{"id":48476,"date":"2017-06-19T19:51:00","date_gmt":"2017-06-19T23:51:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48476"},"modified":"2025-07-21T19:52:06","modified_gmt":"2025-07-21T23:52:06","slug":"june-19-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48476","title":{"rendered":"June 19, 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-1.2110 %<\/td>\n2,142.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.2110 %<\/td>\n3,932.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.70 %<\/td>\n3.69 %<\/td>\n76,942<\/td>\n18.09<\/td>\n3<\/td>\n-1.2110 %<\/td>\n2,266.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0942 %<\/td>\n3,058.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.30 %<\/td>\n65,783<\/td>\n1.50<\/td>\n5<\/td>\n0.0942 %<\/td>\n3,651.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0942 %<\/td>\n2,849.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n4.45 %<\/td>\n70,042<\/td>\n3.40<\/td>\n25<\/td>\n-0.0687 %<\/td>\n2,792.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n5.07 %<\/td>\n87,935<\/td>\n15.28<\/td>\n12<\/td>\n0.0566 %<\/td>\n3,012.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.42 %<\/td>\n4.13 %<\/td>\n199,099<\/td>\n6.52<\/td>\n96<\/td>\n-0.0698 %<\/td>\n2,349.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n5.00 %<\/td>\n116,173<\/td>\n6.23<\/td>\n30<\/td>\n0.0300 %<\/td>\n2,903.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.47 %<\/td>\n2.99 %<\/td>\n53,144<\/td>\n4.36<\/td>\n10<\/td>\n-0.0277 %<\/td>\n2,556.3<\/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
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.73
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 12.78
\nEvaluated at bid price : 12.78
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 14.54
\nEvaluated at bid price : 14.54
\nBid-YTW : 4.12 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 12.76
\nEvaluated at bid price : 12.76
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 15.97
\nEvaluated at bid price : 15.97
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 16.59
\nEvaluated at bid price : 16.59
\nBid-YTW : 4.47 %<\/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
CM.PR.R<\/td>\nFixedReset<\/td>\n414,455<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n229,960<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.59
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset<\/td>\n206,235<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n183,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 24.64
\nEvaluated at bid price : 25.04
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n144,023<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n105,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.01
\nBid-YTW : 3.54 %<\/td>\n<\/tr>\n
There were 33 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
EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.05 – 26.45
\nSpot Rate : 0.4000
\nAverage : 0.2353<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset<\/td>\nQuote: 16.33 – 16.58
\nSpot Rate : 0.2500
\nAverage : 0.1729<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 16.33
\nEvaluated at bid price : 16.33
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n

BNS.PR.Z<\/td>\nFixedReset<\/td>\nQuote: 22.17 – 22.39
\nSpot Rate : 0.2200
\nAverage : 0.1467<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.36 – 24.58
\nSpot Rate : 0.2200
\nAverage : 0.1499<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-19
\nMaturity Price : 24.07
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.77 – 26.00
\nSpot Rate : 0.2300
\nAverage : 0.1615<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n

TD.PF.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.71 – 25.94
\nSpot Rate : 0.2300
\nAverage : 0.1656<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 4.58 %<\/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-48476","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48476","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=48476"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48476\/revisions"}],"predecessor-version":[{"id":48477,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48476\/revisions\/48477"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48476"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48476"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48476"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}