{"id":48196,"date":"2017-03-13T20:35:00","date_gmt":"2017-03-14T00:35:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48196"},"modified":"2025-07-15T20:36:07","modified_gmt":"2025-07-16T00:36:07","slug":"march-13-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48196","title":{"rendered":"March 13, 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>\n1.5444 %<\/td>\n2,137.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.5444 %<\/td>\n3,922.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.56 %<\/td>\n3.69 %<\/td>\n46,591<\/td>\n18.11<\/td>\n4<\/td>\n1.5444 %<\/td>\n2,260.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1567 %<\/td>\n3,008.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n3.75 %<\/td>\n63,114<\/td>\n0.73<\/td>\n5<\/td>\n0.1567 %<\/td>\n3,592.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1567 %<\/td>\n2,803.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.59 %<\/td>\n64,318<\/td>\n2.81<\/td>\n20<\/td>\n0.0098 %<\/td>\n2,743.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.20 %<\/td>\n96,680<\/td>\n15.11<\/td>\n18<\/td>\n0.1814 %<\/td>\n2,930.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.40 %<\/td>\n4.15 %<\/td>\n229,286<\/td>\n6.73<\/td>\n98<\/td>\n0.4524 %<\/td>\n2,348.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n0.39 %<\/td>\n139,870<\/td>\n0.20<\/td>\n31<\/td>\n0.0530 %<\/td>\n2,855.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.24 %<\/td>\n46,184<\/td>\n4.60<\/td>\n9<\/td>\n-0.0053 %<\/td>\n2,495.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.98
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.63
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.15
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 2.98 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.19
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.66
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.36
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.K<\/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 : 21.48
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.20
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 12.65
\nEvaluated at bid price : 12.65
\nBid-YTW : 3.73 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.64
\nEvaluated at bid price : 22.99
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.43
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.75
\nBid-YTW : 9.06 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.36
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 12.69
\nEvaluated at bid price : 12.69
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 12.77
\nEvaluated at bid price : 12.77
\nBid-YTW : 3.69 %<\/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
BMO.PR.C<\/td>\nFixedReset<\/td>\n74,168<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n65,726<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n65,034<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n41,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n41,293<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.56
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n35,721<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.98
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
There were 44 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
PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 15.80 – 16.15
\nSpot Rate : 0.3500
\nAverage : 0.2183<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.60 – 23.87
\nSpot Rate : 0.2700
\nAverage : 0.1851<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n

BMO.PR.B<\/td>\nFixedReset<\/td>\nQuote: 26.06 – 26.24
\nSpot Rate : 0.1800
\nAverage : 0.1023<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.10 – 23.32
\nSpot Rate : 0.2200
\nAverage : 0.1424<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.70 – 23.00
\nSpot Rate : 0.3000
\nAverage : 0.2256<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 12.77 – 13.00
\nSpot Rate : 0.2300
\nAverage : 0.1677<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-13
\nMaturity Price : 12.77
\nEvaluated at bid price : 12.77
\nBid-YTW : 3.69 %<\/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-48196","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48196","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=48196"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48196\/revisions"}],"predecessor-version":[{"id":48197,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48196\/revisions\/48197"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48196"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48196"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48196"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}