{"id":33695,"date":"2016-09-24T00:48:54","date_gmt":"2016-09-24T05:48:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=33695"},"modified":"2016-09-24T00:48:54","modified_gmt":"2016-09-24T05:48:54","slug":"september-23-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33695","title":{"rendered":"September 23, 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-0.4968 %<\/td>\n1,698.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4968 %<\/td>\n3,103.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.87 %<\/td>\n4.60 %<\/td>\n90,578<\/td>\n16.24<\/td>\n4<\/td>\n-0.4968 %<\/td>\n1,788.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0159 %<\/td>\n2,880.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.05 %<\/td>\n4.73 %<\/td>\n81,363<\/td>\n2.17<\/td>\n5<\/td>\n-0.0159 %<\/td>\n3,440.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0159 %<\/td>\n2,684.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.50 %<\/td>\n4.61 %<\/td>\n66,703<\/td>\n1.96<\/td>\n12<\/td>\n0.0098 %<\/td>\n2,686.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.13 %<\/td>\n5.14 %<\/td>\n87,017<\/td>\n15.01<\/td>\n26<\/td>\n0.0127 %<\/td>\n2,906.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.98 %<\/td>\n4.46 %<\/td>\n149,265<\/td>\n6.94<\/td>\n92<\/td>\n0.0150 %<\/td>\n2,043.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n4.91 %<\/td>\n112,929<\/td>\n4.66<\/td>\n32<\/td>\n-0.0038 %<\/td>\n2,797.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n4.47 %<\/td>\n33,004<\/td>\n4.98<\/td>\n12<\/td>\n-0.4024 %<\/td>\n2,193.6<\/td>\n<\/tr>\n<\/table>\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.F<\/td>\nFloatingReset<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 13.71
\nEvaluated at bid price : 13.71
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 10.47
\nEvaluated at bid price : 10.47
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BMO.PR.A<\/td>\nFloatingReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 10.37
\nEvaluated at bid price : 10.37
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 4.94 %<\/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>\n214,830<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n213,511<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n126,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n55,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n51,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n43,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.36
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
There were 35 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
NA.PR.W<\/td>\nFixedReset<\/td>\nQuote: 18.20 – 18.48
\nSpot Rate : 0.2800
\nAverage : 0.1765<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

BMO.PR.A<\/td>\nFloatingReset<\/td>\nQuote: 21.25 – 21.90
\nSpot Rate : 0.6500
\nAverage : 0.5564<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.92 – 26.25
\nSpot Rate : 0.3300
\nAverage : 0.2479<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-10-23
\nMaturity Price : 25.75
\nEvaluated at bid price : 25.92
\nBid-YTW : -3.67 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.74 – 26.99
\nSpot Rate : 0.2500
\nAverage : 0.1734<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.69 – 26.07
\nSpot Rate : 0.3800
\nAverage : 0.3048<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.69
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 21.05 – 21.33
\nSpot Rate : 0.2800
\nAverage : 0.2125<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-09-23
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.16 %<\/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-33695","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33695","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=33695"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33695\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33695"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33695"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33695"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}