{"id":48339,"date":"2017-04-17T21:24:00","date_gmt":"2017-04-18T01:24:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48339"},"modified":"2025-07-17T21:24:26","modified_gmt":"2025-07-18T01:24:26","slug":"april-17-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48339","title":{"rendered":"April 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-0.4406 %<\/td>\n2,182.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4406 %<\/td>\n4,005.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.49 %<\/td>\n3.57 %<\/td>\n43,583<\/td>\n18.36<\/td>\n4<\/td>\n-0.4406 %<\/td>\n2,308.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2156 %<\/td>\n3,027.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n3.82 %<\/td>\n57,412<\/td>\n0.63<\/td>\n6<\/td>\n0.2156 %<\/td>\n3,615.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2156 %<\/td>\n2,821.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-6.63 %<\/td>\n71,416<\/td>\n0.09<\/td>\n23<\/td>\n-0.1150 %<\/td>\n2,788.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.06 %<\/td>\n5.05 %<\/td>\n110,785<\/td>\n15.38<\/td>\n13<\/td>\n0.0935 %<\/td>\n3,009.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.33 %<\/td>\n3.90 %<\/td>\n246,072<\/td>\n6.66<\/td>\n94<\/td>\n-0.0794 %<\/td>\n2,384.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n4.14 %<\/td>\n141,505<\/td>\n0.11<\/td>\n31<\/td>\n-0.0065 %<\/td>\n2,899.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.54 %<\/td>\n3.05 %<\/td>\n52,907<\/td>\n4.52<\/td>\n9<\/td>\n-0.0521 %<\/td>\n2,548.1<\/td>\n<\/tr>\n<\/table>\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.PF.F<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-17
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.37
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.01
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-17
\nMaturity Price : 14.96
\nEvaluated at bid price : 14.96
\nBid-YTW : 3.86 %<\/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
BNS.PR.R<\/td>\nFixedReset<\/td>\n251,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n74,201<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.64
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.L<\/td>\nDeemed-Retractible<\/td>\n71,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 0.89 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n60,335<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-17
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.55
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n60,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.42
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n43,893<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 0.05 %<\/td>\n<\/tr>\n
There were 12 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: 25.56 – 25.87
\nSpot Rate : 0.3100
\nAverage : 0.2089<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : -19.32 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 18.90 – 19.16
\nSpot Rate : 0.2600
\nAverage : 0.1744<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 24.37 – 24.61
\nSpot Rate : 0.2400
\nAverage : 0.1677<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-17
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.37
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset<\/td>\nQuote: 26.32 – 26.58
\nSpot Rate : 0.2600
\nAverage : 0.1907<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.32
\nBid-YTW : 3.13 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 21.72 – 21.95
\nSpot Rate : 0.2300
\nAverage : 0.1617<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.72
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.44 – 25.65
\nSpot Rate : 0.2100
\nAverage : 0.1463<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.44
\nBid-YTW : 4.76 %<\/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-48339","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48339","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=48339"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48339\/revisions"}],"predecessor-version":[{"id":48340,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48339\/revisions\/48340"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48339"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48339"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48339"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}