{"id":48466,"date":"2017-06-20T19:42:00","date_gmt":"2017-06-20T23:42:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48466"},"modified":"2025-07-21T19:43:23","modified_gmt":"2025-07-21T23:43:23","slug":"june-20-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48466","title":{"rendered":"June 20, 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-0.2608 %<\/td>\n2,137.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2608 %<\/td>\n3,922.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.71 %<\/td>\n3.71 %<\/td>\n78,507<\/td>\n18.06<\/td>\n3<\/td>\n-0.2608 %<\/td>\n2,260.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n3,057.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.15 %<\/td>\n64,920<\/td>\n1.50<\/td>\n5<\/td>\n-0.0157 %<\/td>\n3,651.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n2,848.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n4.47 %<\/td>\n69,890<\/td>\n3.40<\/td>\n25<\/td>\n-0.0734 %<\/td>\n2,790.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.08 %<\/td>\n87,104<\/td>\n15.26<\/td>\n12<\/td>\n-0.2193 %<\/td>\n3,006.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.42 %<\/td>\n4.12 %<\/td>\n200,641<\/td>\n6.51<\/td>\n96<\/td>\n0.0122 %<\/td>\n2,350.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.99 %<\/td>\n5.10 %<\/td>\n120,675<\/td>\n6.23<\/td>\n30<\/td>\n-0.0695 %<\/td>\n2,901.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.47 %<\/td>\n3.00 %<\/td>\n53,913<\/td>\n4.36<\/td>\n10<\/td>\n0.0370 %<\/td>\n2,557.2<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.H<\/td>\nFixedReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.24
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.35
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.54
\nBid-YTW : 8.42 %<\/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>\n411,177<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset<\/td>\n307,155<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n199,977<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n136,661<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset<\/td>\n95,268<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.33
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n77,968<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.94
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
There were 45 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.E<\/td>\nSplitShare<\/td>\nQuote: 26.11 – 26.65
\nSpot Rate : 0.5400
\nAverage : 0.3321<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-07-20
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.11
\nBid-YTW : 2.43 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 19.24 – 19.79
\nSpot Rate : 0.5500
\nAverage : 0.3467<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.24
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.74 – 24.17
\nSpot Rate : 0.4300
\nAverage : 0.2494<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.17 – 24.49
\nSpot Rate : 0.3200
\nAverage : 0.1905<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.17
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.50 – 22.83
\nSpot Rate : 0.3300
\nAverage : 0.2192<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-20
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

TD.PF.G<\/td>\nFixedReset<\/td>\nQuote: 26.82 – 27.10
\nSpot Rate : 0.2800
\nAverage : 0.1746<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.82
\nBid-YTW : 3.69 %<\/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-48466","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48466","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=48466"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48466\/revisions"}],"predecessor-version":[{"id":48467,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48466\/revisions\/48467"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48466"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48466"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48466"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}