{"id":48387,"date":"2017-05-23T21:33:00","date_gmt":"2017-05-24T01:33:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48387"},"modified":"2025-07-18T21:34:13","modified_gmt":"2025-07-19T01:34:13","slug":"may-23-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48387","title":{"rendered":"May 23, 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-0.3349 %<\/td>\n2,161.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3349 %<\/td>\n3,966.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.53 %<\/td>\n3.68 %<\/td>\n58,069<\/td>\n18.06<\/td>\n4<\/td>\n-0.3349 %<\/td>\n2,285.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n3,049.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.17 %<\/td>\n75,056<\/td>\n1.57<\/td>\n5<\/td>\n0.0157 %<\/td>\n3,642.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n2,841.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.32 %<\/td>\n4.28 %<\/td>\n67,815<\/td>\n0.09<\/td>\n22<\/td>\n0.0819 %<\/td>\n2,779.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.14 %<\/td>\n101,326<\/td>\n15.23<\/td>\n14<\/td>\n-0.1625 %<\/td>\n2,988.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.50 %<\/td>\n4.11 %<\/td>\n201,015<\/td>\n6.58<\/td>\n94<\/td>\n0.2566 %<\/td>\n2,305.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n5.21 %<\/td>\n136,929<\/td>\n4.14<\/td>\n31<\/td>\n0.1448 %<\/td>\n2,885.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.51 %<\/td>\n3.17 %<\/td>\n48,434<\/td>\n4.43<\/td>\n10<\/td>\n0.5166 %<\/td>\n2,524.6<\/td>\n<\/tr>\n<\/table>\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
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.33
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.65
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n1.15 %<\/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 : 5.24 %<\/td>\n<\/tr>\n
BNS.PR.C<\/td>\nFloatingReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.09
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 15.41
\nEvaluated at bid price : 15.41
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 15.63
\nEvaluated at bid price : 15.63
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 14.47
\nEvaluated at bid price : 14.47
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.07
\nBid-YTW : 7.10 %<\/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
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n164,775<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n69,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.73
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n25,259<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n23,581<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.92
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n19,721<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 23.33
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n16,587<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
There were 6 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
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.22 – 25.57
\nSpot Rate : 0.3500
\nAverage : 0.2215<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : -6.27 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.33 – 23.70
\nSpot Rate : 0.3700
\nAverage : 0.2795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.33
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 22.43 – 22.86
\nSpot Rate : 0.4300
\nAverage : 0.3402<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.43
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n

BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.04 – 23.28
\nSpot Rate : 0.2400
\nAverage : 0.1581<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.34 – 23.65
\nSpot Rate : 0.3100
\nAverage : 0.2295<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.34
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 21.00 – 21.30
\nSpot Rate : 0.3000
\nAverage : 0.2206<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-23
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.55 %<\/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-48387","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48387","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=48387"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48387\/revisions"}],"predecessor-version":[{"id":48388,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48387\/revisions\/48388"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48387"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48387"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48387"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}