{"id":49180,"date":"2018-02-23T10:41:00","date_gmt":"2018-02-23T15:41:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49180"},"modified":"2025-08-08T10:41:45","modified_gmt":"2025-08-08T14:41:45","slug":"february-23-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49180","title":{"rendered":"February 23, 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>\n0.8454 %<\/td>\n3,042.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8454 %<\/td>\n5,582.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.27 %<\/td>\n3.48 %<\/td>\n95,968<\/td>\n18.50<\/td>\n4<\/td>\n0.8454 %<\/td>\n3,217.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1969 %<\/td>\n3,156.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.71 %<\/td>\n4.03 %<\/td>\n62,921<\/td>\n3.34<\/td>\n5<\/td>\n0.1969 %<\/td>\n3,769.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1969 %<\/td>\n2,940.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.45 %<\/td>\n4.95 %<\/td>\n69,736<\/td>\n14.38<\/td>\n20<\/td>\n-0.0539 %<\/td>\n2,828.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.41 %<\/td>\n85,226<\/td>\n14.75<\/td>\n14<\/td>\n0.0063 %<\/td>\n2,935.3<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.25 %<\/td>\n4.63 %<\/td>\n161,658<\/td>\n5.81<\/td>\n102<\/td>\n0.0041 %<\/td>\n2,517.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.71 %<\/td>\n90,127<\/td>\n5.72<\/td>\n28<\/td>\n-0.0962 %<\/td>\n2,905.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.01 %<\/td>\n3.02 %<\/td>\n38,446<\/td>\n3.71<\/td>\n10<\/td>\n-0.0434 %<\/td>\n2,766.9<\/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
TD.PF.C<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 22.57
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.58
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 2.82 %<\/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.D<\/td>\nFixedReset<\/td>\n313,733<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nDeemed-Retractible<\/td>\n180,060<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.69
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n132,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n102,933<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.61
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n96,856<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-03-31
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.60
\nBid-YTW : 0.29 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n63,788<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 23.57
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
There were 36 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.H<\/td>\nFloatingReset<\/td>\nQuote: 17.07 – 17.57
\nSpot Rate : 0.5000
\nAverage : 0.3219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset<\/td>\nQuote: 22.90 – 23.25
\nSpot Rate : 0.3500
\nAverage : 0.1990<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 22.57
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 22.96 – 23.30
\nSpot Rate : 0.3400
\nAverage : 0.2092<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.96
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset<\/td>\nQuote: 23.68 – 24.10
\nSpot Rate : 0.4200
\nAverage : 0.3018<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.68
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.20 – 24.49
\nSpot Rate : 0.2900
\nAverage : 0.1805<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-02-23
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.35 – 25.82
\nSpot Rate : 0.4700
\nAverage : 0.3610<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 4.51 %<\/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-49180","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49180","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=49180"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49180\/revisions"}],"predecessor-version":[{"id":49181,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49180\/revisions\/49181"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49180"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49180"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49180"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}