{"id":33962,"date":"2016-11-24T04:24:30","date_gmt":"2016-11-24T09:24:30","guid":{"rendered":"http:\/\/prefblog.com\/?p=33962"},"modified":"2016-11-24T04:24:30","modified_gmt":"2016-11-24T09:24:30","slug":"november-23-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33962","title":{"rendered":"November 23, 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>\n0.2501 %<\/td>\n1,748.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2501 %<\/td>\n3,194.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.29 %<\/td>\n4.46 %<\/td>\n48,506<\/td>\n16.43<\/td>\n4<\/td>\n0.2501 %<\/td>\n1,841.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3255 %<\/td>\n2,919.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.29 %<\/td>\n50,721<\/td>\n2.03<\/td>\n6<\/td>\n0.3255 %<\/td>\n3,486.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3255 %<\/td>\n2,720.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n5.05 %<\/td>\n78,553<\/td>\n14.41<\/td>\n23<\/td>\n-0.0732 %<\/td>\n2,659.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.39 %<\/td>\n92,545<\/td>\n14.81<\/td>\n15<\/td>\n-0.2083 %<\/td>\n2,772.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.90 %<\/td>\n4.61 %<\/td>\n208,315<\/td>\n6.81<\/td>\n96<\/td>\n0.0479 %<\/td>\n2,080.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.30 %<\/td>\n138,156<\/td>\n4.51<\/td>\n32<\/td>\n-0.1351 %<\/td>\n2,752.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.87 %<\/td>\n3.64 %<\/td>\n43,821<\/td>\n4.87<\/td>\n12<\/td>\n0.0424 %<\/td>\n2,308.0<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.97
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 13.50
\nEvaluated at bid price : 13.50
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 13.78
\nEvaluated at bid price : 13.78
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.03
\nBid-YTW : 9.94 %<\/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
TRP.PR.K<\/td>\nFixedReset<\/td>\n394,198<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n276,908<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n131,310<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 23.14
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
TD.PR.Z<\/td>\nFloatingReset<\/td>\n100,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.37
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n75,780<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 19.17
\nEvaluated at bid price : 19.17
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n72,021<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.47
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
There were 47 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
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.50 – 25.77
\nSpot Rate : 0.2700
\nAverage : 0.1679<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2016-12-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : -10.55 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.30 – 25.90
\nSpot Rate : 0.6000
\nAverage : 0.5106<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

IGM.PR.B<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.28 – 25.70
\nSpot Rate : 0.4200
\nAverage : 0.3360<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 20.82 – 21.07
\nSpot Rate : 0.2500
\nAverage : 0.1682<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.73 – 25.04
\nSpot Rate : 0.3100
\nAverage : 0.2346<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-23
\nMaturity Price : 24.33
\nEvaluated at bid price : 24.73
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

TD.PF.G<\/td>\nFixedReset<\/td>\nQuote: 26.38 – 26.57
\nSpot Rate : 0.1900
\nAverage : 0.1222<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.38
\nBid-YTW : 4.23 %<\/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-33962","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33962","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=33962"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33962\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33962"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33962"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33962"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}