{"id":34006,"date":"2016-12-02T23:45:16","date_gmt":"2016-12-03T04:45:16","guid":{"rendered":"http:\/\/prefblog.com\/?p=34006"},"modified":"2016-12-02T23:45:16","modified_gmt":"2016-12-03T04:45:16","slug":"december-2-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=34006","title":{"rendered":"December 2, 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>\n-0.0677 %<\/td>\n1,755.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0677 %<\/td>\n3,207.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.27 %<\/td>\n4.41 %<\/td>\n47,884<\/td>\n16.51<\/td>\n4<\/td>\n-0.0677 %<\/td>\n1,848.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1128 %<\/td>\n2,920.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.45 %<\/td>\n54,093<\/td>\n2.00<\/td>\n6<\/td>\n0.1128 %<\/td>\n3,487.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1128 %<\/td>\n2,721.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n5.32 %<\/td>\n84,165<\/td>\n14.39<\/td>\n23<\/td>\n-0.1327 %<\/td>\n2,652.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.46 %<\/td>\n5.47 %<\/td>\n94,579<\/td>\n14.67<\/td>\n15<\/td>\n-0.5924 %<\/td>\n2,746.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.85 %<\/td>\n4.58 %<\/td>\n208,363<\/td>\n6.85<\/td>\n96<\/td>\n-0.0140 %<\/td>\n2,107.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.18 %<\/td>\n5.26 %<\/td>\n137,154<\/td>\n4.58<\/td>\n32<\/td>\n-0.0971 %<\/td>\n2,745.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.88 %<\/td>\n3.84 %<\/td>\n44,176<\/td>\n4.84<\/td>\n12<\/td>\n-0.0510 %<\/td>\n2,306.3<\/td>\n<\/tr>\n<\/table>\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
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.46
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.44
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.77
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.51
\nBid-YTW : 9.95 %<\/td>\n<\/tr>\n<\/table>\n\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
BNS.PR.G<\/td>\nFixedReset<\/td>\n512,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.57
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n501,882<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n501,331<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.88
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n398,870<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n380,185<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n342,387<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.46
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n282,650<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n155,671<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n139,265<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
There were 57 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: 22.46 – 23.10
\nSpot Rate : 0.6400
\nAverage : 0.5035<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.46
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.59 – 24.90
\nSpot Rate : 0.3100
\nAverage : 0.1995<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.59
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

TD.PR.Z<\/td>\nFloatingReset<\/td>\nQuote: 23.06 – 23.36
\nSpot Rate : 0.3000
\nAverage : 0.2125<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.06
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

TD.PF.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.68 – 24.97
\nSpot Rate : 0.2900
\nAverage : 0.2059<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.50 – 24.91
\nSpot Rate : 0.4100
\nAverage : 0.3267<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-02
\nMaturity Price : 24.11
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 13.60 – 13.86
\nSpot Rate : 0.2600
\nAverage : 0.1867<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.60
\nBid-YTW : 10.81 %<\/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-34006","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/34006","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=34006"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/34006\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=34006"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=34006"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=34006"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}