{"id":47955,"date":"2016-12-13T15:26:00","date_gmt":"2016-12-13T15:26:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47955"},"modified":"2025-06-27T15:29:03","modified_gmt":"2025-06-27T15:29:03","slug":"december-13-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47955","title":{"rendered":"December 13, 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>\n0.2575 %<\/td>\n1,756.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2575 %<\/td>\n3,208.7<\/td>\n<\/tr>\n
Floater<\/td>\n4.31 %<\/td>\n4.41 %<\/td>\n55,052<\/td>\n16.62<\/td>\n4<\/td>\n0.2575 %<\/td>\n1,849.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1125 %<\/td>\n2,928.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.51 %<\/td>\n53,494<\/td>\n1.97<\/td>\n6<\/td>\n0.1125 %<\/td>\n3,497.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1125 %<\/td>\n2,729.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.47 %<\/td>\n5.40 %<\/td>\n88,764<\/td>\n14.42<\/td>\n23<\/td>\n0.0281 %<\/td>\n2,646.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.48 %<\/td>\n5.50 %<\/td>\n97,443<\/td>\n14.59<\/td>\n15<\/td>\n0.3123 %<\/td>\n2,743.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.87 %<\/td>\n4.68 %<\/td>\n217,568<\/td>\n6.79<\/td>\n96<\/td>\n0.2370 %<\/td>\n2,101.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.03 %<\/td>\n143,601<\/td>\n4.55<\/td>\n32<\/td>\n0.0383 %<\/td>\n2,742.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.83 %<\/td>\n3.80 %<\/td>\n45,759<\/td>\n4.81<\/td>\n12<\/td>\n0.2802 %<\/td>\n2,310.1<\/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
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.16
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.97
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 15.57
\nEvaluated at bid price : 15.57
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\n1.32 %<\/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 : 6.54 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.26
\nBid-YTW : 9.20 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 11.96
\nEvaluated at bid price : 11.96
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 3.80 %<\/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>\n226,890<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 1.17 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n185,425<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n170,193<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n125,836<\/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 : 5.03 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n93,133<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 18.94
\nEvaluated at bid price : 18.94
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n84,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.66
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
There were 82 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
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.54 – 23.92
\nSpot Rate : 0.3800
\nAverage : 0.2138<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.54
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

RY.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.35 – 24.60
\nSpot Rate : 0.2500
\nAverage : 0.1526<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.59 – 25.85
\nSpot Rate : 0.2600
\nAverage : 0.1733<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 21.52 – 21.70
\nSpot Rate : 0.1800
\nAverage : 0.1194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-13
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.54 – 24.77
\nSpot Rate : 0.2300
\nAverage : 0.1728<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.54
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 26.00 – 26.22
\nSpot Rate : 0.2200
\nAverage : 0.1630<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.58 %<\/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-47955","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47955","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=47955"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47955\/revisions"}],"predecessor-version":[{"id":47956,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47955\/revisions\/47956"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47955"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47955"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47955"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}