{"id":48896,"date":"2017-11-14T20:01:00","date_gmt":"2017-11-15T01:01:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48896"},"modified":"2025-07-30T20:02:14","modified_gmt":"2025-07-31T00:02:14","slug":"november-14-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48896","title":{"rendered":"November 14, 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-0.1543 %<\/td>\n2,438.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1543 %<\/td>\n4,473.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.71 %<\/td>\n3.93 %<\/td>\n98,093<\/td>\n17.53<\/td>\n3<\/td>\n-0.1543 %<\/td>\n2,578.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3278 %<\/td>\n3,099.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.60 %<\/td>\n52,916<\/td>\n4.29<\/td>\n6<\/td>\n0.3278 %<\/td>\n3,702.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3278 %<\/td>\n2,888.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.36 %<\/td>\n2.43 %<\/td>\n45,572<\/td>\n0.09<\/td>\n20<\/td>\n-0.1335 %<\/td>\n2,834.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.23 %<\/td>\n5.24 %<\/td>\n74,234<\/td>\n15.06<\/td>\n15<\/td>\n-0.0114 %<\/td>\n3,004.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.23 %<\/td>\n4.22 %<\/td>\n143,729<\/td>\n4.44<\/td>\n99<\/td>\n0.0013 %<\/td>\n2,491.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.03 %<\/td>\n5.38 %<\/td>\n90,828<\/td>\n5.94<\/td>\n30<\/td>\n-0.0342 %<\/td>\n2,934.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.79 %<\/td>\n2.82 %<\/td>\n42,457<\/td>\n3.98<\/td>\n8<\/td>\n-0.0489 %<\/td>\n2,677.3<\/td>\n<\/tr>\n<\/table>\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.PF.E<\/td>\nFixedReset<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.47 %<\/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 : 25.50
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.21
\nBid-YTW : 4.64 %<\/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
HSB.PR.D<\/td>\nDeemed-Retractible<\/td>\n194,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 0.32 %<\/td>\n<\/tr>\n
BNS.PR.R<\/td>\nFixedReset<\/td>\n104,500<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset<\/td>\n101,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.73
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n48,401<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\n21,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.81
\nBid-YTW : -6.05 %<\/td>\n<\/tr>\n
BNS.PR.A<\/td>\nFloatingReset<\/td>\n19,642<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n
There were 17 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: 19.75 – 20.18
\nSpot Rate : 0.4300
\nAverage : 0.2848<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 20.35 – 20.69
\nSpot Rate : 0.3400
\nAverage : 0.2374<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset<\/td>\nQuote: 23.90 – 24.25
\nSpot Rate : 0.3500
\nAverage : 0.2546<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 18.33 – 18.69
\nSpot Rate : 0.3600
\nAverage : 0.2680<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.33
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n

EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.75 – 27.00
\nSpot Rate : 0.2500
\nAverage : 0.1626<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.75
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.80 – 25.08
\nSpot Rate : 0.2800
\nAverage : 0.1958<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-14
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.33 %<\/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-48896","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48896","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=48896"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48896\/revisions"}],"predecessor-version":[{"id":48897,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48896\/revisions\/48897"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48896"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48896"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48896"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}