{"id":48426,"date":"2017-05-10T22:19:00","date_gmt":"2017-05-11T02:19:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48426"},"modified":"2025-07-18T22:19:43","modified_gmt":"2025-07-19T02:19:43","slug":"may-10-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48426","title":{"rendered":"May 10, 2017"},"content":{"rendered":"

Sorry, technical problems continue. I will update when I can.<\/p>\n

Update, 2017-5-13<\/b>:<\/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>\n0.8419 %<\/td>\n2,174.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8419 %<\/td>\n3,990.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.51 %<\/td>\n3.66 %<\/td>\n48,786<\/td>\n18.14<\/td>\n4<\/td>\n0.8419 %<\/td>\n2,299.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0860 %<\/td>\n3,029.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.41 %<\/td>\n64,813<\/td>\n1.59<\/td>\n5<\/td>\n-0.0860 %<\/td>\n3,617.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0860 %<\/td>\n2,822.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-5.07 %<\/td>\n73,573<\/td>\n0.09<\/td>\n22<\/td>\n0.2167 %<\/td>\n2,790.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n5.05 %<\/td>\n104,084<\/td>\n15.32<\/td>\n14<\/td>\n0.3450 %<\/td>\n3,013.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.43 %<\/td>\n4.00 %<\/td>\n215,347<\/td>\n6.55<\/td>\n94<\/td>\n0.0455 %<\/td>\n2,335.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n4.85 %<\/td>\n134,580<\/td>\n2.65<\/td>\n30<\/td>\n-0.0163 %<\/td>\n2,891.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.46 %<\/td>\n2.93 %<\/td>\n47,650<\/td>\n4.47<\/td>\n10<\/td>\n0.0651 %<\/td>\n2,538.0<\/td>\n<\/tr>\n<\/table>\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
CU.PR.I<\/td>\nFixedReset<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 2.74 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.59
\nBid-YTW : 9.29 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
MFC.PR.K<\/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 : 20.80
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.94
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 14.92
\nEvaluated at bid price : 14.92
\nBid-YTW : 3.16 %<\/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
BNS.PR.Z<\/td>\nFixedReset<\/td>\n150,414<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.20
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n48,970<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.94
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n40,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n38,610<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 24.67
\nEvaluated at bid price : 24.93
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n30,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.64
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
RY.PR.B<\/td>\nDeemed-Retractible<\/td>\n24,917<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-09
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : -17.45 %<\/td>\n<\/tr>\n
There were 27 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.H<\/td>\nFixedReset<\/td>\nQuote: 26.17 – 26.60
\nSpot Rate : 0.4300
\nAverage : 0.3258<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.51 – 25.80
\nSpot Rate : 0.2900
\nAverage : 0.1904<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 16.65 – 16.99
\nSpot Rate : 0.3400
\nAverage : 0.2405<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.93 – 25.21
\nSpot Rate : 0.2800
\nAverage : 0.1809<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-10
\nMaturity Price : 24.67
\nEvaluated at bid price : 24.93
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

BNS.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.89 – 25.16
\nSpot Rate : 0.2700
\nAverage : 0.1787<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.89
\nBid-YTW : 3.09 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.60 – 23.83
\nSpot Rate : 0.2300
\nAverage : 0.1516<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry, technical problems continue. I will update when I can. Update, 2017-5-13: HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW …<\/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-48426","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48426","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=48426"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48426\/revisions"}],"predecessor-version":[{"id":48427,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48426\/revisions\/48427"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48426"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48426"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48426"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}