{"id":48816,"date":"2017-10-05T20:46:00","date_gmt":"2017-10-06T00:46:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48816"},"modified":"2025-07-25T20:47:27","modified_gmt":"2025-07-26T00:47:27","slug":"october-5-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48816","title":{"rendered":"October 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>\n1.2447 %<\/td>\n2,422.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2447 %<\/td>\n4,444.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.77 %<\/td>\n3.92 %<\/td>\n26,640<\/td>\n17.63<\/td>\n4<\/td>\n1.2447 %<\/td>\n2,561.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3162 %<\/td>\n3,065.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.82 %<\/td>\n80,769<\/td>\n4.40<\/td>\n6<\/td>\n-0.3162 %<\/td>\n3,660.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3162 %<\/td>\n2,856.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n4.76 %<\/td>\n60,975<\/td>\n2.35<\/td>\n17<\/td>\n0.3168 %<\/td>\n2,803.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.36 %<\/td>\n62,211<\/td>\n14.79<\/td>\n19<\/td>\n0.3634 %<\/td>\n2,926.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.28 %<\/td>\n4.37 %<\/td>\n153,498<\/td>\n6.10<\/td>\n99<\/td>\n0.2677 %<\/td>\n2,454.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.11 %<\/td>\n5.60 %<\/td>\n99,695<\/td>\n6.03<\/td>\n30<\/td>\n0.1673 %<\/td>\n2,878.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.85 %<\/td>\n3.00 %<\/td>\n50,817<\/td>\n4.07<\/td>\n8<\/td>\n0.0701 %<\/td>\n2,658.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\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
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 15.92
\nEvaluated at bid price : 15.92
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.91
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Premium<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-04-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.28
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 14.38
\nEvaluated at bid price : 14.38
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Premium<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-11-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : -3.39 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.78
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.58
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.80
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.96
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 20.69
\nEvaluated at bid price : 20.69
\nBid-YTW : 4.78 %<\/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.R<\/td>\nFixedReset<\/td>\n189,539<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset<\/td>\n160,283<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.77
\nBid-YTW : 3.61 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n104,146<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.31
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n76,914<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.87
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n57,205<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n53,716<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.56
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
There were 65 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
TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 19.58 – 20.39
\nSpot Rate : 0.8100
\nAverage : 0.6276<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.90 – 26.38
\nSpot Rate : 0.4800
\nAverage : 0.3106<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

BAM.PF.G<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 24.35
\nSpot Rate : 0.3500
\nAverage : 0.2141<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-05
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 21.97 – 22.47
\nSpot Rate : 0.5000
\nAverage : 0.3734<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.97
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.40 – 24.74
\nSpot Rate : 0.3400
\nAverage : 0.2334<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 17.66 – 17.98
\nSpot Rate : 0.3200
\nAverage : 0.2244<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.66
\nBid-YTW : 8.26 %<\/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-48816","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48816","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=48816"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48816\/revisions"}],"predecessor-version":[{"id":48817,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48816\/revisions\/48817"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48816"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48816"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48816"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}