{"id":49377,"date":"2018-05-03T20:52:00","date_gmt":"2018-05-04T00:52:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49377"},"modified":"2025-08-14T20:52:49","modified_gmt":"2025-08-15T00:52:49","slug":"may-3-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49377","title":{"rendered":"May 3, 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>\n0.5112 %<\/td>\n2,932.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5112 %<\/td>\n5,380.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.41 %<\/td>\n3.65 %<\/td>\n96,413<\/td>\n18.18<\/td>\n4<\/td>\n0.5112 %<\/td>\n3,100.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1033 %<\/td>\n3,150.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.61 %<\/td>\n4.83 %<\/td>\n78,640<\/td>\n5.05<\/td>\n5<\/td>\n0.1033 %<\/td>\n3,761.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1033 %<\/td>\n2,935.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-7.92 %<\/td>\n74,197<\/td>\n0.09<\/td>\n10<\/td>\n-0.0118 %<\/td>\n2,869.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.44 %<\/td>\n66,023<\/td>\n14.76<\/td>\n24<\/td>\n0.0125 %<\/td>\n2,944.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.68 %<\/td>\n165,996<\/td>\n4.16<\/td>\n103<\/td>\n0.1528 %<\/td>\n2,529.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.54 %<\/td>\n85,387<\/td>\n5.61<\/td>\n27<\/td>\n0.0296 %<\/td>\n2,939.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.09 %<\/td>\n3.38 %<\/td>\n31,129<\/td>\n3.57<\/td>\n8<\/td>\n0.2014 %<\/td>\n2,772.8<\/td>\n<\/tr>\n<\/table>\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
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.70
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 24.40
\nEvaluated at bid price : 24.72
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.63
\nBid-YTW : 2.20 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.46
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 3.65 %<\/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.D<\/td>\nFixedReset<\/td>\n208,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.51
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n112,596<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n108,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n87,490<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.06
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n74,126<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.49
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n53,934<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 24.26
\nEvaluated at bid price : 24.88
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
There were 23 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
PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 21.23 – 25.00
\nSpot Rate : 3.7700
\nAverage : 2.9979<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 3.31 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.70 – 24.20
\nSpot Rate : 0.5000
\nAverage : 0.3411<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset<\/td>\nQuote: 23.81 – 24.10
\nSpot Rate : 0.2900
\nAverage : 0.1861<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.81
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset<\/td>\nQuote: 23.52 – 23.86
\nSpot Rate : 0.3400
\nAverage : 0.2398<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.52
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.19 – 25.38
\nSpot Rate : 0.1900
\nAverage : 0.1391<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.28 – 17.50
\nSpot Rate : 0.2200
\nAverage : 0.1713<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-03
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 5.01 %<\/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-49377","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49377","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=49377"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49377\/revisions"}],"predecessor-version":[{"id":49378,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49377\/revisions\/49378"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49377"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49377"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49377"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}