{"id":49233,"date":"2018-03-16T21:36:00","date_gmt":"2018-03-17T01:36:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49233"},"modified":"2025-08-12T21:37:43","modified_gmt":"2025-08-13T01:37:43","slug":"march-16-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49233","title":{"rendered":"March 16, 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>\n-0.1202 %<\/td>\n3,091.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1202 %<\/td>\n5,673.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.38 %<\/td>\n109,781<\/td>\n18.82<\/td>\n4<\/td>\n-0.1202 %<\/td>\n3,269.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n3,162.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.25 %<\/td>\n60,005<\/td>\n3.28<\/td>\n5<\/td>\n-0.0157 %<\/td>\n3,776.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0157 %<\/td>\n2,946.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-0.72 %<\/td>\n77,787<\/td>\n0.09<\/td>\n11<\/td>\n0.1179 %<\/td>\n2,848.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.40 %<\/td>\n86,385<\/td>\n14.74<\/td>\n23<\/td>\n-0.0407 %<\/td>\n2,952.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.26 %<\/td>\n4.59 %<\/td>\n174,126<\/td>\n4.45<\/td>\n104<\/td>\n0.0464 %<\/td>\n2,525.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.61 %<\/td>\n93,898<\/td>\n5.75<\/td>\n28<\/td>\n0.1493 %<\/td>\n2,932.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.00 %<\/td>\n3.13 %<\/td>\n35,688<\/td>\n3.66<\/td>\n10<\/td>\n0.0663 %<\/td>\n2,763.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
EML.PR.A<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.46
\nBid-YTW : 3.58 %<\/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>\n191,974<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 3.68 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset<\/td>\n188,613<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n137,137<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.57
\nBid-YTW : 3.60 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset<\/td>\n123,707<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.64
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n105,753<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.36
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n75,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
There were 35 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
W.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.82 – 25.26
\nSpot Rate : 0.4400
\nAverage : 0.2629<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n

PVS.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.18 – 25.61
\nSpot Rate : 0.4300
\nAverage : 0.3022<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 21.40 – 21.74
\nSpot Rate : 0.3400
\nAverage : 0.2295<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 2.84 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.76 – 18.00
\nSpot Rate : 0.2400
\nAverage : 0.1604<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n

PVS.PR.D<\/td>\nSplitShare<\/td>\nQuote: 25.25 – 25.50
\nSpot Rate : 0.2500
\nAverage : 0.1717<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.27 – 24.49
\nSpot Rate : 0.2200
\nAverage : 0.1419<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-16
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.27
\nBid-YTW : 4.80 %<\/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-49233","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49233","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=49233"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49233\/revisions"}],"predecessor-version":[{"id":49234,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49233\/revisions\/49234"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49233"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49233"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49233"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}