{"id":48622,"date":"2017-07-27T11:22:00","date_gmt":"2017-07-27T15:22:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48622"},"modified":"2025-07-23T11:23:08","modified_gmt":"2025-07-23T15:23:08","slug":"july-27-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48622","title":{"rendered":"July 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>\n0.4176 %<\/td>\n2,419.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4176 %<\/td>\n4,438.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.58 %<\/td>\n3.61 %<\/td>\n127,597<\/td>\n18.27<\/td>\n3<\/td>\n0.4176 %<\/td>\n2,558.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4689 %<\/td>\n3,054.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.49 %<\/td>\n52,771<\/td>\n3.79<\/td>\n5<\/td>\n-0.4689 %<\/td>\n3,648.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4689 %<\/td>\n2,846.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.38 %<\/td>\n4.68 %<\/td>\n64,200<\/td>\n5.90<\/td>\n21<\/td>\n0.0982 %<\/td>\n2,778.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.28 %<\/td>\n5.27 %<\/td>\n79,321<\/td>\n15.00<\/td>\n15<\/td>\n0.0636 %<\/td>\n2,924.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.33 %<\/td>\n181,584<\/td>\n6.38<\/td>\n98<\/td>\n-0.0981 %<\/td>\n2,408.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.06 %<\/td>\n5.38 %<\/td>\n119,212<\/td>\n6.13<\/td>\n30<\/td>\n0.0028 %<\/td>\n2,864.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.80 %<\/td>\n43,243<\/td>\n4.27<\/td>\n10<\/td>\n0.0898 %<\/td>\n2,646.1<\/td>\n<\/tr>\n<\/table>\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.J<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.84
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.89
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 4.53 %<\/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
TRP.PR.D<\/td>\nFixedReset<\/td>\n212,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.63
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n92,822<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n75,289<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.06
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n74,160<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n65,925<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.37
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n57,930<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
There were 19 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: 22.59 – 23.44
\nSpot Rate : 0.8500
\nAverage : 0.5420<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 22.30
\nEvaluated at bid price : 22.59
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

PVS.PR.D<\/td>\nSplitShare<\/td>\nQuote: 25.28 – 25.65
\nSpot Rate : 0.3700
\nAverage : 0.2816<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 23.84 – 24.12
\nSpot Rate : 0.2800
\nAverage : 0.1926<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.84
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 23.89 – 24.20
\nSpot Rate : 0.3100
\nAverage : 0.2265<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-07-27
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.89
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset<\/td>\nQuote: 22.41 – 22.69
\nSpot Rate : 0.2800
\nAverage : 0.2038<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 24.66 – 24.93
\nSpot Rate : 0.2700
\nAverage : 0.2052<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.99 %<\/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-48622","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48622","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=48622"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48622\/revisions"}],"predecessor-version":[{"id":48623,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48622\/revisions\/48623"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48622"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48622"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48622"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}