{"id":33664,"date":"2016-09-20T00:08:54","date_gmt":"2016-09-20T05:08:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=33664"},"modified":"2016-09-20T00:08:54","modified_gmt":"2016-09-20T05:08:54","slug":"september-19-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33664","title":{"rendered":"September 19, 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-0.2159 %<\/td>\n1,680.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2159 %<\/td>\n3,069.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.92 %<\/td>\n4.65 %<\/td>\n88,250<\/td>\n16.14<\/td>\n4<\/td>\n-0.2159 %<\/td>\n1,768.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2222 %<\/td>\n2,876.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.06 %<\/td>\n4.80 %<\/td>\n75,352<\/td>\n2.18<\/td>\n5<\/td>\n-0.2222 %<\/td>\n3,435.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2222 %<\/td>\n2,680.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n4.63 %<\/td>\n67,328<\/td>\n1.97<\/td>\n12<\/td>\n-0.0098 %<\/td>\n2,675.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.14 %<\/td>\n5.17 %<\/td>\n92,145<\/td>\n15.05<\/td>\n26<\/td>\n-0.0951 %<\/td>\n2,896.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n5.00 %<\/td>\n4.46 %<\/td>\n147,420<\/td>\n6.93<\/td>\n92<\/td>\n0.1545 %<\/td>\n2,036.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.68 %<\/td>\n114,175<\/td>\n3.21<\/td>\n32<\/td>\n-0.0866 %<\/td>\n2,793.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n4.32 %<\/td>\n30,999<\/td>\n5.00<\/td>\n12<\/td>\n0.1359 %<\/td>\n2,199.8<\/td>\n<\/tr>\n<\/table>\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
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 13.66
\nEvaluated at bid price : 13.66
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 4.08 %<\/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>\n278,740<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n183,426<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n121,876<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n41,720<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.67
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n41,260<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n36,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
There were 15 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
HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 11.85 – 12.25
\nSpot Rate : 0.4000
\nAverage : 0.2562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-19
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.46 – 17.84
\nSpot Rate : 0.3800
\nAverage : 0.2549<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.46
\nBid-YTW : 8.53 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.24 – 23.48
\nSpot Rate : 0.2400
\nAverage : 0.1468<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.24
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.52 – 22.77
\nSpot Rate : 0.2500
\nAverage : 0.1641<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.52
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 17.77 – 18.00
\nSpot Rate : 0.2300
\nAverage : 0.1496<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.77
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset<\/td>\nQuote: 25.52 – 25.85
\nSpot Rate : 0.3300
\nAverage : 0.2587<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 4.04 %<\/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-33664","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33664","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=33664"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33664\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33664"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33664"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33664"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}