{"id":48389,"date":"2017-05-19T21:34:00","date_gmt":"2017-05-20T01:34:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48389"},"modified":"2025-07-18T21:35:38","modified_gmt":"2025-07-19T01:35:38","slug":"may-19-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48389","title":{"rendered":"May 19, 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>\n3.0483 %<\/td>\n2,168.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n3.0483 %<\/td>\n3,979.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.52 %<\/td>\n3.67 %<\/td>\n58,785<\/td>\n18.09<\/td>\n4<\/td>\n3.0483 %<\/td>\n2,293.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n3,049.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.21 %<\/td>\n73,062<\/td>\n1.58<\/td>\n5<\/td>\n0.0157 %<\/td>\n3,641.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n2,841.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n2.24 %<\/td>\n67,411<\/td>\n0.09<\/td>\n22<\/td>\n0.0339 %<\/td>\n2,776.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.11 %<\/td>\n5.16 %<\/td>\n102,517<\/td>\n15.21<\/td>\n14<\/td>\n0.2535 %<\/td>\n2,992.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.51 %<\/td>\n4.15 %<\/td>\n202,490<\/td>\n6.58<\/td>\n94<\/td>\n0.2240 %<\/td>\n2,299.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.01 %<\/td>\n5.16 %<\/td>\n142,243<\/td>\n3.45<\/td>\n31<\/td>\n0.0263 %<\/td>\n2,881.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.34 %<\/td>\n49,086<\/td>\n4.44<\/td>\n10<\/td>\n0.0376 %<\/td>\n2,511.7<\/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
TD.PR.Y<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.71
\nBid-YTW : 3.29 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 18.54
\nEvaluated at bid price : 18.54
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 23.22
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.32 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.31
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n4.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n4.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 3.70 %<\/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>\n279,028<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n79,535<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 20.64
\nEvaluated at bid price : 20.64
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n71,116<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n50,330<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n40,592<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n34,050<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
There were 13 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
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.89 – 26.13
\nSpot Rate : 1.2400
\nAverage : 0.7190<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.89
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset<\/td>\nQuote: 22.67 – 23.05
\nSpot Rate : 0.3800
\nAverage : 0.2363<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.67
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

MFC.PR.R<\/td>\nFixedReset<\/td>\nQuote: 25.37 – 25.76
\nSpot Rate : 0.3900
\nAverage : 0.2494<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

BNS.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 21.60 – 21.99
\nSpot Rate : 0.3900
\nAverage : 0.2665<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

TD.PR.T<\/td>\nFloatingReset<\/td>\nQuote: 24.19 – 24.50
\nSpot Rate : 0.3100
\nAverage : 0.1925<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.19
\nBid-YTW : 2.90 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset<\/td>\nQuote: 21.90 – 22.31
\nSpot Rate : 0.4100
\nAverage : 0.2935<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-19
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.59 %<\/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-48389","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48389","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=48389"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48389\/revisions"}],"predecessor-version":[{"id":48390,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48389\/revisions\/48390"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48389"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48389"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48389"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}