{"id":48806,"date":"2017-10-13T20:37:00","date_gmt":"2017-10-14T00:37:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48806"},"modified":"2025-07-25T20:37:25","modified_gmt":"2025-07-26T00:37:25","slug":"october-13-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48806","title":{"rendered":"October 13, 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>\n0.1348 %<\/td>\n2,423.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1348 %<\/td>\n4,447.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.77 %<\/td>\n3.94 %<\/td>\n31,755<\/td>\n17.57<\/td>\n4<\/td>\n0.1348 %<\/td>\n2,563.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0792 %<\/td>\n3,067.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.86 %<\/td>\n73,485<\/td>\n4.38<\/td>\n6<\/td>\n-0.0792 %<\/td>\n3,662.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0792 %<\/td>\n2,857.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n3.32 %<\/td>\n61,672<\/td>\n0.22<\/td>\n17<\/td>\n-0.0046 %<\/td>\n2,820.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.34 %<\/td>\n5.31 %<\/td>\n61,749<\/td>\n14.94<\/td>\n19<\/td>\n0.0835 %<\/td>\n2,948.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.24 %<\/td>\n4.23 %<\/td>\n155,431<\/td>\n4.56<\/td>\n99<\/td>\n0.0735 %<\/td>\n2,476.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n5.54 %<\/td>\n100,598<\/td>\n6.01<\/td>\n30<\/td>\n0.0608 %<\/td>\n2,901.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.80 %<\/td>\n2.80 %<\/td>\n50,129<\/td>\n4.06<\/td>\n8<\/td>\n0.1413 %<\/td>\n2,679.5<\/td>\n<\/tr>\n<\/table>\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.A<\/td>\nFloater<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.18
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.71
\nBid-YTW : 7.96 %<\/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
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n207,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 23.94
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n82,026<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n80,348<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.62
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n79,780<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n73,308<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.37
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n72,464<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.84
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
There were 21 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.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.96 – 22.27
\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 : 21.96
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 24.36
\nSpot Rate : 0.3600
\nAverage : 0.2704<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.51 – 24.75
\nSpot Rate : 0.2400
\nAverage : 0.1556<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 25.00 – 25.24
\nSpot Rate : 0.2400
\nAverage : 0.1629<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 21.80
\nSpot Rate : 0.3000
\nAverage : 0.2237<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.65 – 21.92
\nSpot Rate : 0.2700
\nAverage : 0.1965<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.65
\nBid-YTW : 6.88 %<\/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-48806","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48806","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=48806"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48806\/revisions"}],"predecessor-version":[{"id":48807,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48806\/revisions\/48807"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48806"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48806"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48806"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}