{"id":48790,"date":"2017-09-26T10:37:00","date_gmt":"2017-09-26T14:37:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48790"},"modified":"2025-07-25T10:38:06","modified_gmt":"2025-07-25T14:38:06","slug":"september-26-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48790","title":{"rendered":"September 26, 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>\n0.5656 %<\/td>\n2,406.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5656 %<\/td>\n4,416.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.94 %<\/td>\n3.93 %<\/td>\n97,523<\/td>\n17.57<\/td>\n3<\/td>\n0.5656 %<\/td>\n2,545.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1124 %<\/td>\n3,066.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.66 %<\/td>\n92,952<\/td>\n4.43<\/td>\n6<\/td>\n0.1124 %<\/td>\n3,662.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1124 %<\/td>\n2,857.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.43 %<\/td>\n4.88 %<\/td>\n56,146<\/td>\n5.99<\/td>\n16<\/td>\n-0.0668 %<\/td>\n2,775.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.46 %<\/td>\n71,109<\/td>\n14.66<\/td>\n19<\/td>\n0.0137 %<\/td>\n2,886.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.36 %<\/td>\n4.59 %<\/td>\n153,976<\/td>\n6.21<\/td>\n99<\/td>\n0.0493 %<\/td>\n2,407.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.71 %<\/td>\n103,002<\/td>\n6.04<\/td>\n31<\/td>\n0.0857 %<\/td>\n2,849.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n3.20 %<\/td>\n54,276<\/td>\n4.08<\/td>\n8<\/td>\n0.0109 %<\/td>\n2,648.3<\/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
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.08
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.05
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.51 %<\/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
MFC.PR.O<\/td>\nFixedReset<\/td>\n267,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n136,803<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n133,540<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-10-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : -1.25 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n130,240<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n117,375<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n103,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.09 %<\/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
MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 24.88
\nSpot Rate : 0.8800
\nAverage : 0.4867<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.72 – 23.53
\nSpot Rate : 0.8100
\nAverage : 0.4551<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.72
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 21.35 – 22.14
\nSpot Rate : 0.7900
\nAverage : 0.4857<\/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 : 6.56 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.30 – 24.98
\nSpot Rate : 0.6800
\nAverage : 0.3981<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

IAG.PR.G<\/td>\nFixedReset<\/td>\nQuote: 22.62 – 23.25
\nSpot Rate : 0.6300
\nAverage : 0.4282<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.62
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 22.28 – 22.89
\nSpot Rate : 0.6100
\nAverage : 0.4090<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-09-26
\nMaturity Price : 21.79
\nEvaluated at bid price : 22.28
\nBid-YTW : 4.70 %<\/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-48790","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48790","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=48790"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48790\/revisions"}],"predecessor-version":[{"id":48791,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48790\/revisions\/48791"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48790"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48790"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48790"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}