 0.2200
\nAverage : 0.1364<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset<\/td>\nQuote: 13.75 – 13.95
\nSpot Rate : 0.2000
\nAverage : 0.1205<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 23.65 – 23.90
\nSpot Rate : 0.2500
\nAverage : 0.1785<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 13.08 – 13.29
\nSpot Rate : 0.2100
\nAverage : 0.1478<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 13.08
\nEvaluated at bid price : 13.08
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

FTS.PR.G<\/td>\nFixedReset<\/td>\nQuote: 17.80 – 17.99
\nSpot Rate : 0.1900
\nAverage : 0.1286<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-15
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.16 %<\/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-33657","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33657","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=33657"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33657\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33657"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33657"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33657"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}