{"id":48888,"date":"2017-11-17T19:57:00","date_gmt":"2017-11-18T00:57:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48888"},"modified":"2025-07-30T19:57:49","modified_gmt":"2025-07-30T23:57:49","slug":"november-17-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48888","title":{"rendered":"November 17, 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-0.2829 %<\/td>\n2,465.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2829 %<\/td>\n4,524.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.67 %<\/td>\n3.91 %<\/td>\n96,700<\/td>\n17.57<\/td>\n3<\/td>\n-0.2829 %<\/td>\n2,607.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0982 %<\/td>\n3,098.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.67 %<\/td>\n48,463<\/td>\n4.29<\/td>\n6<\/td>\n0.0982 %<\/td>\n3,700.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0982 %<\/td>\n2,887.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.68 %<\/td>\n55,309<\/td>\n2.23<\/td>\n20<\/td>\n0.0924 %<\/td>\n2,837.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.22 %<\/td>\n5.25 %<\/td>\n67,770<\/td>\n15.05<\/td>\n15<\/td>\n0.1477 %<\/td>\n3,006.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.23 %<\/td>\n4.23 %<\/td>\n151,459<\/td>\n4.31<\/td>\n98<\/td>\n0.0421 %<\/td>\n2,493.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n5.38 %<\/td>\n88,741<\/td>\n5.93<\/td>\n30<\/td>\n0.1178 %<\/td>\n2,935.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.78 %<\/td>\n2.83 %<\/td>\n41,374<\/td>\n3.97<\/td>\n8<\/td>\n0.0217 %<\/td>\n2,684.7<\/td>\n<\/tr>\n<\/table>\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.F<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.05
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-17
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.15
\nBid-YTW : 4.21 %<\/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
RY.PR.Q<\/td>\nFixedReset<\/td>\n414,067<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.74
\nBid-YTW : 3.37 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n194,110<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.72
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
HSB.PR.D<\/td>\nDeemed-Retractible<\/td>\n88,869<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 0.82 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset<\/td>\n83,876<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n71,430<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -10.70 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n68,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-17
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 4.69 %<\/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.M<\/td>\nFixedReset<\/td>\nQuote: 23.55 – 24.11
\nSpot Rate : 0.5600
\nAverage : 0.4352<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n

W.PR.M<\/td>\nFixedReset<\/td>\nQuote: 26.40 – 26.75
\nSpot Rate : 0.3500
\nAverage : 0.2269<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 25.36 – 25.78
\nSpot Rate : 0.4200
\nAverage : 0.3002<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 26.04 – 26.50
\nSpot Rate : 0.4600
\nAverage : 0.3488<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.04
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 18.05 – 18.35
\nSpot Rate : 0.3000
\nAverage : 0.1986<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.05
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.65 – 25.00
\nSpot Rate : 0.3500
\nAverage : 0.2612<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.46 %<\/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-48888","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48888","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=48888"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48888\/revisions"}],"predecessor-version":[{"id":48889,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48888\/revisions\/48889"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48888"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48888"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48888"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}