{"id":48614,"date":"2017-07-31T11:16:00","date_gmt":"2017-07-31T15:16:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48614"},"modified":"2025-07-23T11:16:53","modified_gmt":"2025-07-23T15:16:53","slug":"july-31-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48614","title":{"rendered":"July 31, 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>\n0.5341 %<\/td>\n2,419.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5341 %<\/td>\n4,439.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.58 %<\/td>\n3.61 %<\/td>\n126,016<\/td>\n18.25<\/td>\n3<\/td>\n0.5341 %<\/td>\n2,558.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0785 %<\/td>\n3,059.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.43 %<\/td>\n52,351<\/td>\n1.39<\/td>\n5<\/td>\n0.0785 %<\/td>\n3,654.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0785 %<\/td>\n2,851.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.38 %<\/td>\n4.75 %<\/td>\n62,349<\/td>\n5.96<\/td>\n21<\/td>\n0.0699 %<\/td>\n2,779.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.29 %<\/td>\n5.29 %<\/td>\n79,132<\/td>\n14.96<\/td>\n15<\/td>\n-0.1300 %<\/td>\n2,922.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.43 %<\/td>\n177,007<\/td>\n6.34<\/td>\n98<\/td>\n-0.0226 %<\/td>\n2,411.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n5.39 %<\/td>\n114,459<\/td>\n6.11<\/td>\n30<\/td>\n-0.0859 %<\/td>\n2,860.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.60 %<\/td>\n2.94 %<\/td>\n40,866<\/td>\n4.26<\/td>\n10<\/td>\n0.1079 %<\/td>\n2,644.8<\/td>\n<\/tr>\n<\/table>\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.C<\/td>\nFixedReset<\/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 : 22.11
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-31
\nMaturity Price : 15.61
\nEvaluated at bid price : 15.61
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-31
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 4.41 %<\/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
BMO.PR.T<\/td>\nFixedReset<\/td>\n33,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-31
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset<\/td>\n31,081<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.07
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset<\/td>\n28,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-31
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.06
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset<\/td>\n23,625<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.07
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
RY.PR.L<\/td>\nFixedReset<\/td>\n20,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n19,930<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
There were 9 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.H<\/td>\nFloatingReset<\/td>\nQuote: 15.60 – 17.00
\nSpot Rate : 1.4000
\nAverage : 0.8685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-31
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 3.19 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.11 – 22.78
\nSpot Rate : 0.6700
\nAverage : 0.4427<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.21 – 23.74
\nSpot Rate : 0.5300
\nAverage : 0.3494<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.21
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 23.74 – 24.25
\nSpot Rate : 0.5100
\nAverage : 0.3537<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.74
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n

BMO.PR.B<\/td>\nFixedReset<\/td>\nQuote: 26.15 – 26.50
\nSpot Rate : 0.3500
\nAverage : 0.2045<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.60 – 23.95
\nSpot Rate : 0.3500
\nAverage : 0.2058<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.05 %<\/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-48614","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48614","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=48614"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48614\/revisions"}],"predecessor-version":[{"id":48615,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48614\/revisions\/48615"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48614"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48614"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48614"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}