{"id":48575,"date":"2017-07-17T22:04:00","date_gmt":"2017-07-18T02:04:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48575"},"modified":"2025-07-22T22:04:55","modified_gmt":"2025-07-23T02:04:55","slug":"july-17-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48575","title":{"rendered":"July 17, 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>\n0.0000 %<\/td>\n2,353.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,318.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.68 %<\/td>\n3.70 %<\/td>\n97,569<\/td>\n18.09<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,489.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1017 %<\/td>\n3,070.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.13 %<\/td>\n57,166<\/td>\n1.42<\/td>\n5<\/td>\n0.1017 %<\/td>\n3,666.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1017 %<\/td>\n2,861.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.38 %<\/td>\n4.75 %<\/td>\n70,894<\/td>\n6.11<\/td>\n21<\/td>\n-0.1319 %<\/td>\n2,771.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.32 %<\/td>\n91,316<\/td>\n14.99<\/td>\n15<\/td>\n-0.3423 %<\/td>\n2,904.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.33 %<\/td>\n4.32 %<\/td>\n179,729<\/td>\n6.40<\/td>\n98<\/td>\n0.0336 %<\/td>\n2,398.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.09 %<\/td>\n5.50 %<\/td>\n117,872<\/td>\n6.15<\/td>\n30<\/td>\n-0.4486 %<\/td>\n2,842.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.59 %<\/td>\n2.85 %<\/td>\n45,280<\/td>\n4.29<\/td>\n10<\/td>\n0.1266 %<\/td>\n2,628.9<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.41
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.78
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.21
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.23
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.32
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.19 %<\/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 : 6.98 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.27
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.93
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.88 %<\/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
TD.PF.I<\/td>\nFixedReset<\/td>\n169,728<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 23.14
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n102,111<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset<\/td>\n92,575<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.54
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n86,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.89
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n85,526<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.84
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n61,632<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
There were 27 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.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.46 – 22.98
\nSpot Rate : 0.5200
\nAverage : 0.3800<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.46
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.19 – 25.55
\nSpot Rate : 0.3600
\nAverage : 0.2219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 24.70
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.68 – 22.00
\nSpot Rate : 0.3200
\nAverage : 0.2009<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.68
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.41 – 19.75
\nSpot Rate : 0.3400
\nAverage : 0.2284<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.41
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.70 – 25.00
\nSpot Rate : 0.3000
\nAverage : 0.2007<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.27 – 24.70
\nSpot Rate : 0.4300
\nAverage : 0.3381<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-17
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.27
\nBid-YTW : 4.45 %<\/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-48575","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48575","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=48575"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48575\/revisions"}],"predecessor-version":[{"id":48576,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48575\/revisions\/48576"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48575"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48575"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48575"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}