{"id":48347,"date":"2017-04-13T21:33:00","date_gmt":"2017-04-14T01:33:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48347"},"modified":"2025-07-17T21:34:06","modified_gmt":"2025-07-18T01:34:06","slug":"april-13-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48347","title":{"rendered":"April 13, 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-0.0184 %<\/td>\n2,192.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0184 %<\/td>\n4,022.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.47 %<\/td>\n3.56 %<\/td>\n43,704<\/td>\n18.39<\/td>\n4<\/td>\n-0.0184 %<\/td>\n2,318.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2801 %<\/td>\n3,021.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n4.20 %<\/td>\n57,037<\/td>\n0.64<\/td>\n6<\/td>\n-0.2801 %<\/td>\n3,607.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2801 %<\/td>\n2,815.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-7.34 %<\/td>\n72,848<\/td>\n0.09<\/td>\n23<\/td>\n-0.0186 %<\/td>\n2,791.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.07 %<\/td>\n5.06 %<\/td>\n111,308<\/td>\n15.40<\/td>\n13<\/td>\n0.0032 %<\/td>\n3,006.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.33 %<\/td>\n3.88 %<\/td>\n249,860<\/td>\n6.67<\/td>\n94<\/td>\n-0.1192 %<\/td>\n2,386.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n3.75 %<\/td>\n142,522<\/td>\n0.12<\/td>\n31<\/td>\n-0.0026 %<\/td>\n2,899.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.54 %<\/td>\n3.03 %<\/td>\n52,829<\/td>\n4.53<\/td>\n9<\/td>\n0.0938 %<\/td>\n2,549.4<\/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
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-13
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-13
\nMaturity Price : 16.28
\nEvaluated at bid price : 16.28
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-13
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.38 %<\/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
TRP.PR.H<\/td>\nFloatingReset<\/td>\n123,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-13
\nMaturity Price : 14.12
\nEvaluated at bid price : 14.12
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n97,788<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
BNS.PR.O<\/td>\nDeemed-Retractible<\/td>\n97,480<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n70,082<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.98
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n63,868<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.67
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n57,597<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.41
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
There were 23 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
IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.27 – 23.62
\nSpot Rate : 0.3500
\nAverage : 0.2483<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

PVS.PR.D<\/td>\nSplitShare<\/td>\nQuote: 25.00 – 25.30
\nSpot Rate : 0.3000
\nAverage : 0.2041<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.75 – 26.11
\nSpot Rate : 0.3600
\nAverage : 0.2710<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset<\/td>\nQuote: 22.16 – 22.45
\nSpot Rate : 0.2900
\nAverage : 0.2046<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-13
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.16
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.00 – 22.25
\nSpot Rate : 0.2500
\nAverage : 0.1661<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 20.17 – 20.50
\nSpot Rate : 0.3300
\nAverage : 0.2536<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.17
\nBid-YTW : 6.18 %<\/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-48347","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48347","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=48347"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48347\/revisions"}],"predecessor-version":[{"id":48348,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48347\/revisions\/48348"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48347"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48347"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48347"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}