{"id":48412,"date":"2017-05-12T21:58:00","date_gmt":"2017-05-13T01:58:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48412"},"modified":"2025-07-18T21:59:40","modified_gmt":"2025-07-19T01:59:40","slug":"may-12-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48412","title":{"rendered":"May 12, 2017"},"content":{"rendered":"

You have no idea how happy I am that my technical difficulties have been resolved!<\/p>\n

(table deleted)<\/p>\n

Update, 2017-5-16<\/b> Recalculated Tables:<\/p>\n\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-0.1669 %<\/td>\n2,172.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1669 %<\/td>\n3,986.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.51 %<\/td>\n3.68 %<\/td>\n53,306<\/td>\n18.08<\/td>\n4<\/td>\n-0.1669 %<\/td>\n2,297.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0862 %<\/td>\n3,026.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.53 %<\/td>\n64,586<\/td>\n3.95<\/td>\n5<\/td>\n0.0862 %<\/td>\n3,613.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0862 %<\/td>\n2,819.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n-3.35 %<\/td>\n72,125<\/td>\n0.09<\/td>\n22<\/td>\n-0.0142 %<\/td>\n2,788.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n5.04 %<\/td>\n105,471<\/td>\n15.32<\/td>\n14<\/td>\n-0.0836 %<\/td>\n3,013.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.45 %<\/td>\n4.04 %<\/td>\n214,072<\/td>\n6.60<\/td>\n94<\/td>\n-0.0799 %<\/td>\n2,331.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n4.42 %<\/td>\n133,442<\/td>\n0.12<\/td>\n30<\/td>\n-0.1636 %<\/td>\n2,889.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n3.08 %<\/td>\n48,842<\/td>\n4.46<\/td>\n10<\/td>\n-0.0605 %<\/td>\n2,533.7<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.24
\nBid-YTW : 9.51 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 3.27 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 3.87 %<\/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.N<\/td>\nFixedReset<\/td>\n333,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.79
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n127,385<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.42
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n116,591<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.56
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nDeemed-Retractible<\/td>\n110,091<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-11
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n109,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BMO.PR.L<\/td>\nDeemed-Retractible<\/td>\n99,290<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
There were 26 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
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.65 – 22.96
\nSpot Rate : 0.3100
\nAverage : 0.1900<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

BNS.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 21.70 – 22.05
\nSpot Rate : 0.3500
\nAverage : 0.2506<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

TRP.PR.H<\/td>\nFloatingReset<\/td>\nQuote: 13.78 – 14.05
\nSpot Rate : 0.2700
\nAverage : 0.1992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 13.78
\nEvaluated at bid price : 13.78
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 23.42 – 23.65
\nSpot Rate : 0.2300
\nAverage : 0.1661<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.42
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 12.95 – 13.20
\nSpot Rate : 0.2500
\nAverage : 0.1862<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 12.95
\nEvaluated at bid price : 12.95
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 15.88 – 16.08
\nSpot Rate : 0.2000
\nAverage : 0.1378<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-12
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

You have no idea how happy I am that my technical difficulties have been resolved! (table deleted) Update, 2017-5-16 Recalculated Tables: HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are …<\/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-48412","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48412","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=48412"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48412\/revisions"}],"predecessor-version":[{"id":48413,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48412\/revisions\/48413"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48412"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48412"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48412"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}