{"id":48284,"date":"2017-03-17T10:12:00","date_gmt":"2017-03-17T14:12:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48284"},"modified":"2025-07-16T10:12:58","modified_gmt":"2025-07-16T14:12:58","slug":"march-17-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48284","title":{"rendered":"March 17, 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>\n-0.8362 %<\/td>\n2,100.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8362 %<\/td>\n3,853.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.62 %<\/td>\n3.79 %<\/td>\n51,513<\/td>\n17.88<\/td>\n4<\/td>\n-0.8362 %<\/td>\n2,220.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0847 %<\/td>\n3,017.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n3.81 %<\/td>\n63,169<\/td>\n0.72<\/td>\n6<\/td>\n-0.0847 %<\/td>\n3,603.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0847 %<\/td>\n2,811.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n2.81 %<\/td>\n69,042<\/td>\n0.09<\/td>\n20<\/td>\n-0.0020 %<\/td>\n2,743.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.19 %<\/td>\n96,356<\/td>\n15.10<\/td>\n16<\/td>\n0.0423 %<\/td>\n2,925.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.41 %<\/td>\n4.16 %<\/td>\n247,704<\/td>\n6.69<\/td>\n94<\/td>\n-0.1162 %<\/td>\n2,345.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n2.70 %<\/td>\n141,269<\/td>\n0.19<\/td>\n31<\/td>\n-0.0687 %<\/td>\n2,858.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.47 %<\/td>\n3.21 %<\/td>\n51,314<\/td>\n4.60<\/td>\n9<\/td>\n0.0159 %<\/td>\n2,501.7<\/td>\n<\/tr>\n<\/table>\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.PR.B<\/td>\nFloater<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 12.44
\nEvaluated at bid price : 12.44
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 12.44
\nEvaluated at bid price : 12.44
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.83
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.08 %<\/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
CU.PR.C<\/td>\nFixedReset<\/td>\n200,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n159,816<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.87
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n96,684<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n90,409<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.27
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n86,535<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.63
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n76,073<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.19 %<\/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
GRP.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.89 – 26.39
\nSpot Rate : 0.5000
\nAverage : 0.3495<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : -22.19 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset<\/td>\nQuote: 22.27 – 22.46
\nSpot Rate : 0.1900
\nAverage : 0.1170<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.27
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.90 – 22.19
\nSpot Rate : 0.2900
\nAverage : 0.2260<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 15.83 – 16.16
\nSpot Rate : 0.3300
\nAverage : 0.2686<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.83
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.65 – 26.94
\nSpot Rate : 0.2900
\nAverage : 0.2309<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.10 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 24.02 – 24.25
\nSpot Rate : 0.2300
\nAverage : 0.1754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-17
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.07 %<\/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-48284","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48284","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=48284"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48284\/revisions"}],"predecessor-version":[{"id":48285,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48284\/revisions\/48285"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48284"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48284"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48284"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}