{"id":48139,"date":"2017-02-24T21:18:00","date_gmt":"2017-02-25T02:18:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48139"},"modified":"2025-07-10T21:18:28","modified_gmt":"2025-07-11T01:18:28","slug":"february-24-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48139","title":{"rendered":"February 24, 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>\n-0.3079 %<\/td>\n2,069.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3079 %<\/td>\n3,798.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.65 %<\/td>\n3.85 %<\/td>\n55,025<\/td>\n17.68<\/td>\n4<\/td>\n-0.3079 %<\/td>\n2,188.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1083 %<\/td>\n2,996.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.05 %<\/td>\n60,123<\/td>\n0.77<\/td>\n4<\/td>\n0.1083 %<\/td>\n3,577.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1083 %<\/td>\n2,791.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41 %<\/td>\n-4.95 %<\/td>\n70,726<\/td>\n0.09<\/td>\n16<\/td>\n0.1316 %<\/td>\n2,742.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.14 %<\/td>\n99,749<\/td>\n15.06<\/td>\n22<\/td>\n0.0971 %<\/td>\n2,919.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.42 %<\/td>\n4.03 %<\/td>\n237,065<\/td>\n6.77<\/td>\n97<\/td>\n-0.1541 %<\/td>\n2,332.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n1.01 %<\/td>\n133,638<\/td>\n0.10<\/td>\n31<\/td>\n-0.1734 %<\/td>\n2,851.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.12 %<\/td>\n51,422<\/td>\n4.65<\/td>\n9<\/td>\n0.1171 %<\/td>\n2,477.8<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n-3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.40
\nBid-YTW : 9.32 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 3.22 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.34
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 16.37
\nEvaluated at bid price : 16.37
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 13.17
\nEvaluated at bid price : 13.17
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.41
\nBid-YTW : 8.54 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.88
\nBid-YTW : 4.37 %<\/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
TRP.PR.K<\/td>\nFixedReset<\/td>\n134,415<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n88,896<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.57
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n72,079<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset<\/td>\n62,857<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n47,763<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n46,500<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
There were 35 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.S<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.70 – 25.80
\nSpot Rate : 1.1000
\nAverage : 0.6269<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 18.75 – 19.12
\nSpot Rate : 0.3700
\nAverage : 0.2708<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 21.76 – 22.06
\nSpot Rate : 0.3000
\nAverage : 0.2030<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.76
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

BMO.PR.B<\/td>\nFixedReset<\/td>\nQuote: 25.87 – 26.10
\nSpot Rate : 0.2300
\nAverage : 0.1416<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.87
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset<\/td>\nQuote: 14.70 – 14.98
\nSpot Rate : 0.2800
\nAverage : 0.1935<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-24
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.46 – 22.70
\nSpot Rate : 0.2400
\nAverage : 0.1595<\/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 : 6.24 %<\/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-48139","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48139","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=48139"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48139\/revisions"}],"predecessor-version":[{"id":48140,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48139\/revisions\/48140"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48139"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48139"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48139"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}