{"id":48884,"date":"2017-11-21T19:55:00","date_gmt":"2017-11-22T00:55:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48884"},"modified":"2025-07-30T19:55:53","modified_gmt":"2025-07-30T23:55:53","slug":"november-21-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48884","title":{"rendered":"November 21, 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>\n0.4843 %<\/td>\n2,456.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4843 %<\/td>\n4,507.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.68 %<\/td>\n3.90 %<\/td>\n97,362<\/td>\n17.57<\/td>\n3<\/td>\n0.4843 %<\/td>\n2,597.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4971 %<\/td>\n3,112.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n4.53 %<\/td>\n50,368<\/td>\n4.33<\/td>\n6<\/td>\n0.4971 %<\/td>\n3,716.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4971 %<\/td>\n2,899.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n1.78 %<\/td>\n44,224<\/td>\n0.11<\/td>\n20<\/td>\n0.0451 %<\/td>\n2,839.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.20 %<\/td>\n5.22 %<\/td>\n66,720<\/td>\n15.08<\/td>\n15<\/td>\n0.3398 %<\/td>\n3,022.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.22 %<\/td>\n4.20 %<\/td>\n151,634<\/td>\n4.35<\/td>\n98<\/td>\n0.2440 %<\/td>\n2,505.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n5.31 %<\/td>\n88,261<\/td>\n5.92<\/td>\n30<\/td>\n0.0437 %<\/td>\n2,943.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.70 %<\/td>\n2.76 %<\/td>\n43,378<\/td>\n3.96<\/td>\n8<\/td>\n0.0922 %<\/td>\n2,686.2<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.26
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.69
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 22.89
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 16.76
\nEvaluated at bid price : 16.76
\nBid-YTW : 3.36 %<\/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
TD.PF.D<\/td>\nFixedReset<\/td>\n130,775<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset<\/td>\n118,127<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.56
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n78,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n68,771<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.69
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n51,227<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.54
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n40,417<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
There were 20 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
HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.57 – 18.09
\nSpot Rate : 0.5200
\nAverage : 0.3663<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 23.50 – 23.85
\nSpot Rate : 0.3500
\nAverage : 0.2325<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.61 – 22.90
\nSpot Rate : 0.2900
\nAverage : 0.1970<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 23.09 – 23.45
\nSpot Rate : 0.3600
\nAverage : 0.2686<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.09
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset<\/td>\nQuote: 24.34 – 24.63
\nSpot Rate : 0.2900
\nAverage : 0.2042<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-21
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.34
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.40 – 25.69
\nSpot Rate : 0.2900
\nAverage : 0.2074<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : -6.77 %<\/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-48884","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48884","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=48884"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48884\/revisions"}],"predecessor-version":[{"id":48885,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48884\/revisions\/48885"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48884"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48884"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48884"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}