{"id":48231,"date":"2017-03-06T21:38:00","date_gmt":"2017-03-07T02:38:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48231"},"modified":"2025-07-15T21:38:58","modified_gmt":"2025-07-16T01:38:58","slug":"march-6-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48231","title":{"rendered":"March 6, 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>\n0.3064 %<\/td>\n2,092.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3064 %<\/td>\n3,839.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.61 %<\/td>\n3.80 %<\/td>\n51,578<\/td>\n17.77<\/td>\n4<\/td>\n0.3064 %<\/td>\n2,213.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2827 %<\/td>\n3,004.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n3.57 %<\/td>\n63,299<\/td>\n0.75<\/td>\n5<\/td>\n0.2827 %<\/td>\n3,588.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2827 %<\/td>\n2,799.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.70 %<\/td>\n68,820<\/td>\n3.68<\/td>\n20<\/td>\n0.0607 %<\/td>\n2,739.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.22 %<\/td>\n92,444<\/td>\n15.05<\/td>\n18<\/td>\n0.1084 %<\/td>\n2,917.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.46 %<\/td>\n4.13 %<\/td>\n227,163<\/td>\n6.73<\/td>\n97<\/td>\n0.1941 %<\/td>\n2,313.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n0.06 %<\/td>\n135,751<\/td>\n0.14<\/td>\n31<\/td>\n0.0092 %<\/td>\n2,856.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.20 %<\/td>\n51,413<\/td>\n4.63<\/td>\n9<\/td>\n0.0214 %<\/td>\n2,471.1<\/td>\n<\/tr>\n<\/table>\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>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 16.53
\nEvaluated at bid price : 16.53
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BNS.PR.Z<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.94
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 12.58
\nEvaluated at bid price : 12.58
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BNS.PR.Y<\/td>\nFixedReset<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.31
\nBid-YTW : 4.45 %<\/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>\n69,487<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.09
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n54,485<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n46,732<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n37,194<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n34,590<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 19.89
\nEvaluated at bid price : 19.89
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n33,687<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.09
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
There were 27 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
PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 26.20 – 26.50
\nSpot Rate : 0.3000
\nAverage : 0.2343<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-05
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.20
\nBid-YTW : -4.18 %<\/td>\n<\/tr>\n

NA.PR.X<\/td>\nFixedReset<\/td>\nQuote: 26.59 – 26.80
\nSpot Rate : 0.2100
\nAverage : 0.1496<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.59
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

RY.PR.R<\/td>\nFixedReset<\/td>\nQuote: 27.06 – 27.25
\nSpot Rate : 0.1900
\nAverage : 0.1311<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.06
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 15.15 – 15.40
\nSpot Rate : 0.2500
\nAverage : 0.1923<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.15
\nBid-YTW : 8.91 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset<\/td>\nQuote: 22.73 – 23.00
\nSpot Rate : 0.2700
\nAverage : 0.2131<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-06
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.73
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.52 – 25.80
\nSpot Rate : 0.2800
\nAverage : 0.2275<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 4.96 %<\/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-48231","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48231","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=48231"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48231\/revisions"}],"predecessor-version":[{"id":48232,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48231\/revisions\/48232"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48231"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48231"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48231"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}