{"id":49235,"date":"2018-03-15T21:38:00","date_gmt":"2018-03-16T01:38:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49235"},"modified":"2025-08-12T21:38:40","modified_gmt":"2025-08-13T01:38:40","slug":"march-15-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49235","title":{"rendered":"March 15, 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>\n0.2008 %<\/td>\n3,095.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2008 %<\/td>\n5,680.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.23 %<\/td>\n3.39 %<\/td>\n110,297<\/td>\n18.80<\/td>\n4<\/td>\n0.2008 %<\/td>\n3,273.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0235 %<\/td>\n3,162.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.12 %<\/td>\n60,616<\/td>\n3.28<\/td>\n5<\/td>\n-0.0235 %<\/td>\n3,777.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0235 %<\/td>\n2,947.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.59 %<\/td>\n0.53 %<\/td>\n75,827<\/td>\n0.08<\/td>\n11<\/td>\n0.1108 %<\/td>\n2,845.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.32 %<\/td>\n5.41 %<\/td>\n88,387<\/td>\n14.73<\/td>\n23<\/td>\n0.0982 %<\/td>\n2,953.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.26 %<\/td>\n4.58 %<\/td>\n175,166<\/td>\n5.76<\/td>\n104<\/td>\n-0.0244 %<\/td>\n2,524.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.66 %<\/td>\n95,424<\/td>\n5.75<\/td>\n28<\/td>\n-0.0723 %<\/td>\n2,928.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.01 %<\/td>\n3.13 %<\/td>\n35,894<\/td>\n3.66<\/td>\n10<\/td>\n-0.0133 %<\/td>\n2,761.2<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.49
\nBid-YTW : 5.35 %<\/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
RY.PR.H<\/td>\nFixedReset<\/td>\n212,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-15
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.69
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset<\/td>\n205,330<\/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
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n177,270<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-15
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n92,268<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-15
\nMaturity Price : 23.13
\nEvaluated at bid price : 23.53
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n81,406<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.34
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n80,236<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-15
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
There were 30 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
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.62 – 25.08
\nSpot Rate : 0.4600
\nAverage : 0.2880<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.40 – 25.70
\nSpot Rate : 0.3000
\nAverage : 0.2110<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset<\/td>\nQuote: 23.49 – 23.74
\nSpot Rate : 0.2500
\nAverage : 0.1732<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.49
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.00 – 23.25
\nSpot Rate : 0.2500
\nAverage : 0.1788<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 24.65 – 24.95
\nSpot Rate : 0.3000
\nAverage : 0.2340<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-15
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 18.84 – 19.04
\nSpot Rate : 0.2000
\nAverage : 0.1346<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.84
\nBid-YTW : 7.46 %<\/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-49235","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49235","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=49235"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49235\/revisions"}],"predecessor-version":[{"id":49236,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49235\/revisions\/49236"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49235"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49235"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49235"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}