{"id":48294,"date":"2017-03-14T10:40:00","date_gmt":"2017-03-14T14:40:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48294"},"modified":"2025-07-16T10:40:47","modified_gmt":"2025-07-16T14:40:47","slug":"march-14-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48294","title":{"rendered":"March 14, 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>\n0.0000 %<\/td>\n2,137.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,922.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.56 %<\/td>\n3.68 %<\/td>\n47,724<\/td>\n18.13<\/td>\n4<\/td>\n0.0000 %<\/td>\n2,260.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2190 %<\/td>\n3,014.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n3.77 %<\/td>\n63,163<\/td>\n0.73<\/td>\n6<\/td>\n0.2190 %<\/td>\n3,600.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2190 %<\/td>\n2,809.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.65 %<\/td>\n65,697<\/td>\n3.62<\/td>\n20<\/td>\n-0.0996 %<\/td>\n2,741.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.16 %<\/td>\n5.20 %<\/td>\n95,808<\/td>\n15.13<\/td>\n18<\/td>\n-0.1574 %<\/td>\n2,925.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.40 %<\/td>\n4.17 %<\/td>\n231,571<\/td>\n6.72<\/td>\n98<\/td>\n-0.0726 %<\/td>\n2,347.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n1.76 %<\/td>\n140,590<\/td>\n0.20<\/td>\n31<\/td>\n0.0093 %<\/td>\n2,855.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.48 %<\/td>\n3.26 %<\/td>\n47,085<\/td>\n4.60<\/td>\n9<\/td>\n-0.1271 %<\/td>\n2,492.1<\/td>\n<\/tr>\n<\/table>\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>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 16.17
\nEvaluated at bid price : 16.17
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.27
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.85
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.08 %<\/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
BMO.PR.C<\/td>\nFixedReset<\/td>\n373,946<\/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
EIT.PR.A<\/td>\nSplitShare<\/td>\n213,320<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n135,871<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n105,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n76,729<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.87
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset<\/td>\n69,578<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
There were 35 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
BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.70 – 13.40
\nSpot Rate : 0.7000
\nAverage : 0.4119<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

BNS.PR.H<\/td>\nFixedReset<\/td>\nQuote: 26.08 – 26.38
\nSpot Rate : 0.3000
\nAverage : 0.1939<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset<\/td>\nQuote: 22.63 – 22.90
\nSpot Rate : 0.2700
\nAverage : 0.1702<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.63
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 15.69 – 16.06
\nSpot Rate : 0.3700
\nAverage : 0.2705<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.69
\nBid-YTW : 9.08 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.20 – 19.57
\nSpot Rate : 0.3700
\nAverage : 0.2853<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-14
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.90 – 26.10
\nSpot Rate : 0.2000
\nAverage : 0.1251<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-30
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.90
\nBid-YTW : -8.41 %<\/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-48294","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48294","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=48294"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48294\/revisions"}],"predecessor-version":[{"id":48295,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48294\/revisions\/48295"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48294"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48294"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48294"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}