{"id":48770,"date":"2017-09-14T23:13:00","date_gmt":"2017-09-15T03:13:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48770"},"modified":"2025-07-24T23:14:15","modified_gmt":"2025-07-25T03:14:15","slug":"september-14-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48770","title":{"rendered":"September 14, 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>\n1.6560 %<\/td>\n2,448.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6560 %<\/td>\n4,493.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.87 %<\/td>\n3.84 %<\/td>\n107,783<\/td>\n17.77<\/td>\n3<\/td>\n1.6560 %<\/td>\n2,589.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0475 %<\/td>\n3,063.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.64 %<\/td>\n80,282<\/td>\n3.69<\/td>\n5<\/td>\n-0.0475 %<\/td>\n3,658.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0475 %<\/td>\n2,854.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43 %<\/td>\n4.93 %<\/td>\n59,387<\/td>\n6.13<\/td>\n16<\/td>\n-0.0173 %<\/td>\n2,769.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.37 %<\/td>\n5.43 %<\/td>\n66,546<\/td>\n14.70<\/td>\n19<\/td>\n0.3323 %<\/td>\n2,887.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.36 %<\/td>\n4.52 %<\/td>\n146,082<\/td>\n6.26<\/td>\n99<\/td>\n0.0555 %<\/td>\n2,401.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.72 %<\/td>\n98,428<\/td>\n6.07<\/td>\n31<\/td>\n0.1605 %<\/td>\n2,846.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.82 %<\/td>\n2.96 %<\/td>\n44,923<\/td>\n4.11<\/td>\n8<\/td>\n0.2308 %<\/td>\n2,640.9<\/td>\n<\/tr>\n<\/table>\n\n\n\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
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.26
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.29
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.82
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 14.32
\nEvaluated at bid price : 14.32
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 3.84 %<\/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
BAM.PF.J<\/td>\nFixedReset<\/td>\n302,088<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 23.18
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n211,270<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n102,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.86
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n81,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.08
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n81,035<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.24
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n67,927<\/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
There were 29 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
IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.26 – 19.69
\nSpot Rate : 0.4300
\nAverage : 0.2681<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.26
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 21.89 – 22.35
\nSpot Rate : 0.4600
\nAverage : 0.3043<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-14
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.89
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 21.27 – 21.78
\nSpot Rate : 0.5100
\nAverage : 0.3690<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.27
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 23.40 – 23.80
\nSpot Rate : 0.4000
\nAverage : 0.2920<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.35 – 21.65
\nSpot Rate : 0.3000
\nAverage : 0.1921<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.35
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.93 – 22.23
\nSpot Rate : 0.3000
\nAverage : 0.2142<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.93
\nBid-YTW : 6.82 %<\/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-48770","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48770","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=48770"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48770\/revisions"}],"predecessor-version":[{"id":48771,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48770\/revisions\/48771"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48770"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48770"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48770"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}