{"id":33954,"date":"2016-11-23T02:22:36","date_gmt":"2016-11-23T07:22:36","guid":{"rendered":"http:\/\/prefblog.com\/?p=33954"},"modified":"2016-11-23T02:22:36","modified_gmt":"2016-11-23T07:22:36","slug":"november-22-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33954","title":{"rendered":"November 22, 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>\n0.0910 %<\/td>\n1,744.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0910 %<\/td>\n3,186.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.30 %<\/td>\n4.47 %<\/td>\n48,723<\/td>\n16.42<\/td>\n4<\/td>\n0.0910 %<\/td>\n1,836.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1197 %<\/td>\n2,910.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n4.27 %<\/td>\n49,154<\/td>\n2.03<\/td>\n6<\/td>\n0.1197 %<\/td>\n3,475.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1197 %<\/td>\n2,711.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n5.05 %<\/td>\n79,810<\/td>\n14.37<\/td>\n23<\/td>\n0.0750 %<\/td>\n2,661.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.39 %<\/td>\n92,001<\/td>\n14.82<\/td>\n15<\/td>\n-0.3115 %<\/td>\n2,777.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.90 %<\/td>\n4.63 %<\/td>\n209,073<\/td>\n6.84<\/td>\n96<\/td>\n0.2857 %<\/td>\n2,079.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.53 %<\/td>\n138,702<\/td>\n6.48<\/td>\n32<\/td>\n-0.1763 %<\/td>\n2,756.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n3.59 %<\/td>\n40,554<\/td>\n4.87<\/td>\n12<\/td>\n0.0467 %<\/td>\n2,307.1<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\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.H<\/td>\nFixedReset<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 13.65
\nEvaluated at bid price : 13.65
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.43
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.52
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 19.46
\nEvaluated at bid price : 19.46
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 16.29
\nEvaluated at bid price : 16.29
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.73
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.50
\nBid-YTW : 10.07 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 12.48
\nEvaluated at bid price : 12.48
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.76
\nBid-YTW : 10.67 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 14.58
\nEvaluated at bid price : 14.58
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 16.63
\nEvaluated at bid price : 16.63
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n<\/table>\n\n\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
MFC.PR.R<\/td>\nFixedReset<\/td>\n989,738<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n762,444<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.81
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n479,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n223,212<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n143,073<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n140,258<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n136,441<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-22
\nMaturity Price : 11.01
\nEvaluated at bid price : 11.01
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n128,988<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.79
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
There were 62 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: 19.30 – 22.50
\nSpot Rate : 3.2000
\nAverage : 3.0654<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.81 – 16.32
\nSpot Rate : 0.5100
\nAverage : 0.3818<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.81
\nBid-YTW : 9.75 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 19.30 – 19.60
\nSpot Rate : 0.3000
\nAverage : 0.1902<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n

IGM.PR.B<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.31 – 25.65
\nSpot Rate : 0.3400
\nAverage : 0.2439<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n

NA.PR.X<\/td>\nFixedReset<\/td>\nQuote: 26.27 – 26.50
\nSpot Rate : 0.2300
\nAverage : 0.1456<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.27
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

PVS.PR.D<\/td>\nSplitShare<\/td>\nQuote: 24.53 – 24.86
\nSpot Rate : 0.3300
\nAverage : 0.2458<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.53
\nBid-YTW : 4.92 %<\/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-33954","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33954","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=33954"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33954\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33954"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33954"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33954"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}