{"id":33977,"date":"2016-11-29T00:28:49","date_gmt":"2016-11-29T05:28:49","guid":{"rendered":"http:\/\/prefblog.com\/?p=33977"},"modified":"2016-11-29T00:28:49","modified_gmt":"2016-11-29T05:28:49","slug":"november-28-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33977","title":{"rendered":"November 28, 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>\n0.0452 %<\/td>\n1,754.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0452 %<\/td>\n3,205.5<\/td>\n<\/tr>\n
Floater<\/td>\n4.27 %<\/td>\n4.43 %<\/td>\n47,422<\/td>\n16.49<\/td>\n4<\/td>\n0.0452 %<\/td>\n1,847.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1090 %<\/td>\n2,917.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.40 %<\/td>\n51,006<\/td>\n2.01<\/td>\n6<\/td>\n0.1090 %<\/td>\n3,484.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1090 %<\/td>\n2,718.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n5.33 %<\/td>\n80,831<\/td>\n14.46<\/td>\n23<\/td>\n0.0332 %<\/td>\n2,653.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.37 %<\/td>\n95,655<\/td>\n14.80<\/td>\n15<\/td>\n0.2090 %<\/td>\n2,775.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.89 %<\/td>\n4.60 %<\/td>\n207,533<\/td>\n6.84<\/td>\n96<\/td>\n0.1017 %<\/td>\n2,087.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.52 %<\/td>\n137,603<\/td>\n6.42<\/td>\n32<\/td>\n0.2280 %<\/td>\n2,756.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.84 %<\/td>\n42,302<\/td>\n4.85<\/td>\n12<\/td>\n0.0680 %<\/td>\n2,305.3<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.51
\nBid-YTW : 10.97 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.33
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.92
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.41
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.37
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
SLF.PR.K<\/td>\nFloatingReset<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.70
\nBid-YTW : 8.33 %<\/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.PF.I<\/td>\nFixedReset<\/td>\n452,668<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 23.15
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n426,019<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n352,910<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n221,965<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n175,465<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n71,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.27 %<\/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
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.21 – 23.90
\nSpot Rate : 0.6900
\nAverage : 0.4562<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.21
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 13.33 – 13.69
\nSpot Rate : 0.3600
\nAverage : 0.2571<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.33
\nBid-YTW : 11.09 %<\/td>\n<\/tr>\n

RY.PR.P<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.31 – 25.60
\nSpot Rate : 0.2900
\nAverage : 0.1896<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.73 – 21.98
\nSpot Rate : 0.2500
\nAverage : 0.1593<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.73
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.69 – 25.04
\nSpot Rate : 0.3500
\nAverage : 0.2624<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-11-28
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.69
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.26 – 22.52
\nSpot Rate : 0.2600
\nAverage : 0.1782<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 6.39 %<\/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-33977","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33977","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=33977"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33977\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33977"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33977"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33977"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}