{"id":33753,"date":"2016-10-11T22:12:26","date_gmt":"2016-10-12T03:12:26","guid":{"rendered":"http:\/\/prefblog.com\/?p=33753"},"modified":"2016-10-11T22:12:26","modified_gmt":"2016-10-12T03:12:26","slug":"october-11-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33753","title":{"rendered":"October 11, 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>\n0.1382 %<\/td>\n1,719.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1382 %<\/td>\n3,141.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.35 %<\/td>\n4.50 %<\/td>\n42,672<\/td>\n16.44<\/td>\n4<\/td>\n0.1382 %<\/td>\n1,810.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0199 %<\/td>\n2,892.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.48 %<\/td>\n47,959<\/td>\n2.12<\/td>\n6<\/td>\n-0.0199 %<\/td>\n3,454.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0199 %<\/td>\n2,695.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.74 %<\/td>\n69,541<\/td>\n2.08<\/td>\n23<\/td>\n-0.1870 %<\/td>\n2,689.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.13 %<\/td>\n5.11 %<\/td>\n94,856<\/td>\n15.31<\/td>\n15<\/td>\n-0.1978 %<\/td>\n2,904.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.96 %<\/td>\n4.36 %<\/td>\n147,495<\/td>\n6.90<\/td>\n92<\/td>\n0.0569 %<\/td>\n2,049.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n2.97 %<\/td>\n110,630<\/td>\n0.29<\/td>\n32<\/td>\n-0.0534 %<\/td>\n2,800.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.00 %<\/td>\n4.27 %<\/td>\n40,710<\/td>\n4.97<\/td>\n12<\/td>\n-0.1364 %<\/td>\n2,219.5<\/td>\n<\/tr>\n<\/table>\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
FTS.PR.G<\/td>\nFixedReset<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.76
\nBid-YTW : 10.37 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.64
\nBid-YTW : 10.58 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 5.23 %<\/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
TD.PF.H<\/td>\nFixedReset<\/td>\n302,437<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n154,116<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n112,970<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n104,825<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 10.57
\nEvaluated at bid price : 10.57
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n102,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.05
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n90,572<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-11
\nMaturity Price : 13.91
\nEvaluated at bid price : 13.91
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
There were 48 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
W.PR.M<\/td>\nFixedReset<\/td>\nQuote: 25.95 – 26.39
\nSpot Rate : 0.4400
\nAverage : 0.2645<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

TD.PR.S<\/td>\nFixedReset<\/td>\nQuote: 23.56 – 23.99
\nSpot Rate : 0.4300
\nAverage : 0.2659<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.56
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.50 – 22.90
\nSpot Rate : 0.4000
\nAverage : 0.2604<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

BNS.PR.B<\/td>\nFloatingReset<\/td>\nQuote: 22.36 – 22.73
\nSpot Rate : 0.3700
\nAverage : 0.2527<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.36
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.30 – 25.69
\nSpot Rate : 0.3900
\nAverage : 0.2747<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset<\/td>\nQuote: 18.35 – 18.60
\nSpot Rate : 0.2500
\nAverage : 0.1487<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.96 %<\/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-33753","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33753","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=33753"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33753\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33753"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33753"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33753"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}