{"id":33812,"date":"2016-10-26T00:58:16","date_gmt":"2016-10-26T05:58:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=33812"},"modified":"2016-10-26T00:58:16","modified_gmt":"2016-10-26T05:58:16","slug":"october-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33812","title":{"rendered":"October 25, 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-0.2791 %<\/td>\n1,700.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2791 %<\/td>\n3,107.0<\/td>\n<\/tr>\n
Floater<\/td>\n4.41 %<\/td>\n4.54 %<\/td>\n42,393<\/td>\n16.34<\/td>\n4<\/td>\n-0.2791 %<\/td>\n1,790.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1453 %<\/td>\n2,899.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.62 %<\/td>\n41,790<\/td>\n2.08<\/td>\n6<\/td>\n-0.1453 %<\/td>\n3,463.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1453 %<\/td>\n2,702.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.67 %<\/td>\n74,273<\/td>\n0.98<\/td>\n23<\/td>\n-0.1507 %<\/td>\n2,701.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.08 %<\/td>\n96,878<\/td>\n15.26<\/td>\n15<\/td>\n0.1668 %<\/td>\n2,913.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.86 %<\/td>\n4.24 %<\/td>\n165,911<\/td>\n6.90<\/td>\n93<\/td>\n-0.1011 %<\/td>\n2,092.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n3.35 %<\/td>\n111,775<\/td>\n0.42<\/td>\n32<\/td>\n-0.0102 %<\/td>\n2,808.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.75 %<\/td>\n42,306<\/td>\n4.93<\/td>\n12<\/td>\n-0.3665 %<\/td>\n2,258.9<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.K<\/td>\nFloatingReset<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.53 %<\/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 : 11.03 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.38
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.58
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.32 %<\/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
RY.PR.Q<\/td>\nFixedReset<\/td>\n316,230<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.61
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n277,250<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.72
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n191,190<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
RY.PR.L<\/td>\nFixedReset<\/td>\n132,544<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n119,945<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.68
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n109,308<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
There were 46 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
SLF.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 16.25 – 16.75
\nSpot Rate : 0.5000
\nAverage : 0.2897<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 18.01 – 18.31
\nSpot Rate : 0.3000
\nAverage : 0.1963<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset<\/td>\nQuote: 19.50 – 19.75
\nSpot Rate : 0.2500
\nAverage : 0.1591<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-25
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

W.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.51 – 25.79
\nSpot Rate : 0.2800
\nAverage : 0.1955<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : -16.55 %<\/td>\n<\/tr>\n

IFC.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 18.55 – 23.00
\nSpot Rate : 4.4500
\nAverage : 4.3744<\/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 : 7.41 %<\/td>\n<\/tr>\n

GRP.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.67 – 26.00
\nSpot Rate : 0.3300
\nAverage : 0.2559<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : -22.52 %<\/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-33812","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33812","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=33812"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33812\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33812"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33812"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33812"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}