{"id":48116,"date":"2017-02-16T11:08:00","date_gmt":"2017-02-16T16:08:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48116"},"modified":"2025-07-10T11:09:16","modified_gmt":"2025-07-10T15:09:16","slug":"february-16-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48116","title":{"rendered":"February 16, 2017"},"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>\n0.0795 %<\/td>\n2,012.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0795 %<\/td>\n3,691.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.75 %<\/td>\n3.94 %<\/td>\n50,062<\/td>\n17.49<\/td>\n4<\/td>\n0.0795 %<\/td>\n2,127.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1077 %<\/td>\n2,970.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.51 %<\/td>\n56,853<\/td>\n4.13<\/td>\n4<\/td>\n-0.1077 %<\/td>\n3,547.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1077 %<\/td>\n2,768.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.42 %<\/td>\n-3.21 %<\/td>\n73,220<\/td>\n0.09<\/td>\n16<\/td>\n0.1247 %<\/td>\n2,733.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.16 %<\/td>\n103,752<\/td>\n15.06<\/td>\n22<\/td>\n0.0305 %<\/td>\n2,912.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.48 %<\/td>\n4.14 %<\/td>\n228,690<\/td>\n6.72<\/td>\n97<\/td>\n0.0278 %<\/td>\n2,296.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n0.46 %<\/td>\n128,088<\/td>\n0.12<\/td>\n31<\/td>\n0.2560 %<\/td>\n2,844.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.49 %<\/td>\n3.22 %<\/td>\n48,030<\/td>\n4.67<\/td>\n9<\/td>\n0.1130 %<\/td>\n2,453.3<\/td>\n<\/tr>\n<\/table>\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.P<\/td>\nDeemed-Retractible<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.83
\nBid-YTW : 4.82 %<\/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
MFC.PR.I<\/td>\nFixedReset<\/td>\n364,210<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n200,896<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.04
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n144,747<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n109,586<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n86,824<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n72,799<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
There were 33 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
PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 26.21 – 26.99
\nSpot Rate : 0.7800
\nAverage : 0.5076<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset<\/td>\nQuote: 21.65 – 22.02
\nSpot Rate : 0.3700
\nAverage : 0.2314<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 21.00 – 21.40
\nSpot Rate : 0.4000
\nAverage : 0.2690<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 14.14 – 14.60
\nSpot Rate : 0.4600
\nAverage : 0.3431<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 14.14
\nEvaluated at bid price : 14.14
\nBid-YTW : 3.36 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 15.17 – 15.45
\nSpot Rate : 0.2800
\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 : 15.17
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset<\/td>\nQuote: 19.05 – 19.34
\nSpot Rate : 0.2900
\nAverage : 0.2151<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-16
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.39 %<\/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-48116","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48116","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=48116"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48116\/revisions"}],"predecessor-version":[{"id":48117,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48116\/revisions\/48117"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48116"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48116"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48116"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}