{"id":33999,"date":"2016-12-02T00:52:33","date_gmt":"2016-12-02T05:52:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=33999"},"modified":"2016-12-02T00:52:33","modified_gmt":"2016-12-02T05:52:33","slug":"december-1-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33999","title":{"rendered":"December 1, 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>\n0.2943 %<\/td>\n1,757.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2943 %<\/td>\n3,209.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.27 %<\/td>\n4.43 %<\/td>\n47,689<\/td>\n16.47<\/td>\n4<\/td>\n0.2943 %<\/td>\n1,849.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0862 %<\/td>\n2,917.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n4.52 %<\/td>\n54,401<\/td>\n4.33<\/td>\n6<\/td>\n-0.0862 %<\/td>\n3,483.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0862 %<\/td>\n2,718.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n5.34 %<\/td>\n82,105<\/td>\n14.41<\/td>\n23<\/td>\n-0.0733 %<\/td>\n2,656.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.43 %<\/td>\n94,610<\/td>\n14.73<\/td>\n15<\/td>\n-0.6982 %<\/td>\n2,762.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.85 %<\/td>\n4.55 %<\/td>\n206,764<\/td>\n6.85<\/td>\n96<\/td>\n0.4218 %<\/td>\n2,107.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.18 %<\/td>\n5.27 %<\/td>\n138,552<\/td>\n4.59<\/td>\n32<\/td>\n-0.2199 %<\/td>\n2,748.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.80 %<\/td>\n43,858<\/td>\n4.84<\/td>\n12<\/td>\n0.2556 %<\/td>\n2,307.5<\/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\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-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.74 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.56
\nBid-YTW : 10.78 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.22
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.32
\nBid-YTW : 10.14 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.19
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 12.47
\nEvaluated at bid price : 12.47
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BNS.PR.P<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.78
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 12.37
\nEvaluated at bid price : 12.37
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 11.24
\nEvaluated at bid price : 11.24
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.28
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.49
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.78
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.03
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.18
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n2.90 %<\/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 : 8.94 %<\/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
BNS.PR.N<\/td>\nDeemed-Retractible<\/td>\n1,108,845<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 2.97 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n447,660<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.86
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n98,642<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 23.14
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n84,173<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n75,724<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n62,267<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
There were 61 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
SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 20.28 – 21.85
\nSpot Rate : 1.5700
\nAverage : 0.8642<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.28
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

SLF.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 16.25 – 16.75
\nSpot Rate : 0.5000
\nAverage : 0.3640<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.74 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.32 – 14.65
\nSpot Rate : 0.3300
\nAverage : 0.2185<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.32
\nBid-YTW : 10.14 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 13.56 – 13.90
\nSpot Rate : 0.3400
\nAverage : 0.2419<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.56
\nBid-YTW : 10.78 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.31 – 23.62
\nSpot Rate : 0.3100
\nAverage : 0.2165<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-01
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 20.18 – 20.44
\nSpot Rate : 0.2600
\nAverage : 0.1719<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.18
\nBid-YTW : 6.66 %<\/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-33999","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33999","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=33999"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33999\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33999"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33999"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33999"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}