{"id":49315,"date":"2018-04-26T10:35:00","date_gmt":"2018-04-26T14:35:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49315"},"modified":"2025-08-14T10:36:17","modified_gmt":"2025-08-14T14:36:17","slug":"april-26-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49315","title":{"rendered":"April 26, 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-1.5662 %<\/td>\n2,889.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.5662 %<\/td>\n5,302.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.46 %<\/td>\n3.70 %<\/td>\n90,737<\/td>\n18.06<\/td>\n4<\/td>\n-1.5662 %<\/td>\n3,056.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0952 %<\/td>\n3,148.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.73 %<\/td>\n78,435<\/td>\n5.08<\/td>\n5<\/td>\n-0.0952 %<\/td>\n3,760.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0952 %<\/td>\n2,933.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n-0.62 %<\/td>\n79,192<\/td>\n0.09<\/td>\n11<\/td>\n-0.0144 %<\/td>\n2,864.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.43 %<\/td>\n68,724<\/td>\n14.76<\/td>\n24<\/td>\n-0.1076 %<\/td>\n2,935.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.33 %<\/td>\n4.82 %<\/td>\n162,141<\/td>\n5.72<\/td>\n104<\/td>\n0.1837 %<\/td>\n2,506.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.16 %<\/td>\n5.69 %<\/td>\n87,486<\/td>\n5.63<\/td>\n28<\/td>\n0.0437 %<\/td>\n2,936.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.08 %<\/td>\n3.25 %<\/td>\n32,319<\/td>\n3.56<\/td>\n11<\/td>\n-0.0444 %<\/td>\n2,753.3<\/td>\n<\/tr>\n<\/table>\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
BAM.PR.K<\/td>\nFloater<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 16.34
\nEvaluated at bid price : 16.34
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
W.PR.M<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 3.34 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.79
\nBid-YTW : 7.61 %<\/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
TRP.PR.K<\/td>\nFixedReset<\/td>\n182,788<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.99
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n128,579<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n96,871<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 4.01 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset<\/td>\n77,909<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n65,119<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset<\/td>\n60,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
There were 15 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
BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 17.37 – 17.95
\nSpot Rate : 0.5800
\nAverage : 0.3582<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 22.74 – 23.07
\nSpot Rate : 0.3300
\nAverage : 0.2117<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.74
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

IAG.PR.A<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.83 – 22.24
\nSpot Rate : 0.4100
\nAverage : 0.2955<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.83
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 24.11 – 24.40
\nSpot Rate : 0.2900
\nAverage : 0.1803<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.11
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset<\/td>\nQuote: 22.89 – 23.20
\nSpot Rate : 0.3100
\nAverage : 0.2055<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-04-26
\nMaturity Price : 22.56
\nEvaluated at bid price : 22.89
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.00 – 23.62
\nSpot Rate : 0.6200
\nAverage : 0.5195<\/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 : 6.59 %<\/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-49315","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49315","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=49315"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49315\/revisions"}],"predecessor-version":[{"id":49316,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49315\/revisions\/49316"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49315"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49315"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49315"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}