{"id":48849,"date":"2017-10-27T11:02:00","date_gmt":"2017-10-27T15:02:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48849"},"modified":"2025-07-28T11:03:08","modified_gmt":"2025-07-28T15:03:08","slug":"october-27-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48849","title":{"rendered":"October 27, 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>\n0.2361 %<\/td>\n2,429.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2361 %<\/td>\n4,458.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.77 %<\/td>\n3.94 %<\/td>\n32,496<\/td>\n17.55<\/td>\n4<\/td>\n0.2361 %<\/td>\n2,569.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0461 %<\/td>\n3,077.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.66 %<\/td>\n68,229<\/td>\n4.34<\/td>\n6<\/td>\n-0.0461 %<\/td>\n3,674.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0461 %<\/td>\n2,867.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n-3.44 %<\/td>\n68,713<\/td>\n0.18<\/td>\n17<\/td>\n0.0139 %<\/td>\n2,828.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.28 %<\/td>\n68,478<\/td>\n14.99<\/td>\n19<\/td>\n0.3059 %<\/td>\n2,986.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.25 %<\/td>\n4.24 %<\/td>\n149,267<\/td>\n6.17<\/td>\n99<\/td>\n-0.2430 %<\/td>\n2,474.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.06 %<\/td>\n5.48 %<\/td>\n99,140<\/td>\n5.98<\/td>\n30<\/td>\n0.1379 %<\/td>\n2,917.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.75 %<\/td>\n2.83 %<\/td>\n48,752<\/td>\n4.02<\/td>\n8<\/td>\n-0.1466 %<\/td>\n2,673.8<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.Z<\/td>\nFixedReset<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 22.78
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.52
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.92 %<\/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
TRP.PR.J<\/td>\nFixedReset<\/td>\n204,720<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n114,094<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.36
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n105,650<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset<\/td>\n84,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.19
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n84,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n63,749<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.52
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
There were 39 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
BAM.PR.Z<\/td>\nFixedReset<\/td>\nQuote: 24.02 – 24.84
\nSpot Rate : 0.8200
\nAverage : 0.4777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 22.78
\nEvaluated at bid price : 24.02
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 20.03 – 20.40
\nSpot Rate : 0.3700
\nAverage : 0.2443<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 21.75 – 22.15
\nSpot Rate : 0.4000
\nAverage : 0.2790<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 21.75 – 22.09
\nSpot Rate : 0.3400
\nAverage : 0.2242<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-10-27
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.75
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 22.85 – 23.32
\nSpot Rate : 0.4700
\nAverage : 0.3559<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 25.45 – 25.85
\nSpot Rate : 0.4000
\nAverage : 0.2983<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 5.11 %<\/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-48849","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48849","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=48849"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48849\/revisions"}],"predecessor-version":[{"id":48850,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48849\/revisions\/48850"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48849"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48849"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48849"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}