{"id":48440,"date":"2017-05-30T10:17:00","date_gmt":"2017-05-30T14:17:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48440"},"modified":"2025-07-21T10:18:02","modified_gmt":"2025-07-21T14:18:02","slug":"may-30-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48440","title":{"rendered":"May 30, 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-0.1872 %<\/td>\n2,151.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1872 %<\/td>\n3,947.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.54 %<\/td>\n3.69 %<\/td>\n54,091<\/td>\n18.03<\/td>\n4<\/td>\n-0.1872 %<\/td>\n2,275.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1810 %<\/td>\n3,052.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.34 %<\/td>\n71,655<\/td>\n1.55<\/td>\n5<\/td>\n0.1810 %<\/td>\n3,645.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1810 %<\/td>\n2,844.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n-1.81 %<\/td>\n74,470<\/td>\n0.09<\/td>\n23<\/td>\n0.0374 %<\/td>\n2,787.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.11 %<\/td>\n5.09 %<\/td>\n97,439<\/td>\n15.24<\/td>\n14<\/td>\n-0.0391 %<\/td>\n2,996.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.52 %<\/td>\n4.12 %<\/td>\n197,937<\/td>\n6.55<\/td>\n94<\/td>\n-0.0222 %<\/td>\n2,298.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n5.06 %<\/td>\n129,588<\/td>\n6.24<\/td>\n30<\/td>\n0.1756 %<\/td>\n2,898.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.11 %<\/td>\n49,108<\/td>\n4.41<\/td>\n10<\/td>\n-0.0981 %<\/td>\n2,527.8<\/td>\n<\/tr>\n<\/table>\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-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 13.42
\nEvaluated at bid price : 13.42
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.25
\nBid-YTW : 9.54 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 3.34 %<\/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.H<\/td>\nFixedReset<\/td>\n161,025<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.19
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n104,403<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n94,205<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 24.63
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n87,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n79,985<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n66,415<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-30
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.72
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
There were 36 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.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.00 – 26.40
\nSpot Rate : 0.4000
\nAverage : 0.2623<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-29
\nMaturity Price : 25.50
\nEvaluated at bid price : 26.00
\nBid-YTW : -6.84 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.19 – 25.60
\nSpot Rate : 0.4100
\nAverage : 0.2838<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-06-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n

RY.PR.N<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.59 – 25.99
\nSpot Rate : 0.4000
\nAverage : 0.2884<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n

BAM.PF.I<\/td>\nFixedReset<\/td>\nQuote: 25.95 – 26.35
\nSpot Rate : 0.4000
\nAverage : 0.2984<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 15.25 – 15.52
\nSpot Rate : 0.2700
\nAverage : 0.1758<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.25
\nBid-YTW : 9.54 %<\/td>\n<\/tr>\n

BMO.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 21.50 – 21.84
\nSpot Rate : 0.3400
\nAverage : 0.2552<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.27 %<\/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-48440","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48440","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=48440"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48440\/revisions"}],"predecessor-version":[{"id":48441,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48440\/revisions\/48441"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48440"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48440"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48440"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}