{"id":48506,"date":"2017-06-05T20:43:00","date_gmt":"2017-06-06T00:43:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48506"},"modified":"2025-07-21T20:44:15","modified_gmt":"2025-07-22T00:44:15","slug":"june-5-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48506","title":{"rendered":"June 5, 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>\n0.1852 %<\/td>\n2,094.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1852 %<\/td>\n3,843.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.74 %<\/td>\n3.78 %<\/td>\n83,168<\/td>\n17.81<\/td>\n3<\/td>\n0.1852 %<\/td>\n2,215.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0237 %<\/td>\n3,040.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n4.49 %<\/td>\n72,172<\/td>\n3.93<\/td>\n5<\/td>\n-0.0237 %<\/td>\n3,631.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0237 %<\/td>\n2,833.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n0.32 %<\/td>\n71,000<\/td>\n0.09<\/td>\n25<\/td>\n0.0766 %<\/td>\n2,794.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n5.08 %<\/td>\n102,442<\/td>\n15.28<\/td>\n12<\/td>\n-0.1655 %<\/td>\n3,007.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.54 %<\/td>\n4.14 %<\/td>\n194,769<\/td>\n6.54<\/td>\n95<\/td>\n-0.2077 %<\/td>\n2,283.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.97 %<\/td>\n4.96 %<\/td>\n125,080<\/td>\n6.27<\/td>\n30<\/td>\n0.0231 %<\/td>\n2,907.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.10 %<\/td>\n47,304<\/td>\n4.40<\/td>\n10<\/td>\n-0.3834 %<\/td>\n2,517.7<\/td>\n<\/tr>\n<\/table>\n\n\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
TRP.PR.A<\/td>\nFixedReset<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.10
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.55
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.44
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.58
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Premium<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.77
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.83 %<\/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>\n255,851<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.97
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n51,398<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 23.30
\nEvaluated at bid price : 25.43
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n31,767<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n28,352<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
BNS.PR.D<\/td>\nFloatingReset<\/td>\n27,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.58
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n26,281<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.52
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
There were 11 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
TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.85 – 18.27
\nSpot Rate : 0.4200
\nAverage : 0.2922<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-05
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.91 – 26.48
\nSpot Rate : 0.5700
\nAverage : 0.4439<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.91
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 15.10 – 15.40
\nSpot Rate : 0.3000
\nAverage : 0.1843<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.10
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n

BNS.PR.C<\/td>\nFloatingReset<\/td>\nQuote: 24.06 – 24.35
\nSpot Rate : 0.2900
\nAverage : 0.1854<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.06
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.30 – 17.72
\nSpot Rate : 0.4200
\nAverage : 0.3194<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n

SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.93 – 24.19
\nSpot Rate : 0.2600
\nAverage : 0.1804<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.93
\nBid-YTW : 5.42 %<\/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-48506","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48506","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=48506"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48506\/revisions"}],"predecessor-version":[{"id":48507,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48506\/revisions\/48507"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48506"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48506"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48506"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}