{"id":48886,"date":"2017-11-20T19:56:00","date_gmt":"2017-11-21T00:56:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48886"},"modified":"2025-07-30T19:56:58","modified_gmt":"2025-07-30T23:56:58","slug":"november-20-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48886","title":{"rendered":"November 20, 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>\n-0.8512 %<\/td>\n2,444.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8512 %<\/td>\n4,485.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.70 %<\/td>\n3.90 %<\/td>\n97,703<\/td>\n17.58<\/td>\n3<\/td>\n-0.8512 %<\/td>\n2,585.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0523 %<\/td>\n3,096.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.64 %<\/td>\n46,635<\/td>\n4.28<\/td>\n6<\/td>\n-0.0523 %<\/td>\n3,698.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0523 %<\/td>\n2,885.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n3.55 %<\/td>\n55,610<\/td>\n0.12<\/td>\n20<\/td>\n0.0393 %<\/td>\n2,838.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.21 %<\/td>\n5.25 %<\/td>\n67,306<\/td>\n15.03<\/td>\n15<\/td>\n0.1816 %<\/td>\n3,012.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.23 %<\/td>\n4.21 %<\/td>\n152,001<\/td>\n4.41<\/td>\n98<\/td>\n0.2179 %<\/td>\n2,499.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n5.38 %<\/td>\n87,932<\/td>\n5.92<\/td>\n30<\/td>\n0.2314 %<\/td>\n2,942.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.71 %<\/td>\n2.75 %<\/td>\n42,239<\/td>\n3.97<\/td>\n8<\/td>\n-0.0379 %<\/td>\n2,683.7<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.A<\/td>\nFloater<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 18.19
\nEvaluated at bid price : 18.19
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.92
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.70
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.47 %<\/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 : 5.20 %<\/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.G<\/td>\nFixedReset<\/td>\n189,555<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset<\/td>\n84,223<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n78,522<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n78,492<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.61
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset<\/td>\n53,086<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.78
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n42,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 24.38
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
There were 13 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.G<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 24.98
\nSpot Rate : 0.9800
\nAverage : 0.6347<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 16.50 – 16.94
\nSpot Rate : 0.4400
\nAverage : 0.2777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 3.41 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.22 – 25.65
\nSpot Rate : 0.4300
\nAverage : 0.2697<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 24.30 – 24.72
\nSpot Rate : 0.4200
\nAverage : 0.2737<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

TRP.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 19.81 – 20.19
\nSpot Rate : 0.3800
\nAverage : 0.2777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-20
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 24.41 – 24.73
\nSpot Rate : 0.3200
\nAverage : 0.2323<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.63 %<\/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-48886","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48886","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=48886"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48886\/revisions"}],"predecessor-version":[{"id":48887,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48886\/revisions\/48887"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48886"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48886"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48886"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}