{"id":48762,"date":"2017-09-12T23:06:00","date_gmt":"2017-09-13T03:06:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48762"},"modified":"2025-07-24T23:06:51","modified_gmt":"2025-07-25T03:06:51","slug":"september-12-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48762","title":{"rendered":"September 12, 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-0.5340 %<\/td>\n2,394.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5340 %<\/td>\n4,393.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.92 %<\/td>\n3.97 %<\/td>\n105,610<\/td>\n17.39<\/td>\n3<\/td>\n-0.5340 %<\/td>\n2,532.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n3,067.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.57 %<\/td>\n70,458<\/td>\n3.70<\/td>\n5<\/td>\n0.1188 %<\/td>\n3,663.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1188 %<\/td>\n2,858.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43 %<\/td>\n4.92 %<\/td>\n61,349<\/td>\n6.13<\/td>\n16<\/td>\n-0.0643 %<\/td>\n2,769.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.43 %<\/td>\n72,118<\/td>\n14.67<\/td>\n19<\/td>\n-0.1348 %<\/td>\n2,876.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.36 %<\/td>\n4.54 %<\/td>\n143,595<\/td>\n6.26<\/td>\n98<\/td>\n0.0083 %<\/td>\n2,396.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.71 %<\/td>\n98,759<\/td>\n6.06<\/td>\n31<\/td>\n0.0830 %<\/td>\n2,842.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.83 %<\/td>\n3.22 %<\/td>\n43,191<\/td>\n4.11<\/td>\n8<\/td>\n0.1929 %<\/td>\n2,632.4<\/td>\n<\/tr>\n<\/table>\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
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.78
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.33
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.85
\nBid-YTW : 4.51 %<\/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.B<\/td>\nDeemed-Retractible<\/td>\n209,711<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-10-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 3.30 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n111,465<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.73
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n87,637<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n84,804<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n70,820<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
RY.PR.D<\/td>\nDeemed-Retractible<\/td>\n66,635<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-10-12
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : -4.73 %<\/td>\n<\/tr>\n
There were 25 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
HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 23.10 – 23.57
\nSpot Rate : 0.4700
\nAverage : 0.3837<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.90 – 24.24
\nSpot Rate : 0.3400
\nAverage : 0.2626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.60 – 21.89
\nSpot Rate : 0.2900
\nAverage : 0.2190<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 14.26 – 14.50
\nSpot Rate : 0.2400
\nAverage : 0.1717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 14.26
\nEvaluated at bid price : 14.26
\nBid-YTW : 3.98 %<\/td>\n<\/tr>\n

BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.10 – 22.43
\nSpot Rate : 0.3300
\nAverage : 0.2623<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 14.28 – 14.60
\nSpot Rate : 0.3200
\nAverage : 0.2601<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-12
\nMaturity Price : 14.28
\nEvaluated at bid price : 14.28
\nBid-YTW : 3.97 %<\/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-48762","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48762","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=48762"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48762\/revisions"}],"predecessor-version":[{"id":48763,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48762\/revisions\/48763"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48762"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48762"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48762"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}