{"id":48691,"date":"2017-08-28T11:06:00","date_gmt":"2017-08-28T15:06:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48691"},"modified":"2025-07-24T11:06:50","modified_gmt":"2025-07-24T15:06:50","slug":"august-28-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48691","title":{"rendered":"August 28, 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>\n0.6192 %<\/td>\n2,361.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6192 %<\/td>\n4,333.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.67 %<\/td>\n3.70 %<\/td>\n118,063<\/td>\n18.01<\/td>\n3<\/td>\n0.6192 %<\/td>\n2,497.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n3,081.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n4.13 %<\/td>\n50,580<\/td>\n1.32<\/td>\n5<\/td>\n0.0158 %<\/td>\n3,680.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n2,871.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.40 %<\/td>\n4.77 %<\/td>\n55,698<\/td>\n5.87<\/td>\n17<\/td>\n0.0070 %<\/td>\n2,782.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.31 %<\/td>\n5.34 %<\/td>\n64,628<\/td>\n14.89<\/td>\n20<\/td>\n-0.0192 %<\/td>\n2,925.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.36 %<\/td>\n4.40 %<\/td>\n147,923<\/td>\n6.33<\/td>\n98<\/td>\n-0.1165 %<\/td>\n2,395.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n5.50 %<\/td>\n103,742<\/td>\n6.03<\/td>\n31<\/td>\n0.0808 %<\/td>\n2,870.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.62 %<\/td>\n3.00 %<\/td>\n39,833<\/td>\n4.18<\/td>\n9<\/td>\n0.2182 %<\/td>\n2,622.3<\/td>\n<\/tr>\n<\/table>\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
HSE.PR.G<\/td>\nFixedReset<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.61
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.69
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 3.38 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 3.28 %<\/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
RY.PR.R<\/td>\nFixedReset<\/td>\n125,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n94,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.78
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
RY.PR.I<\/td>\nFixedReset<\/td>\n78,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.73
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n76,532<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n54,250<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.72
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n37,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.92
\nBid-YTW : 4.33 %<\/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
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.90 – 24.40
\nSpot Rate : 0.5000
\nAverage : 0.3454<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n

W.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.56 – 24.94
\nSpot Rate : 0.3800
\nAverage : 0.2315<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-08-28
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n

RY.PR.L<\/td>\nFixedReset<\/td>\nQuote: 25.25 – 25.59
\nSpot Rate : 0.3400
\nAverage : 0.1945<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 23.18 – 23.53
\nSpot Rate : 0.3500
\nAverage : 0.2066<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.18
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.46 – 21.89
\nSpot Rate : 0.4300
\nAverage : 0.2903<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.46
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.72 – 26.18
\nSpot Rate : 0.4600
\nAverage : 0.3304<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.72
\nBid-YTW : 2.76 %<\/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-48691","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48691","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=48691"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48691\/revisions"}],"predecessor-version":[{"id":48692,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48691\/revisions\/48692"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48691"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48691"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48691"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}