{"id":48649,"date":"2017-08-21T21:41:00","date_gmt":"2017-08-22T01:41:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48649"},"modified":"2025-07-23T21:42:18","modified_gmt":"2025-07-24T01:42:18","slug":"august-21-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48649","title":{"rendered":"August 21, 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>\n0.4507 %<\/td>\n2,367.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4507 %<\/td>\n4,343.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.66 %<\/td>\n3.69 %<\/td>\n110,985<\/td>\n18.03<\/td>\n3<\/td>\n0.4507 %<\/td>\n2,503.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0553 %<\/td>\n3,075.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.20 %<\/td>\n55,885<\/td>\n3.76<\/td>\n5<\/td>\n0.0553 %<\/td>\n3,672.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0553 %<\/td>\n2,865.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41 %<\/td>\n4.80 %<\/td>\n61,300<\/td>\n5.89<\/td>\n17<\/td>\n0.1374 %<\/td>\n2,777.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.35 %<\/td>\n63,807<\/td>\n14.86<\/td>\n20<\/td>\n0.1176 %<\/td>\n2,921.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.40 %<\/td>\n4.48 %<\/td>\n143,389<\/td>\n6.35<\/td>\n98<\/td>\n0.0682 %<\/td>\n2,373.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.08 %<\/td>\n5.43 %<\/td>\n111,131<\/td>\n6.08<\/td>\n31<\/td>\n0.0268 %<\/td>\n2,864.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.63 %<\/td>\n3.09 %<\/td>\n41,187<\/td>\n4.20<\/td>\n9<\/td>\n0.0562 %<\/td>\n2,612.3<\/td>\n<\/tr>\n<\/table>\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
TD.PF.H<\/td>\nFixedReset<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.22
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.39
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Premium<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.58
\nBid-YTW : 4.50 %<\/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.J<\/td>\nFixedReset<\/td>\n142,850<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.51
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n136,847<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.93
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n102,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.96
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n86,802<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.58
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n64,489<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n52,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
There were 8 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
TD.PF.H<\/td>\nFixedReset<\/td>\nQuote: 25.50 – 26.22
\nSpot Rate : 0.7200
\nAverage : 0.4016<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.22 – 23.68
\nSpot Rate : 0.4600
\nAverage : 0.2797<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.22
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.51 – 23.02
\nSpot Rate : 0.5100
\nAverage : 0.3415<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 23.22 – 23.65
\nSpot Rate : 0.4300
\nAverage : 0.2839<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.22
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 23.25 – 23.73
\nSpot Rate : 0.4800
\nAverage : 0.3374<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-21
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.25
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

TD.PF.G<\/td>\nFixedReset<\/td>\nQuote: 26.55 – 26.84
\nSpot Rate : 0.2900
\nAverage : 0.1903<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.55
\nBid-YTW : 3.79 %<\/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-48649","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48649","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=48649"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48649\/revisions"}],"predecessor-version":[{"id":48650,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48649\/revisions\/48650"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48649"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48649"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48649"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}