{"id":49275,"date":"2018-03-22T11:17:00","date_gmt":"2018-03-22T15:17:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49275"},"modified":"2025-08-13T11:17:37","modified_gmt":"2025-08-13T15:17:37","slug":"march-22-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49275","title":{"rendered":"March 22, 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-1.8262 %<\/td>\n3,023.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.8262 %<\/td>\n5,547.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.30 %<\/td>\n3.46 %<\/td>\n101,783<\/td>\n18.62<\/td>\n4<\/td>\n-1.8262 %<\/td>\n3,196.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n3,167.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n4.18 %<\/td>\n58,301<\/td>\n3.26<\/td>\n5<\/td>\n0.0157 %<\/td>\n3,782.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0157 %<\/td>\n2,951.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n2.25 %<\/td>\n79,522<\/td>\n0.08<\/td>\n11<\/td>\n-0.0706 %<\/td>\n2,839.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.37 %<\/td>\n5.49 %<\/td>\n85,606<\/td>\n14.61<\/td>\n23<\/td>\n-0.2371 %<\/td>\n2,929.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.59 %<\/td>\n178,093<\/td>\n5.87<\/td>\n104<\/td>\n-0.1199 %<\/td>\n2,507.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.20 %<\/td>\n5.94 %<\/td>\n92,256<\/td>\n5.72<\/td>\n28<\/td>\n-0.3225 %<\/td>\n2,906.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.91 %<\/td>\n3.01 %<\/td>\n36,229<\/td>\n3.65<\/td>\n10<\/td>\n0.0443 %<\/td>\n2,759.6<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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
PWF.PR.A<\/td>\nFloater<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 2.89 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 3.47 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.71
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.95
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.99
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.07 %<\/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
NA.PR.C<\/td>\nFixedReset<\/td>\n153,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n71,564<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n56,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nDeemed-Retractible<\/td>\n51,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-04-21
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : -0.85 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset<\/td>\n43,770<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.17
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset<\/td>\n35,270<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.62
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
There were 34 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.G<\/td>\nFixedReset<\/td>\nQuote: 23.56 – 23.99
\nSpot Rate : 0.4300
\nAverage : 0.2636<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset<\/td>\nQuote: 23.00 – 23.43
\nSpot Rate : 0.4300
\nAverage : 0.2659<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 17.80 – 18.10
\nSpot Rate : 0.3000
\nAverage : 0.2033<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 23.99 – 24.26
\nSpot Rate : 0.2700
\nAverage : 0.1738<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.99
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 17.32 – 17.57
\nSpot Rate : 0.2500
\nAverage : 0.1649<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-03-22
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 3.48 %<\/td>\n<\/tr>\n

PVS.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.20 – 25.62
\nSpot Rate : 0.4200
\nAverage : 0.3427<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.56 %<\/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-49275","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49275","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=49275"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49275\/revisions"}],"predecessor-version":[{"id":49276,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49275\/revisions\/49276"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49275"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49275"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49275"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}