{"id":48358,"date":"2017-04-10T21:58:00","date_gmt":"2017-04-11T01:58:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48358"},"modified":"2025-07-17T21:59:00","modified_gmt":"2025-07-18T01:59:00","slug":"april-10-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48358","title":{"rendered":"April 10, 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>\n0.0742 %<\/td>\n2,170.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0742 %<\/td>\n3,982.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.50 %<\/td>\n3.62 %<\/td>\n40,645<\/td>\n18.26<\/td>\n4<\/td>\n0.0742 %<\/td>\n2,295.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1371 %<\/td>\n3,027.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n4.23 %<\/td>\n59,495<\/td>\n0.65<\/td>\n6<\/td>\n0.1371 %<\/td>\n3,615.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1371 %<\/td>\n2,821.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.27 %<\/td>\n-7.40 %<\/td>\n73,056<\/td>\n0.09<\/td>\n23<\/td>\n0.3206 %<\/td>\n2,792.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.05 %<\/td>\n5.04 %<\/td>\n116,048<\/td>\n15.35<\/td>\n13<\/td>\n0.8140 %<\/td>\n3,013.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.33 %<\/td>\n3.93 %<\/td>\n250,649<\/td>\n6.66<\/td>\n94<\/td>\n0.2841 %<\/td>\n2,388.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.96 %<\/td>\n3.83 %<\/td>\n148,827<\/td>\n0.12<\/td>\n31<\/td>\n0.5189 %<\/td>\n2,905.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n3.08 %<\/td>\n54,582<\/td>\n4.54<\/td>\n9<\/td>\n0.0576 %<\/td>\n2,538.3<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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
BNS.PR.D<\/td>\nFloatingReset<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.79
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.54
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.12
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.89
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.53
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.80
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 23.76
\nEvaluated at bid price : 24.22
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.88
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.09
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.85
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 3.21 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 24.45
\nEvaluated at bid price : 24.74
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.95
\nBid-YTW : 8.07 %<\/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
IFC.PR.C<\/td>\nFixedReset<\/td>\n134,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.09
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n116,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.42
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n106,979<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n90,225<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.66
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n80,111<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n58,545<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.56
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
There were 58 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
TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 27.09 – 27.40
\nSpot Rate : 0.3100
\nAverage : 0.1780<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.09
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n

NA.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.55 – 24.90
\nSpot Rate : 0.3500
\nAverage : 0.2489<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.21 – 24.55
\nSpot Rate : 0.3400
\nAverage : 0.2452<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

TD.PF.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.46 – 25.73
\nSpot Rate : 0.2700
\nAverage : 0.1869<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.46
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 24.29
\nSpot Rate : 0.2900
\nAverage : 0.2096<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-10
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 26.60 – 26.85
\nSpot Rate : 0.2500
\nAverage : 0.1702<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-10
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.60
\nBid-YTW : -15.88 %<\/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-48358","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48358","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=48358"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48358\/revisions"}],"predecessor-version":[{"id":48359,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48358\/revisions\/48359"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48358"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48358"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48358"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}