{"id":48166,"date":"2017-02-09T22:17:00","date_gmt":"2017-02-10T03:17:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48166"},"modified":"2025-07-10T22:19:00","modified_gmt":"2025-07-11T02:19:00","slug":"february-9-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48166","title":{"rendered":"February 9, 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>\n0.5844 %<\/td>\n1,994.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5844 %<\/td>\n3,658.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.79 %<\/td>\n3.96 %<\/td>\n47,497<\/td>\n17.47<\/td>\n4<\/td>\n0.5844 %<\/td>\n2,108.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1861 %<\/td>\n2,967.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.65 %<\/td>\n58,272<\/td>\n4.15<\/td>\n4<\/td>\n-0.1861 %<\/td>\n3,543.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1861 %<\/td>\n2,764.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.44 %<\/td>\n-2.20 %<\/td>\n80,135<\/td>\n0.09<\/td>\n16<\/td>\n0.1078 %<\/td>\n2,726.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.17 %<\/td>\n5.21 %<\/td>\n104,418<\/td>\n15.04<\/td>\n22<\/td>\n0.0974 %<\/td>\n2,904.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.49 %<\/td>\n4.12 %<\/td>\n226,318<\/td>\n6.74<\/td>\n97<\/td>\n0.0804 %<\/td>\n2,292.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n-0.52 %<\/td>\n132,112<\/td>\n0.14<\/td>\n31<\/td>\n0.1719 %<\/td>\n2,836.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.16 %<\/td>\n47,016<\/td>\n4.70<\/td>\n9<\/td>\n0.1895 %<\/td>\n2,441.1<\/td>\n<\/tr>\n<\/table>\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
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 14.86
\nEvaluated at bid price : 14.86
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/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 : 15.10
\nBid-YTW : 9.60 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 12.04
\nEvaluated at bid price : 12.04
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 2.66 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.25
\nBid-YTW : 3.94 %<\/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>\n214,856<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n97,106<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n86,478<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset<\/td>\n56,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n51,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset<\/td>\n43,891<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.13
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
There were 31 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
TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 22.75 – 23.20
\nSpot Rate : 0.4500
\nAverage : 0.2932<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.31 – 23.57
\nSpot Rate : 0.2600
\nAverage : 0.1715<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 15.10 – 15.37
\nSpot Rate : 0.2700
\nAverage : 0.1888<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.10
\nBid-YTW : 9.60 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 20.89 – 21.20
\nSpot Rate : 0.3100
\nAverage : 0.2362<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.27 – 21.65
\nSpot Rate : 0.3800
\nAverage : 0.3077<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 23.75 – 23.94
\nSpot Rate : 0.1900
\nAverage : 0.1186<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-02-09
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.22 %<\/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-48166","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48166","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=48166"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48166\/revisions"}],"predecessor-version":[{"id":48167,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48166\/revisions\/48167"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48166"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48166"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48166"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}