{"id":48376,"date":"2017-04-25T11:29:00","date_gmt":"2017-04-25T15:29:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48376"},"modified":"2025-07-18T11:29:39","modified_gmt":"2025-07-18T15:29:39","slug":"april-25-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48376","title":{"rendered":"April 25, 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>\n1.7287 %<\/td>\n2,160.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.7287 %<\/td>\n3,964.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.53 %<\/td>\n3.65 %<\/td>\n48,776<\/td>\n18.18<\/td>\n4<\/td>\n1.7287 %<\/td>\n2,284.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,022.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n4.23 %<\/td>\n53,370<\/td>\n0.61<\/td>\n6<\/td>\n0.0000 %<\/td>\n3,609.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,815.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-3.37 %<\/td>\n74,667<\/td>\n0.09<\/td>\n23<\/td>\n0.1175 %<\/td>\n2,782.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n5.09 %<\/td>\n112,592<\/td>\n15.36<\/td>\n13<\/td>\n0.5738 %<\/td>\n2,990.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.37 %<\/td>\n3.93 %<\/td>\n229,083<\/td>\n6.62<\/td>\n94<\/td>\n0.2836 %<\/td>\n2,364.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n4.74 %<\/td>\n145,346<\/td>\n0.09<\/td>\n31<\/td>\n0.2267 %<\/td>\n2,896.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.97 %<\/td>\n56,655<\/td>\n4.50<\/td>\n9<\/td>\n-0.4447 %<\/td>\n2,525.5<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-6.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 24.36
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.77
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 12.96
\nEvaluated at bid price : 12.96
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.89
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.85
\nBid-YTW : 8.99 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.55
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 3.23 %<\/td>\n<\/tr>\n<\/table>\n\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.A<\/td>\nFixedReset<\/td>\n354,492<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n245,254<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.30
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n158,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.78
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n143,006<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.71
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n118,991<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n108,758<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.29
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Premium<\/td>\n105,023<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
There were 51 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.F<\/td>\nFloatingReset<\/td>\nQuote: 17.50 – 19.00
\nSpot Rate : 1.5000
\nAverage : 0.9589<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

BNS.PR.E<\/td>\nFixedReset<\/td>\nQuote: 26.90 – 27.40
\nSpot Rate : 0.5000
\nAverage : 0.3234<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.90
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.95 – 26.25
\nSpot Rate : 0.3000
\nAverage : 0.2024<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-25
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.95
\nBid-YTW : -15.90 %<\/td>\n<\/tr>\n

IGM.PR.B<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.61 – 25.90
\nSpot Rate : 0.2900
\nAverage : 0.2103<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-05-25
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.61
\nBid-YTW : -0.43 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.68 – 22.95
\nSpot Rate : 0.2700
\nAverage : 0.1930<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-04-25
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.68
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 27.21 – 27.42
\nSpot Rate : 0.2100
\nAverage : 0.1476<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.21
\nBid-YTW : 3.41 %<\/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-48376","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48376","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=48376"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48376\/revisions"}],"predecessor-version":[{"id":48377,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48376\/revisions\/48377"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48376"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48376"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48376"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}