{"id":48451,"date":"2017-05-25T10:39:00","date_gmt":"2017-05-25T14:39:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48451"},"modified":"2025-07-21T10:39:54","modified_gmt":"2025-07-21T14:39:54","slug":"may-25-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48451","title":{"rendered":"May 25, 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>\n0.0933 %<\/td>\n2,164.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0933 %<\/td>\n3,971.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.52 %<\/td>\n3.69 %<\/td>\n55,196<\/td>\n18.03<\/td>\n4<\/td>\n0.0933 %<\/td>\n2,288.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1883 %<\/td>\n3,052.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.28 %<\/td>\n72,740<\/td>\n1.57<\/td>\n5<\/td>\n-0.1883 %<\/td>\n3,644.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1883 %<\/td>\n2,843.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.32 %<\/td>\n2.25 %<\/td>\n68,389<\/td>\n0.09<\/td>\n22<\/td>\n0.1175 %<\/td>\n2,781.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.10 %<\/td>\n100,516<\/td>\n15.24<\/td>\n14<\/td>\n0.0181 %<\/td>\n2,990.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.50 %<\/td>\n4.12 %<\/td>\n191,709<\/td>\n6.57<\/td>\n94<\/td>\n-0.1926 %<\/td>\n2,302.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n5.17 %<\/td>\n135,724<\/td>\n4.13<\/td>\n32<\/td>\n0.1464 %<\/td>\n2,888.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.50 %<\/td>\n3.14 %<\/td>\n46,509<\/td>\n4.43<\/td>\n10<\/td>\n0.1869 %<\/td>\n2,529.6<\/td>\n<\/tr>\n<\/table>\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.K<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.40
\nBid-YTW : 8.62 %<\/td>\n<\/tr>\n<\/table>\n\n\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.R<\/td>\nFixedReset<\/td>\n354,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n175,120<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-25
\nMaturity Price : 23.28
\nEvaluated at bid price : 25.36
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n163,450<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.97
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n163,011<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n160,041<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n106,475<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-25
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n101,538<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-25
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.40
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n100,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
There were 28 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
PVS.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.10 – 25.45
\nSpot Rate : 0.3500
\nAverage : 0.2335<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

BAM.PF.I<\/td>\nFixedReset<\/td>\nQuote: 26.06 – 26.35
\nSpot Rate : 0.2900
\nAverage : 0.1813<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.40 – 25.70
\nSpot Rate : 0.3000
\nAverage : 0.2045<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 22.90 – 23.21
\nSpot Rate : 0.3100
\nAverage : 0.2293<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-25
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 22.30 – 22.49
\nSpot Rate : 0.1900
\nAverage : 0.1221<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset<\/td>\nQuote: 18.40 – 18.64
\nSpot Rate : 0.2400
\nAverage : 0.1748<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-05-25
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 4.42 %<\/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-48451","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48451","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=48451"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48451\/revisions"}],"predecessor-version":[{"id":48452,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48451\/revisions\/48452"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48451"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48451"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48451"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}