{"id":33661,"date":"2016-09-16T20:23:04","date_gmt":"2016-09-17T01:23:04","guid":{"rendered":"http:\/\/prefblog.com\/?p=33661"},"modified":"2016-09-16T20:23:04","modified_gmt":"2016-09-17T01:23:04","slug":"september-16-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33661","title":{"rendered":"September 16, 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-0.3586 %<\/td>\n1,683.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3586 %<\/td>\n3,075.8<\/td>\n<\/tr>\n
Floater<\/td>\n4.91 %<\/td>\n4.64 %<\/td>\n89,675<\/td>\n16.17<\/td>\n4<\/td>\n-0.3586 %<\/td>\n1,772.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0556 %<\/td>\n2,883.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.78 %<\/td>\n72,373<\/td>\n2.19<\/td>\n5<\/td>\n0.0556 %<\/td>\n3,443.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0556 %<\/td>\n2,686.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n4.60 %<\/td>\n67,103<\/td>\n1.97<\/td>\n12<\/td>\n0.0423 %<\/td>\n2,675.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.14 %<\/td>\n5.17 %<\/td>\n92,170<\/td>\n15.00<\/td>\n26<\/td>\n0.0159 %<\/td>\n2,899.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.00 %<\/td>\n4.46 %<\/td>\n151,249<\/td>\n6.95<\/td>\n92<\/td>\n0.1109 %<\/td>\n2,033.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.49 %<\/td>\n116,086<\/td>\n3.21<\/td>\n32<\/td>\n-0.0967 %<\/td>\n2,795.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.83 %<\/td>\n4.32 %<\/td>\n31,424<\/td>\n5.01<\/td>\n12<\/td>\n-0.3800 %<\/td>\n2,196.8<\/td>\n<\/tr>\n<\/table>\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
BMO.PR.A<\/td>\nFloatingReset<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.35
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 10.41
\nEvaluated at bid price : 10.41
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 13.26
\nEvaluated at bid price : 13.26
\nBid-YTW : 4.30 %<\/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.H<\/td>\nFixedReset<\/td>\n2,738,643<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n401,773<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n213,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n104,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n59,156<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n54,534<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
There were 18 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
PWF.PR.T<\/td>\nFixedReset<\/td>\nQuote: 19.53 – 20.22
\nSpot Rate : 0.6900
\nAverage : 0.4239<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 13.08 – 13.60
\nSpot Rate : 0.5200
\nAverage : 0.3425<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-16
\nMaturity Price : 13.08
\nEvaluated at bid price : 13.08
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.16 – 15.60
\nSpot Rate : 0.4400
\nAverage : 0.2884<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.16
\nBid-YTW : 9.83 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.95 – 23.29
\nSpot Rate : 0.3400
\nAverage : 0.2368<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

BMO.PR.A<\/td>\nFloatingReset<\/td>\nQuote: 21.04 – 21.75
\nSpot Rate : 0.7100
\nAverage : 0.6095<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.04
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.30 – 25.68
\nSpot Rate : 0.3800
\nAverage : 0.2874<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.03 %<\/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-33661","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33661","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=33661"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33661\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33661"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33661"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33661"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}