{"id":48217,"date":"2017-03-09T21:25:00","date_gmt":"2017-03-10T02:25:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48217"},"modified":"2025-07-15T21:26:08","modified_gmt":"2025-07-16T01:26:08","slug":"march-9-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48217","title":{"rendered":"March 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>\n0.2099 %<\/td>\n2,098.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2099 %<\/td>\n3,850.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.60 %<\/td>\n3.79 %<\/td>\n47,465<\/td>\n17.78<\/td>\n4<\/td>\n0.2099 %<\/td>\n2,218.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0470 %<\/td>\n3,004.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n4.02 %<\/td>\n63,668<\/td>\n0.74<\/td>\n5<\/td>\n0.0470 %<\/td>\n3,588.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0470 %<\/td>\n2,799.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.59 %<\/td>\n65,437<\/td>\n2.82<\/td>\n20<\/td>\n-0.0059 %<\/td>\n2,740.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.22 %<\/td>\n98,472<\/td>\n15.02<\/td>\n18<\/td>\n0.0517 %<\/td>\n2,921.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.44 %<\/td>\n4.11 %<\/td>\n229,358<\/td>\n6.73<\/td>\n98<\/td>\n0.3354 %<\/td>\n2,323.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n0.36 %<\/td>\n141,166<\/td>\n0.14<\/td>\n31<\/td>\n-0.0647 %<\/td>\n2,856.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.46 %<\/td>\n3.25 %<\/td>\n48,781<\/td>\n4.62<\/td>\n9<\/td>\n0.5342 %<\/td>\n2,487.7<\/td>\n<\/tr>\n<\/table>\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
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 16.24
\nEvaluated at bid price : 16.24
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
SLF.PR.G<\/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 : 16.71
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.39
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 13.31
\nEvaluated at bid price : 13.31
\nBid-YTW : 3.28 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.27 %<\/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 : 8.36 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 3.22 %<\/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>\n2,599,232<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
RY.PR.L<\/td>\nFixedReset<\/td>\n499,150<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n100,501<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n92,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : -5.93 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n72,425<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n71,068<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.71
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
There were 47 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
EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.67 – 26.99
\nSpot Rate : 0.3200
\nAverage : 0.1893<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.80 – 23.14
\nSpot Rate : 0.3400
\nAverage : 0.2471<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 21.52 – 21.82
\nSpot Rate : 0.3000
\nAverage : 0.2182<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n

BNS.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 22.40 – 22.60
\nSpot Rate : 0.2000
\nAverage : 0.1216<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset<\/td>\nQuote: 19.94 – 20.14
\nSpot Rate : 0.2000
\nAverage : 0.1245<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset<\/td>\nQuote: 22.49 – 22.69
\nSpot Rate : 0.2000
\nAverage : 0.1271<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-09
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.49
\nBid-YTW : 4.04 %<\/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-48217","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48217","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=48217"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48217\/revisions"}],"predecessor-version":[{"id":48218,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48217\/revisions\/48218"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48217"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48217"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48217"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}