{"id":48308,"date":"2017-03-28T11:29:00","date_gmt":"2017-03-28T15:29:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48308"},"modified":"2025-07-17T11:30:12","modified_gmt":"2025-07-17T15:30:12","slug":"march-28-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48308","title":{"rendered":"March 28, 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>\n0.8443 %<\/td>\n2,067.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8443 %<\/td>\n3,793.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.68 %<\/td>\n3.81 %<\/td>\n45,751<\/td>\n17.82<\/td>\n4<\/td>\n0.8443 %<\/td>\n2,186.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3594 %<\/td>\n3,023.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.92 %<\/td>\n4.04 %<\/td>\n62,695<\/td>\n0.69<\/td>\n6<\/td>\n0.3594 %<\/td>\n3,610.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3594 %<\/td>\n2,817.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n-1.97 %<\/td>\n68,772<\/td>\n0.09<\/td>\n20<\/td>\n0.1190 %<\/td>\n2,758.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.15 %<\/td>\n5.17 %<\/td>\n102,932<\/td>\n15.07<\/td>\n16<\/td>\n0.3574 %<\/td>\n2,933.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.44 %<\/td>\n4.09 %<\/td>\n234,020<\/td>\n6.67<\/td>\n94<\/td>\n0.1873 %<\/td>\n2,325.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.05 %<\/td>\n2.96 %<\/td>\n136,380<\/td>\n0.16<\/td>\n31<\/td>\n0.2292 %<\/td>\n2,856.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.55 %<\/td>\n3.35 %<\/td>\n55,914<\/td>\n4.56<\/td>\n9<\/td>\n0.1273 %<\/td>\n2,495.2<\/td>\n<\/tr>\n<\/table>\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
NA.PR.X<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.03
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 12.26
\nEvaluated at bid price : 12.26
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
GWO.PR.N<\/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 : 16.00
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 12.39
\nEvaluated at bid price : 12.39
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
GRP.PR.A<\/td>\nSplitShare<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : -26.94 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.73
\nBid-YTW : 3.04 %<\/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
NA.PR.X<\/td>\nFixedReset<\/td>\n100,331<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.03
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n76,465<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 16.01
\nEvaluated at bid price : 16.01
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n60,928<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.21
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nDeemed-Retractible<\/td>\n55,339<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-04-27
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 1.99 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n49,367<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 23.23
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n45,908<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.84
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
There were 37 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
IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.71 – 21.94
\nSpot Rate : 0.2300
\nAverage : 0.1431<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset<\/td>\nQuote: 22.49 – 22.72
\nSpot Rate : 0.2300
\nAverage : 0.1499<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.49
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 15.30 – 15.55
\nSpot Rate : 0.2500
\nAverage : 0.1720<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.30
\nBid-YTW : 8.95 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset<\/td>\nQuote: 21.87 – 22.14
\nSpot Rate : 0.2700
\nAverage : 0.2054<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-03-28
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.87
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 24.30 – 24.50
\nSpot Rate : 0.2000
\nAverage : 0.1375<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

BNS.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 22.47 – 22.65
\nSpot Rate : 0.1800
\nAverage : 0.1207<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 4.34 %<\/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-48308","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48308","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=48308"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48308\/revisions"}],"predecessor-version":[{"id":48309,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48308\/revisions\/48309"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48308"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48308"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48308"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}