{"id":33858,"date":"2016-11-07T22:09:24","date_gmt":"2016-11-08T03:09:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=33858"},"modified":"2016-11-07T22:09:24","modified_gmt":"2016-11-08T03:09:24","slug":"november-7-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33858","title":{"rendered":"November 7, 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>\n0.4638 %<\/td>\n1,718.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4638 %<\/td>\n3,138.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.36 %<\/td>\n4.52 %<\/td>\n44,025<\/td>\n16.35<\/td>\n4<\/td>\n0.4638 %<\/td>\n1,808.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1058 %<\/td>\n2,903.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.50 %<\/td>\n44,769<\/td>\n2.05<\/td>\n6<\/td>\n0.1058 %<\/td>\n3,467.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1058 %<\/td>\n2,705.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.70 %<\/td>\n71,064<\/td>\n2.00<\/td>\n23<\/td>\n0.0516 %<\/td>\n2,700.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.14 %<\/td>\n5.12 %<\/td>\n88,503<\/td>\n15.24<\/td>\n15<\/td>\n0.0624 %<\/td>\n2,912.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.84 %<\/td>\n4.22 %<\/td>\n189,285<\/td>\n6.86<\/td>\n93<\/td>\n-0.1100 %<\/td>\n2,104.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n3.63 %<\/td>\n120,770<\/td>\n0.39<\/td>\n32<\/td>\n0.0422 %<\/td>\n2,797.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n3.34 %<\/td>\n44,687<\/td>\n4.93<\/td>\n12<\/td>\n-0.1535 %<\/td>\n2,291.4<\/td>\n<\/tr>\n<\/table>\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 : 8.82 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.85
\nBid-YTW : 10.36 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 12.03
\nEvaluated at bid price : 12.03
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 13.27
\nEvaluated at bid price : 13.27
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 14.36
\nEvaluated at bid price : 14.36
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 4.55 %<\/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>\n121,845<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n117,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n112,365<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n76,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 24.01
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BMO.PR.L<\/td>\nDeemed-Retractible<\/td>\n65,990<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-12-07
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.40
\nBid-YTW : -4.86 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n59,625<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.57
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
There were 34 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
IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 20.32 – 20.61
\nSpot Rate : 0.2900
\nAverage : 0.2009<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 14.36 – 14.66
\nSpot Rate : 0.3000
\nAverage : 0.2125<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-07
\nMaturity Price : 14.36
\nEvaluated at bid price : 14.36
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

BMO.PR.Z<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.15 – 25.34
\nSpot Rate : 0.1900
\nAverage : 0.1252<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

BNS.PR.B<\/td>\nFloatingReset<\/td>\nQuote: 23.47 – 23.62
\nSpot Rate : 0.1500
\nAverage : 0.0972<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.47
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.06 – 23.23
\nSpot Rate : 0.1700
\nAverage : 0.1176<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

TD.PR.Z<\/td>\nFloatingReset<\/td>\nQuote: 23.45 – 23.63
\nSpot Rate : 0.1800
\nAverage : 0.1344<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 3.33 %<\/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-33858","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33858","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=33858"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33858\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33858"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33858"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33858"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}