{"id":48204,"date":"2017-03-10T20:43:00","date_gmt":"2017-03-11T01:43:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48204"},"modified":"2025-07-15T20:44:13","modified_gmt":"2025-07-16T00:44:13","slug":"march-10-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48204","title":{"rendered":"March 10, 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>\n0.3237 %<\/td>\n2,105.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3237 %<\/td>\n3,862.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.59 %<\/td>\n3.80 %<\/td>\n47,007<\/td>\n17.77<\/td>\n4<\/td>\n0.3237 %<\/td>\n2,226.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0313 %<\/td>\n3,003.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n3.82 %<\/td>\n64,088<\/td>\n0.74<\/td>\n5<\/td>\n-0.0313 %<\/td>\n3,586.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0313 %<\/td>\n2,798.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.61 %<\/td>\n65,302<\/td>\n2.82<\/td>\n20<\/td>\n0.0978 %<\/td>\n2,743.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.21 %<\/td>\n97,692<\/td>\n15.06<\/td>\n18<\/td>\n0.1245 %<\/td>\n2,925.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.41 %<\/td>\n4.17 %<\/td>\n229,614<\/td>\n6.71<\/td>\n98<\/td>\n0.6490 %<\/td>\n2,338.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n0.68 %<\/td>\n139,580<\/td>\n0.21<\/td>\n31<\/td>\n-0.0885 %<\/td>\n2,853.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.20 %<\/td>\n46,867<\/td>\n4.61<\/td>\n9<\/td>\n0.3082 %<\/td>\n2,495.4<\/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
BIP.PR.B<\/td>\nFixedReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.21
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.64
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.37
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.11
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 21.62
\nEvaluated at bid price : 21.99
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
MFC.PR.H<\/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 : 24.23
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.10
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.28
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.50
\nBid-YTW : 9.24 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.25
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 15.73
\nEvaluated at bid price : 15.73
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.93
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.50
\nEvaluated at bid price : 22.79
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.66
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.82
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.12
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 16.31
\nEvaluated at bid price : 16.31
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.08
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.66
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 4.16 %<\/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>\n512,464<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n82,942<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n77,058<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nDeemed-Retractible<\/td>\n70,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : -1.19 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n62,467<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n58,416<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.39
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
There were 42 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
BIP.PR.B<\/td>\nFixedReset<\/td>\nQuote: 25.51 – 25.86
\nSpot Rate : 0.3500
\nAverage : 0.2216<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 21.24 – 21.70
\nSpot Rate : 0.4600
\nAverage : 0.3408<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.20 – 22.59
\nSpot Rate : 0.3900
\nAverage : 0.2744<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset<\/td>\nQuote: 22.43 – 22.69
\nSpot Rate : 0.2600
\nAverage : 0.1774<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset<\/td>\nQuote: 23.00 – 23.19
\nSpot Rate : 0.1900
\nAverage : 0.1189<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-10
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.75 – 23.99
\nSpot Rate : 0.2400
\nAverage : 0.1727<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.58 %<\/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-48204","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48204","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=48204"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48204\/revisions"}],"predecessor-version":[{"id":48205,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48204\/revisions\/48205"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48204"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48204"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48204"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}