{"id":48404,"date":"2017-05-15T21:49:00","date_gmt":"2017-05-16T01:49:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48404"},"modified":"2025-07-18T21:49:36","modified_gmt":"2025-07-19T01:49:36","slug":"may-15-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48404","title":{"rendered":"May 15, 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>\n0.6685 %<\/td>\n2,187.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6685 %<\/td>\n4,013.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.49 %<\/td>\n3.64 %<\/td>\n53,228<\/td>\n18.17<\/td>\n4<\/td>\n0.6685 %<\/td>\n2,313.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1253 %<\/td>\n3,030.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.49 %<\/td>\n66,554<\/td>\n3.94<\/td>\n5<\/td>\n0.1253 %<\/td>\n3,618.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1253 %<\/td>\n2,823.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-1.92 %<\/td>\n69,838<\/td>\n0.09<\/td>\n22<\/td>\n-0.0763 %<\/td>\n2,786.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n5.06 %<\/td>\n104,967<\/td>\n15.31<\/td>\n14<\/td>\n-0.1285 %<\/td>\n3,009.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.45 %<\/td>\n4.04 %<\/td>\n211,078<\/td>\n6.60<\/td>\n94<\/td>\n-0.1310 %<\/td>\n2,328.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n4.76 %<\/td>\n132,137<\/td>\n0.11<\/td>\n30<\/td>\n-0.0095 %<\/td>\n2,888.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n3.11 %<\/td>\n48,509<\/td>\n4.46<\/td>\n10<\/td>\n0.0279 %<\/td>\n2,534.4<\/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-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.82
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 3.64 %<\/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
MFC.PR.F<\/td>\nFixedReset<\/td>\n115,960<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.20
\nBid-YTW : 9.56 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n62,604<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n57,796<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.01
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n40,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset<\/td>\n34,900<\/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 : 5.18 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n26,540<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
There were 12 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
BAM.PF.I<\/td>\nFixedReset<\/td>\nQuote: 26.15 – 27.15
\nSpot Rate : 1.0000
\nAverage : 0.5645<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 22.82 – 23.25
\nSpot Rate : 0.4300
\nAverage : 0.2533<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-15
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.82
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset<\/td>\nQuote: 21.27 – 21.66
\nSpot Rate : 0.3900
\nAverage : 0.2604<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.27
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 20.30 – 20.62
\nSpot Rate : 0.3200
\nAverage : 0.1982<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.08 – 25.49
\nSpot Rate : 0.4100
\nAverage : 0.2897<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset<\/td>\nQuote: 26.25 – 26.56
\nSpot Rate : 0.3100
\nAverage : 0.1945<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 4.09 %<\/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-48404","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48404","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=48404"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48404\/revisions"}],"predecessor-version":[{"id":48405,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48404\/revisions\/48405"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48404"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48404"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48404"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}