{"id":48716,"date":"2017-09-18T22:02:00","date_gmt":"2017-09-19T02:02:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48716"},"modified":"2025-07-24T22:03:13","modified_gmt":"2025-07-25T02:03:13","slug":"september-18-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48716","title":{"rendered":"September 18, 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>\n-0.5580 %<\/td>\n2,412.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5580 %<\/td>\n4,426.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.93 %<\/td>\n3.92 %<\/td>\n106,931<\/td>\n17.59<\/td>\n3<\/td>\n-0.5580 %<\/td>\n2,550.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1899 %<\/td>\n3,061.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.81 %<\/td>\n86,270<\/td>\n4.45<\/td>\n6<\/td>\n-0.1899 %<\/td>\n3,656.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1899 %<\/td>\n2,852.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43 %<\/td>\n4.93 %<\/td>\n55,052<\/td>\n6.11<\/td>\n16<\/td>\n-0.0074 %<\/td>\n2,770.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.43 %<\/td>\n63,852<\/td>\n14.63<\/td>\n19<\/td>\n-0.0251 %<\/td>\n2,885.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.36 %<\/td>\n4.63 %<\/td>\n146,072<\/td>\n6.22<\/td>\n99<\/td>\n0.0316 %<\/td>\n2,402.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.72 %<\/td>\n97,412<\/td>\n6.06<\/td>\n31<\/td>\n-0.0937 %<\/td>\n2,848.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.86 %<\/td>\n2.97 %<\/td>\n48,441<\/td>\n4.10<\/td>\n8<\/td>\n0.2690 %<\/td>\n2,644.9<\/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
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-18
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.51
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-18
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.79 %<\/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
PVS.PR.F<\/td>\nSplitShare<\/td>\n234,295<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset<\/td>\n209,210<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n102,720<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n100,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 2.84 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset<\/td>\n88,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset<\/td>\n75,039<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
There were 27 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.PR.X<\/td>\nFixedReset<\/td>\nQuote: 17.27 – 17.70
\nSpot Rate : 0.4300
\nAverage : 0.2814<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-18
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 22.65 – 23.05
\nSpot Rate : 0.4000
\nAverage : 0.2841<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.65
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.15 – 22.50
\nSpot Rate : 0.3500
\nAverage : 0.2418<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.37 – 23.70
\nSpot Rate : 0.3300
\nAverage : 0.2257<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-18
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.10 – 24.41
\nSpot Rate : 0.3100
\nAverage : 0.2108<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.60 – 25.00
\nSpot Rate : 0.4000
\nAverage : 0.3152<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-18
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.36 %<\/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-48716","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48716","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=48716"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48716\/revisions"}],"predecessor-version":[{"id":48717,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48716\/revisions\/48717"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48716"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48716"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48716"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}