{"id":48508,"date":"2017-06-06T20:45:00","date_gmt":"2017-06-07T00:45:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48508"},"modified":"2025-07-21T20:45:36","modified_gmt":"2025-07-22T00:45:36","slug":"june-6-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48508","title":{"rendered":"June 6, 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-0.4754 %<\/td>\n2,084.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4754 %<\/td>\n3,825.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.76 %<\/td>\n3.80 %<\/td>\n82,415<\/td>\n17.77<\/td>\n3<\/td>\n-0.4754 %<\/td>\n2,204.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2682 %<\/td>\n3,048.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.16 %<\/td>\n74,092<\/td>\n1.53<\/td>\n5<\/td>\n0.2682 %<\/td>\n3,641.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2682 %<\/td>\n2,840.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n3.11 %<\/td>\n70,221<\/td>\n0.09<\/td>\n25<\/td>\n-0.0812 %<\/td>\n2,792.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.08 %<\/td>\n5.09 %<\/td>\n101,019<\/td>\n15.27<\/td>\n12<\/td>\n-0.0917 %<\/td>\n3,005.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.56 %<\/td>\n4.17 %<\/td>\n193,857<\/td>\n6.52<\/td>\n95<\/td>\n-0.4770 %<\/td>\n2,272.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n4.96 %<\/td>\n125,078<\/td>\n6.27<\/td>\n30<\/td>\n-0.1454 %<\/td>\n2,903.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.18 %<\/td>\n46,702<\/td>\n4.39<\/td>\n10<\/td>\n-0.0563 %<\/td>\n2,516.3<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\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
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.06
\nBid-YTW : 8.68 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
IAG.PR.G<\/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 : 21.28
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n-1.23 %<\/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 : 7.25 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.02
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 18.43
\nEvaluated at bid price : 18.43
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.54
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.84
\nBid-YTW : 9.05 %<\/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>\n189,067<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n184,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.28
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n67,430<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n50,372<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n36,449<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n33,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
There were 30 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
BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 12.52 – 12.77
\nSpot Rate : 0.2500
\nAverage : 0.1759<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 12.52
\nEvaluated at bid price : 12.52
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset<\/td>\nQuote: 26.00 – 26.29
\nSpot Rate : 0.2900
\nAverage : 0.2322<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 21.28 – 21.59
\nSpot Rate : 0.3100
\nAverage : 0.2586<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.28
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset<\/td>\nQuote: 22.41 – 22.65
\nSpot Rate : 0.2400
\nAverage : 0.1891<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.41
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

ELF.PR.F<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.21 – 25.45
\nSpot Rate : 0.2400
\nAverage : 0.1896<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-07-06
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.20 – 15.40
\nSpot Rate : 0.2000
\nAverage : 0.1526<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-06
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 4.35 %<\/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-48508","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48508","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=48508"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48508\/revisions"}],"predecessor-version":[{"id":48509,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48508\/revisions\/48509"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48508"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48508"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48508"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}