{"id":33761,"date":"2016-10-13T22:11:37","date_gmt":"2016-10-14T03:11:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=33761"},"modified":"2016-10-13T22:11:37","modified_gmt":"2016-10-14T03:11:37","slug":"october-13-2016-2","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33761","title":{"rendered":"October 13, 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-0.3936 %<\/td>\n1,701.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3936 %<\/td>\n3,107.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.39 %<\/td>\n4.53 %<\/td>\n43,996<\/td>\n16.38<\/td>\n4<\/td>\n-0.3936 %<\/td>\n1,791.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0265 %<\/td>\n2,893.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.43 %<\/td>\n45,419<\/td>\n2.12<\/td>\n6<\/td>\n-0.0265 %<\/td>\n3,454.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0265 %<\/td>\n2,695.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.37 %<\/td>\n4.73 %<\/td>\n69,971<\/td>\n1.93<\/td>\n23<\/td>\n-0.1667 %<\/td>\n2,685.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.11 %<\/td>\n101,138<\/td>\n15.24<\/td>\n15<\/td>\n-0.3344 %<\/td>\n2,892.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.94 %<\/td>\n4.36 %<\/td>\n152,224<\/td>\n6.89<\/td>\n92<\/td>\n0.1499 %<\/td>\n2,056.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n5.01 %<\/td>\n112,875<\/td>\n1.17<\/td>\n32<\/td>\n0.0561 %<\/td>\n2,797.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.00 %<\/td>\n4.33 %<\/td>\n38,498<\/td>\n4.97<\/td>\n12<\/td>\n0.0132 %<\/td>\n2,221.1<\/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
FTS.PR.M<\/td>\nFixedReset<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 11.60
\nEvaluated at bid price : 11.60
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.85
\nBid-YTW : 11.05 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 18.44
\nEvaluated at bid price : 18.44
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 4.49 %<\/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
NA.PR.A<\/td>\nFixedReset<\/td>\n123,860<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n118,345<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n80,964<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n64,850<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.43
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n64,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.54
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n54,225<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
There were 42 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
IFC.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 18.20 – 19.20
\nSpot Rate : 1.0000
\nAverage : 0.6558<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset<\/td>\nQuote: 19.40 – 19.93
\nSpot Rate : 0.5300
\nAverage : 0.3327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-13
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.03 – 25.48
\nSpot Rate : 0.4500
\nAverage : 0.2819<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.80 – 26.30
\nSpot Rate : 0.5000
\nAverage : 0.3589<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 23.74 – 24.19
\nSpot Rate : 0.4500
\nAverage : 0.3227<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.90 – 20.33
\nSpot Rate : 0.4300
\nAverage : 0.3125<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.98 %<\/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-33761","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33761","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=33761"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33761\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33761"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33761"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33761"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}