{"id":48647,"date":"2017-08-22T21:40:00","date_gmt":"2017-08-23T01:40:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48647"},"modified":"2025-07-23T21:41:21","modified_gmt":"2025-07-24T01:41:21","slug":"august-22-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48647","title":{"rendered":"August 22, 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>\n0.0236 %<\/td>\n2,367.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0236 %<\/td>\n4,344.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.66 %<\/td>\n3.69 %<\/td>\n115,262<\/td>\n18.03<\/td>\n3<\/td>\n0.0236 %<\/td>\n2,503.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1421 %<\/td>\n3,079.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n3.91 %<\/td>\n55,177<\/td>\n1.34<\/td>\n5<\/td>\n0.1421 %<\/td>\n3,677.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1421 %<\/td>\n2,869.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41 %<\/td>\n4.83 %<\/td>\n61,088<\/td>\n5.89<\/td>\n17<\/td>\n-0.0116 %<\/td>\n2,777.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.30 %<\/td>\n5.32 %<\/td>\n61,259<\/td>\n14.89<\/td>\n20<\/td>\n0.3096 %<\/td>\n2,930.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.38 %<\/td>\n4.43 %<\/td>\n143,211<\/td>\n6.35<\/td>\n98<\/td>\n0.3667 %<\/td>\n2,381.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n5.57 %<\/td>\n108,476<\/td>\n6.04<\/td>\n31<\/td>\n0.1915 %<\/td>\n2,869.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n3.07 %<\/td>\n40,611<\/td>\n4.20<\/td>\n9<\/td>\n0.1329 %<\/td>\n2,615.8<\/td>\n<\/tr>\n<\/table>\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
CM.PR.O<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.56
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.51
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.91
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
MFC.PR.G<\/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 : 23.70
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.54
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.59
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.08
\nBid-YTW : 3.82 %<\/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>\n131,530<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n74,250<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n57,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n55,667<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n51,241<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.07
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n45,440<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.64
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
There were 24 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.E<\/td>\nFixedReset<\/td>\nQuote: 22.31 – 22.80
\nSpot Rate : 0.4900
\nAverage : 0.3333<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.31
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 14.10 – 14.57
\nSpot Rate : 0.4700
\nAverage : 0.3249<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 26.55 – 26.78
\nSpot Rate : 0.2300
\nAverage : 0.1462<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.04 – 24.35
\nSpot Rate : 0.3100
\nAverage : 0.2283<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-22
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.62 – 21.89
\nSpot Rate : 0.2700
\nAverage : 0.1933<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.62
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.36 – 21.60
\nSpot Rate : 0.2400
\nAverage : 0.1872<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.36
\nBid-YTW : 7.16 %<\/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-48647","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48647","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=48647"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48647\/revisions"}],"predecessor-version":[{"id":48648,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48647\/revisions\/48648"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48647"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48647"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48647"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}