{"id":33973,"date":"2016-11-25T23:27:45","date_gmt":"2016-11-26T04:27:45","guid":{"rendered":"http:\/\/prefblog.com\/?p=33973"},"modified":"2016-11-25T23:27:45","modified_gmt":"2016-11-26T04:27:45","slug":"november-25-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33973","title":{"rendered":"November 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>\n0.2267 %<\/td>\n1,753.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2267 %<\/td>\n3,204.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.27 %<\/td>\n4.43 %<\/td>\n47,986<\/td>\n16.49<\/td>\n4<\/td>\n0.2267 %<\/td>\n1,846.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0996 %<\/td>\n2,914.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.31 %<\/td>\n52,796<\/td>\n2.02<\/td>\n6<\/td>\n0.0996 %<\/td>\n3,480.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0996 %<\/td>\n2,715.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n5.11 %<\/td>\n83,871<\/td>\n14.49<\/td>\n23<\/td>\n-0.0594 %<\/td>\n2,652.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.38 %<\/td>\n91,371<\/td>\n14.80<\/td>\n15<\/td>\n-0.1014 %<\/td>\n2,769.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.89 %<\/td>\n4.62 %<\/td>\n207,550<\/td>\n6.80<\/td>\n96<\/td>\n0.0876 %<\/td>\n2,084.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.27 %<\/td>\n136,277<\/td>\n4.60<\/td>\n32<\/td>\n0.0651 %<\/td>\n2,749.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.83 %<\/td>\n43,998<\/td>\n4.86<\/td>\n12<\/td>\n-0.2541 %<\/td>\n2,303.7<\/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
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.46
\nBid-YTW : 10.94 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.83
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BNS.PR.C<\/td>\nFloatingReset<\/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 : 23.25
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BNS.PR.B<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.05
\nBid-YTW : 9.92 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 13.45
\nEvaluated at bid price : 13.45
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 9.58 %<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.D<\/td>\nFixedReset<\/td>\n310,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n233,332<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n222,465<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n212,864<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n126,982<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n125,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.03
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n116,575<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 23.15
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
There were 48 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: 19.65 – 22.50
\nSpot Rate : 2.8500
\nAverage : 2.5331<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 16.92 – 17.18
\nSpot Rate : 0.2600
\nAverage : 0.1759<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.92
\nBid-YTW : 8.65 %<\/td>\n<\/tr>\n

SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.87 – 23.15
\nSpot Rate : 0.2800
\nAverage : 0.2064<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.87
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset<\/td>\nQuote: 20.30 – 20.52
\nSpot Rate : 0.2200
\nAverage : 0.1520<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 20.06 – 20.30
\nSpot Rate : 0.2400
\nAverage : 0.1757<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-25
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 25.83 – 26.20
\nSpot Rate : 0.3700
\nAverage : 0.3069<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.83
\nBid-YTW : 5.09 %<\/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-33973","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33973","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=33973"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33973\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33973"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33973"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33973"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}