{"id":48913,"date":"2017-11-28T10:48:00","date_gmt":"2017-11-28T15:48:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48913"},"modified":"2025-07-31T10:48:54","modified_gmt":"2025-07-31T14:48:54","slug":"november-28-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48913","title":{"rendered":"November 28, 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>\n0.1530 %<\/td>\n2,465.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1530 %<\/td>\n4,524.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.67 %<\/td>\n3.90 %<\/td>\n105,759<\/td>\n17.57<\/td>\n3<\/td>\n0.1530 %<\/td>\n2,607.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1441 %<\/td>\n3,122.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.72 %<\/td>\n4.21 %<\/td>\n50,393<\/td>\n1.09<\/td>\n6<\/td>\n-0.1441 %<\/td>\n3,729.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1441 %<\/td>\n2,909.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.34 %<\/td>\n4.57 %<\/td>\n54,533<\/td>\n0.09<\/td>\n20<\/td>\n0.0490 %<\/td>\n2,843.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.17 %<\/td>\n5.25 %<\/td>\n70,414<\/td>\n15.03<\/td>\n15<\/td>\n0.2252 %<\/td>\n3,037.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.22 %<\/td>\n4.16 %<\/td>\n145,920<\/td>\n4.44<\/td>\n98<\/td>\n-0.0966 %<\/td>\n2,504.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.00 %<\/td>\n5.28 %<\/td>\n90,899<\/td>\n5.90<\/td>\n30<\/td>\n0.2510 %<\/td>\n2,960.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.71 %<\/td>\n2.78 %<\/td>\n40,299<\/td>\n3.94<\/td>\n8<\/td>\n-0.1558 %<\/td>\n2,683.6<\/td>\n<\/tr>\n<\/table>\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
HSE.PR.A<\/td>\nFixedReset<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 16.34
\nEvaluated at bid price : 16.34
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.68
\nBid-YTW : 5.67 %<\/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.H<\/td>\nFixedReset<\/td>\n163,228<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n83,532<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.26
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n59,504<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 3.86 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n40,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 14.52
\nEvaluated at bid price : 14.52
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n33,522<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.49
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n31,250<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
There were 25 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
PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 26.15 – 26.60
\nSpot Rate : 0.4500
\nAverage : 0.2980<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-28
\nMaturity Price : 26.00
\nEvaluated at bid price : 26.15
\nBid-YTW : -3.28 %<\/td>\n<\/tr>\n

TD.PF.H<\/td>\nFixedReset<\/td>\nQuote: 26.18 – 26.54
\nSpot Rate : 0.3600
\nAverage : 0.2248<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.18
\nBid-YTW : 3.67 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset<\/td>\nQuote: 24.91 – 25.30
\nSpot Rate : 0.3900
\nAverage : 0.2939<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.33 – 22.65
\nSpot Rate : 0.3200
\nAverage : 0.2292<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-11-28
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 18.65 – 18.99
\nSpot Rate : 0.3400
\nAverage : 0.2592<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.00 – 26.24
\nSpot Rate : 0.2400
\nAverage : 0.1592<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2017-12-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.00
\nBid-YTW : -16.37 %<\/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-48913","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48913","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=48913"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48913\/revisions"}],"predecessor-version":[{"id":48914,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48913\/revisions\/48914"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48913"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48913"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48913"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}