{"id":48546,"date":"2017-06-27T10:39:00","date_gmt":"2017-06-27T14:39:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48546"},"modified":"2025-07-22T10:40:21","modified_gmt":"2025-07-22T14:40:21","slug":"june-27-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48546","title":{"rendered":"June 27, 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>\n0.2645 %<\/td>\n2,118.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2645 %<\/td>\n3,888.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.74 %<\/td>\n3.74 %<\/td>\n72,769<\/td>\n17.98<\/td>\n3<\/td>\n0.2645 %<\/td>\n2,240.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4242 %<\/td>\n3,066.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.17 %<\/td>\n60,027<\/td>\n1.48<\/td>\n5<\/td>\n0.4242 %<\/td>\n3,661.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4242 %<\/td>\n2,857.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.31 %<\/td>\n4.64 %<\/td>\n67,536<\/td>\n3.42<\/td>\n25<\/td>\n0.0503 %<\/td>\n2,784.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.12 %<\/td>\n5.09 %<\/td>\n85,453<\/td>\n15.23<\/td>\n12<\/td>\n0.1104 %<\/td>\n3,000.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.41 %<\/td>\n4.05 %<\/td>\n200,609<\/td>\n6.51<\/td>\n96<\/td>\n0.4070 %<\/td>\n2,358.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n5.05 %<\/td>\n125,862<\/td>\n6.21<\/td>\n30<\/td>\n0.0137 %<\/td>\n2,893.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.55 %<\/td>\n3.07 %<\/td>\n47,705<\/td>\n4.33<\/td>\n10<\/td>\n0.1942 %<\/td>\n2,560.5<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.55
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.17
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.29
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.74
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.55
\nBid-YTW : 8.47 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.16
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.76
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 16.03
\nEvaluated at bid price : 16.03
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.84
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.16
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.08
\nBid-YTW : 4.02 %<\/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>\n697,835<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n184,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n149,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.61
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n142,966<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.22
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n131,616<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.24
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n107,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
There were 49 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
IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.85 – 22.32
\nSpot Rate : 0.4700
\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 : 21.85
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 18.06 – 18.40
\nSpot Rate : 0.3400
\nAverage : 0.2085<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.06
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 16.55 – 16.98
\nSpot Rate : 0.4300
\nAverage : 0.3260<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.55
\nBid-YTW : 8.57 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 24.97 – 25.24
\nSpot Rate : 0.2700
\nAverage : 0.1825<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

TRP.PR.H<\/td>\nFloatingReset<\/td>\nQuote: 14.11 – 14.50
\nSpot Rate : 0.3900
\nAverage : 0.3053<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-27
\nMaturity Price : 14.11
\nEvaluated at bid price : 14.11
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 16.51 – 16.76
\nSpot Rate : 0.2500
\nAverage : 0.1706<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.51
\nBid-YTW : 8.44 %<\/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-48546","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48546","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=48546"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48546\/revisions"}],"predecessor-version":[{"id":48547,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48546\/revisions\/48547"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48546"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48546"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48546"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}