{"id":48442,"date":"2017-05-29T10:19:00","date_gmt":"2017-05-29T14:19:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48442"},"modified":"2025-07-21T10:19:28","modified_gmt":"2025-07-21T14:19:28","slug":"may-29-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48442","title":{"rendered":"May 29, 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-0.7432 %<\/td>\n2,155.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7432 %<\/td>\n3,955.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.54 %<\/td>\n3.69 %<\/td>\n56,226<\/td>\n18.04<\/td>\n4<\/td>\n-0.7432 %<\/td>\n2,279.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0708 %<\/td>\n3,047.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.29 %<\/td>\n71,578<\/td>\n1.56<\/td>\n5<\/td>\n-0.0708 %<\/td>\n3,639.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0708 %<\/td>\n2,839.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.30 %<\/td>\n1.01 %<\/td>\n73,963<\/td>\n0.09<\/td>\n23<\/td>\n0.0953 %<\/td>\n2,786.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.09 %<\/td>\n98,126<\/td>\n15.24<\/td>\n14<\/td>\n0.1203 %<\/td>\n2,997.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.52 %<\/td>\n4.12 %<\/td>\n198,975<\/td>\n6.56<\/td>\n94<\/td>\n0.0803 %<\/td>\n2,298.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n5.11 %<\/td>\n128,780<\/td>\n6.24<\/td>\n30<\/td>\n0.1048 %<\/td>\n2,892.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.18 %<\/td>\n47,916<\/td>\n4.41<\/td>\n10<\/td>\n0.1157 %<\/td>\n2,530.3<\/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
PWF.PR.A<\/td>\nFloater<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.35
\nBid-YTW : 8.99 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 13.60
\nEvaluated at bid price : 13.60
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 3.81 %<\/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
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n92,824<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 24.63
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n87,230<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n62,293<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.99
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n51,989<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n50,641<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n44,702<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
There were 31 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
CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 20.80 – 21.46
\nSpot Rate : 0.6600
\nAverage : 0.3955<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 14.60 – 15.19
\nSpot Rate : 0.5900
\nAverage : 0.4261<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-29
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 3.25 %<\/td>\n<\/tr>\n

BAM.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.11 – 26.50
\nSpot Rate : 0.3900
\nAverage : 0.2767<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.24 – 21.50
\nSpot Rate : 0.2600
\nAverage : 0.1719<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

BNS.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 21.93 – 22.18
\nSpot Rate : 0.2500
\nAverage : 0.1670<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.93
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.85 – 24.10
\nSpot Rate : 0.2500
\nAverage : 0.1677<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.51 %<\/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-48442","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48442","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=48442"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48442\/revisions"}],"predecessor-version":[{"id":48443,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48442\/revisions\/48443"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48442"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48442"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48442"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}