{"id":48008,"date":"2016-12-28T15:28:00","date_gmt":"2016-12-28T15:28:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48008"},"modified":"2025-06-30T15:29:04","modified_gmt":"2025-06-30T15:29:04","slug":"december-28-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48008","title":{"rendered":"December 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>\n0.8415 %<\/td>\n1,822.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8415 %<\/td>\n3,329.3<\/td>\n<\/tr>\n
Floater<\/td>\n4.15 %<\/td>\n4.20 %<\/td>\n63,094<\/td>\n17.00<\/td>\n4<\/td>\n0.8415 %<\/td>\n1,918.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2381 %<\/td>\n2,940.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.68 %<\/td>\n79,690<\/td>\n4.26<\/td>\n6<\/td>\n0.2381 %<\/td>\n3,511.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2381 %<\/td>\n2,739.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.46 %<\/td>\n5.16 %<\/td>\n87,812<\/td>\n14.47<\/td>\n23<\/td>\n0.3212 %<\/td>\n2,662.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.46 %<\/td>\n5.49 %<\/td>\n107,491<\/td>\n14.59<\/td>\n15<\/td>\n0.8108 %<\/td>\n2,757.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.69 %<\/td>\n4.54 %<\/td>\n260,841<\/td>\n6.77<\/td>\n96<\/td>\n1.1426 %<\/td>\n2,179.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.17 %<\/td>\n4.64 %<\/td>\n141,672<\/td>\n4.51<\/td>\n32<\/td>\n0.2454 %<\/td>\n2,756.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n3.79 %<\/td>\n45,929<\/td>\n4.78<\/td>\n12<\/td>\n0.8869 %<\/td>\n2,333.5<\/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\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\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
BNS.PR.B<\/td>\nFloatingReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.11
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.94
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
GRP.PR.A<\/td>\nSplitShare<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : -18.33 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 11.08
\nEvaluated at bid price : 11.08
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.62
\nEvaluated at bid price : 22.87
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.39
\nBid-YTW : 10.19 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.64
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.69
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TD.PR.Z<\/td>\nFloatingReset<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BNS.PR.A<\/td>\nFloatingReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.89
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.63
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.83
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 20.96
\nEvaluated at bid price : 20.96
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.65
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 14.01
\nEvaluated at bid price : 14.01
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 14.41
\nEvaluated at bid price : 14.41
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.18
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.09
\nEvaluated at bid price : 21.09
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.96
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.79
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.79
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.45
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 17.19
\nEvaluated at bid price : 17.19
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.13
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n1.97 %<\/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 : 3.57 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.74
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 13.23
\nEvaluated at bid price : 13.23
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.24
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.19
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.79
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 15.29
\nEvaluated at bid price : 15.29
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.64
\nBid-YTW : 9.08 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 18.63
\nEvaluated at bid price : 18.63
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.06
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 13.31
\nEvaluated at bid price : 13.31
\nBid-YTW : 4.51 %<\/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
TD.PF.H<\/td>\nFixedReset<\/td>\n172,852<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
BNS.PR.N<\/td>\nDeemed-Retractible<\/td>\n162,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-01-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 0.78 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n118,853<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 11.25
\nEvaluated at bid price : 11.25
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n81,575<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n77,805<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\n62,712<\/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 : 6.58 %<\/td>\n<\/tr>\n
There were 32 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
VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.62 – 20.26
\nSpot Rate : 0.6400
\nAverage : 0.4180<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.82 – 16.24
\nSpot Rate : 0.4200
\nAverage : 0.2696<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-12-28
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

TD.PR.Z<\/td>\nFloatingReset<\/td>\nQuote: 23.20 – 23.58
\nSpot Rate : 0.3800
\nAverage : 0.2436<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

SLF.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 16.91 – 17.49
\nSpot Rate : 0.5800
\nAverage : 0.4462<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.91
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n

TD.PR.T<\/td>\nFloatingReset<\/td>\nQuote: 23.25 – 23.62
\nSpot Rate : 0.3700
\nAverage : 0.2765<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n

RY.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.70 – 24.95
\nSpot Rate : 0.2500
\nAverage : 0.1690<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 3.62 %<\/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-48008","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48008","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=48008"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48008\/revisions"}],"predecessor-version":[{"id":48009,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48008\/revisions\/48009"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48008"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48008"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48008"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}