{"id":33790,"date":"2016-10-21T00:40:38","date_gmt":"2016-10-21T05:40:38","guid":{"rendered":"http:\/\/prefblog.com\/?p=33790"},"modified":"2016-10-21T00:40:38","modified_gmt":"2016-10-21T05:40:38","slug":"october-20-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33790","title":{"rendered":"October 20, 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-0.4824 %<\/td>\n1,713.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4824 %<\/td>\n3,129.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.36 %<\/td>\n4.51 %<\/td>\n43,750<\/td>\n16.41<\/td>\n4<\/td>\n-0.4824 %<\/td>\n1,803.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0463 %<\/td>\n2,903.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.49 %<\/td>\n40,515<\/td>\n2.10<\/td>\n6<\/td>\n0.0463 %<\/td>\n3,467.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0463 %<\/td>\n2,705.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.74 %<\/td>\n70,934<\/td>\n0.11<\/td>\n23<\/td>\n0.0103 %<\/td>\n2,693.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.09 %<\/td>\n98,669<\/td>\n15.32<\/td>\n15<\/td>\n-0.0790 %<\/td>\n2,911.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.83 %<\/td>\n4.26 %<\/td>\n161,549<\/td>\n6.90<\/td>\n92<\/td>\n0.1781 %<\/td>\n2,102.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.01 %<\/td>\n3.25 %<\/td>\n112,064<\/td>\n0.44<\/td>\n32<\/td>\n0.0508 %<\/td>\n2,806.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.96 %<\/td>\n3.99 %<\/td>\n40,897<\/td>\n4.95<\/td>\n12<\/td>\n0.3763 %<\/td>\n2,268.7<\/td>\n<\/tr>\n<\/table>\n\n\n\n\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
FTS.PR.M<\/td>\nFixedReset<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 19.33
\nEvaluated at bid price : 19.33
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.25
\nBid-YTW : 10.67 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.03
\nBid-YTW : 4.97 %<\/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>\n820,915<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.91
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n103,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-11-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : -3.63 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n102,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 24.61
\nEvaluated at bid price : 24.87
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n85,853<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.78
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n77,265<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n63,087<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.79
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
There were 57 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: 18.55 – 23.00
\nSpot Rate : 4.4500
\nAverage : 3.7530<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 14.59 – 14.90
\nSpot Rate : 0.3100
\nAverage : 0.2017<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 14.59
\nEvaluated at bid price : 14.59
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset<\/td>\nQuote: 26.05 – 26.45
\nSpot Rate : 0.4000
\nAverage : 0.2926<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset<\/td>\nQuote: 19.05 – 19.34
\nSpot Rate : 0.2900
\nAverage : 0.1899<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.63 – 15.85
\nSpot Rate : 0.2200
\nAverage : 0.1433<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.63
\nBid-YTW : 9.56 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.35 – 24.65
\nSpot Rate : 0.3000
\nAverage : 0.2238<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-20
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.09 %<\/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-33790","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33790","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=33790"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33790\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33790"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33790"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33790"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}