{"id":48734,"date":"2017-09-05T22:40:00","date_gmt":"2017-09-06T02:40:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48734"},"modified":"2025-07-24T22:41:00","modified_gmt":"2025-07-25T02:41:00","slug":"september-5-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48734","title":{"rendered":"September 5, 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-0.2125 %<\/td>\n2,362.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2125 %<\/td>\n4,335.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.66 %<\/td>\n3.71 %<\/td>\n109,958<\/td>\n17.98<\/td>\n3<\/td>\n-0.2125 %<\/td>\n2,498.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0786 %<\/td>\n3,084.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.13 %<\/td>\n51,385<\/td>\n1.30<\/td>\n5<\/td>\n-0.0786 %<\/td>\n3,683.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0786 %<\/td>\n2,874.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.41 %<\/td>\n4.82 %<\/td>\n56,150<\/td>\n5.85<\/td>\n16<\/td>\n0.0000 %<\/td>\n2,781.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.30 %<\/td>\n5.33 %<\/td>\n70,307<\/td>\n14.87<\/td>\n19<\/td>\n-0.0698 %<\/td>\n2,919.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.37 %<\/td>\n4.44 %<\/td>\n144,827<\/td>\n6.29<\/td>\n98<\/td>\n-0.2285 %<\/td>\n2,390.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.11 %<\/td>\n5.52 %<\/td>\n98,656<\/td>\n6.06<\/td>\n31<\/td>\n-0.0983 %<\/td>\n2,868.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.73 %<\/td>\n3.10 %<\/td>\n41,471<\/td>\n4.15<\/td>\n8<\/td>\n-0.2318 %<\/td>\n2,617.2<\/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
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.80
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.83
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 17.46
\nEvaluated at bid price : 17.46
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.34 %<\/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>\n114,685<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.78
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n65,625<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.23
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n62,505<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.77
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n59,244<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.96
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n55,307<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n44,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
There were 15 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.B<\/td>\nFixedReset<\/td>\nQuote: 21.83 – 22.14
\nSpot Rate : 0.3100
\nAverage : 0.1936<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.83
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.65 – 24.00
\nSpot Rate : 0.3500
\nAverage : 0.2416<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset<\/td>\nQuote: 21.65 – 21.89
\nSpot Rate : 0.2400
\nAverage : 0.1556<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.65
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.81 – 23.25
\nSpot Rate : 0.4400
\nAverage : 0.3561<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset<\/td>\nQuote: 23.80 – 24.06
\nSpot Rate : 0.2600
\nAverage : 0.1803<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-05
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.80
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.53 – 26.91
\nSpot Rate : 0.3800
\nAverage : 0.3005<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 4.17 %<\/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-48734","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48734","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=48734"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48734\/revisions"}],"predecessor-version":[{"id":48735,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48734\/revisions\/48735"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48734"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48734"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48734"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}