{"id":33843,"date":"2016-11-04T02:59:54","date_gmt":"2016-11-04T07:59:54","guid":{"rendered":"http:\/\/prefblog.com\/?p=33843"},"modified":"2016-11-04T02:59:54","modified_gmt":"2016-11-04T07:59:54","slug":"november-3-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33843","title":{"rendered":"November 3, 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>\n0.1623 %<\/td>\n1,713.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1623 %<\/td>\n3,130.2<\/td>\n<\/tr>\n
Floater<\/td>\n4.37 %<\/td>\n4.53 %<\/td>\n43,541<\/td>\n16.34<\/td>\n4<\/td>\n0.1623 %<\/td>\n1,803.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0132 %<\/td>\n2,905.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.67 %<\/td>\n68,334<\/td>\n2.06<\/td>\n6<\/td>\n0.0132 %<\/td>\n3,470.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0132 %<\/td>\n2,707.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.74 %<\/td>\n73,315<\/td>\n2.02<\/td>\n23<\/td>\n-0.1612 %<\/td>\n2,698.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.12 %<\/td>\n91,659<\/td>\n15.23<\/td>\n15<\/td>\n-0.1891 %<\/td>\n2,908.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.82 %<\/td>\n4.24 %<\/td>\n190,881<\/td>\n6.88<\/td>\n93<\/td>\n0.2293 %<\/td>\n2,110.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n4.64 %<\/td>\n116,968<\/td>\n1.11<\/td>\n32<\/td>\n-0.0817 %<\/td>\n2,800.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.44 %<\/td>\n43,590<\/td>\n4.93<\/td>\n12<\/td>\n0.1324 %<\/td>\n2,293.4<\/td>\n<\/tr>\n<\/table>\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-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.95
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.04
\nBid-YTW : 10.15 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.67
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 18.44
\nEvaluated at bid price : 18.44
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.91
\nBid-YTW : 9.29 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 4.39 %<\/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
BAM.PR.T<\/td>\nFixedReset<\/td>\n162,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 16.09
\nEvaluated at bid price : 16.09
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n115,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.78
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n109,020<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 10.54
\nEvaluated at bid price : 10.54
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n75,694<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n68,640<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n66,874<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
There were 59 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
GRP.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.67 – 26.49
\nSpot Rate : 0.8200
\nAverage : 0.5944<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-12-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : -20.86 %<\/td>\n<\/tr>\n

SLF.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 15.95 – 16.90
\nSpot Rate : 0.9500
\nAverage : 0.7548<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.95
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.00 – 25.45
\nSpot Rate : 0.4500
\nAverage : 0.2938<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 21.22 – 21.63
\nSpot Rate : 0.4100
\nAverage : 0.2593<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 21.22
\nEvaluated at bid price : 21.22
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 14.47 – 14.83
\nSpot Rate : 0.3600
\nAverage : 0.2333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-03
\nMaturity Price : 14.47
\nEvaluated at bid price : 14.47
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n

CGI.PR.D<\/td>\nSplitShare<\/td>\nQuote: 24.90 – 25.25
\nSpot Rate : 0.3500
\nAverage : 0.2511<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2023-06-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 3.93 %<\/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-33843","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33843","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=33843"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33843\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33843"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33843"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33843"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}