{"id":49150,"date":"2018-02-01T20:01:00","date_gmt":"2018-02-02T01:01:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49150"},"modified":"2025-08-07T20:02:33","modified_gmt":"2025-08-08T00:02:33","slug":"february-1-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49150","title":{"rendered":"February 1, 2018"},"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>\n0.2836 %<\/td>\n2,908.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2836 %<\/td>\n5,337.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.59 %<\/td>\n48,714<\/td>\n18.30<\/td>\n4<\/td>\n0.2836 %<\/td>\n3,075.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1012 %<\/td>\n3,151.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.36 %<\/td>\n67,201<\/td>\n4.14<\/td>\n5<\/td>\n0.1012 %<\/td>\n3,763.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1012 %<\/td>\n2,936.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.37 %<\/td>\n-1.79 %<\/td>\n64,415<\/td>\n0.09<\/td>\n20<\/td>\n-0.0865 %<\/td>\n2,868.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.27 %<\/td>\n5.28 %<\/td>\n69,959<\/td>\n15.01<\/td>\n14<\/td>\n-0.0586 %<\/td>\n3,009.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.20 %<\/td>\n4.45 %<\/td>\n152,717<\/td>\n3.86<\/td>\n101<\/td>\n0.0803 %<\/td>\n2,544.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.06 %<\/td>\n5.41 %<\/td>\n85,718<\/td>\n5.80<\/td>\n28<\/td>\n-0.0296 %<\/td>\n2,955.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.02 %<\/td>\n2.89 %<\/td>\n41,832<\/td>\n3.76<\/td>\n10<\/td>\n0.2899 %<\/td>\n2,786.6<\/td>\n<\/tr>\n<\/table>\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
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.56
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.41
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 3.65 %<\/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
CM.PR.R<\/td>\nFixedReset<\/td>\n192,929<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n101,340<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.66
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n69,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 18.14
\nEvaluated at bid price : 18.14
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
BNS.PR.Q<\/td>\nFixedReset<\/td>\n62,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-10-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n59,839<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.44
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset<\/td>\n56,677<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 23.06
\nEvaluated at bid price : 24.77
\nBid-YTW : 4.61 %<\/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
GWO.PR.N<\/td>\nFixedReset<\/td>\nQuote: 19.56 – 20.10
\nSpot Rate : 0.5400
\nAverage : 0.3374<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.56
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n

EML.PR.A<\/td>\nFixedReset<\/td>\nQuote: 26.53 – 26.88
\nSpot Rate : 0.3500
\nAverage : 0.2410<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.53
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 20.69 – 20.99
\nSpot Rate : 0.3000
\nAverage : 0.1927<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.69
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n

BAM.PF.J<\/td>\nFixedReset<\/td>\nQuote: 25.30 – 25.59
\nSpot Rate : 0.2900
\nAverage : 0.1843<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

BMO.PR.D<\/td>\nFixedReset<\/td>\nQuote: 25.32 – 25.58
\nSpot Rate : 0.2600
\nAverage : 0.1568<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset<\/td>\nQuote: 23.81 – 24.09
\nSpot Rate : 0.2800
\nAverage : 0.1784<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-01
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.81
\nBid-YTW : 4.57 %<\/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-49150","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49150","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=49150"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49150\/revisions"}],"predecessor-version":[{"id":49151,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49150\/revisions\/49151"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49150"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49150"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49150"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}