{"id":49381,"date":"2018-05-04T20:59:00","date_gmt":"2018-05-05T00:59:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49381"},"modified":"2025-08-14T21:00:04","modified_gmt":"2025-08-15T01:00:04","slug":"may-4-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49381","title":{"rendered":"May 4, 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-0.3250 %<\/td>\n2,922.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3250 %<\/td>\n5,362.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.67 %<\/td>\n96,057<\/td>\n18.13<\/td>\n4<\/td>\n-0.3250 %<\/td>\n3,090.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0714 %<\/td>\n3,152.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.61 %<\/td>\n4.77 %<\/td>\n78,972<\/td>\n5.05<\/td>\n5<\/td>\n0.0714 %<\/td>\n3,764.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0714 %<\/td>\n2,937.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-3.93 %<\/td>\n72,005<\/td>\n0.09<\/td>\n10<\/td>\n-0.0473 %<\/td>\n2,867.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.46 %<\/td>\n65,478<\/td>\n14.72<\/td>\n24<\/td>\n-0.0447 %<\/td>\n2,943.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.70 %<\/td>\n164,144<\/td>\n5.69<\/td>\n103<\/td>\n-0.1887 %<\/td>\n2,524.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.64 %<\/td>\n82,659<\/td>\n5.61<\/td>\n27<\/td>\n-0.1342 %<\/td>\n2,935.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.09 %<\/td>\n3.46 %<\/td>\n32,427<\/td>\n3.57<\/td>\n8<\/td>\n0.0057 %<\/td>\n2,772.9<\/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
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 16.24
\nEvaluated at bid price : 16.24
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.88 %<\/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.Q<\/td>\nFixedReset<\/td>\n329,982<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n262,792<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n251,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.17
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n249,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 16.24
\nEvaluated at bid price : 16.24
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n211,266<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.33
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n142,508<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.37
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
There were 19 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.H<\/td>\nFloatingReset<\/td>\nQuote: 16.54 – 16.97
\nSpot Rate : 0.4300
\nAverage : 0.2907<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 16.54
\nEvaluated at bid price : 16.54
\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n

TRP.PR.B<\/td>\nFixedReset<\/td>\nQuote: 16.24 – 16.61
\nSpot Rate : 0.3700
\nAverage : 0.2757<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-04
\nMaturity Price : 16.24
\nEvaluated at bid price : 16.24
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.50 – 19.76
\nSpot Rate : 0.2600
\nAverage : 0.1701<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 22.65 – 22.99
\nSpot Rate : 0.3400
\nAverage : 0.2510<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.66 – 25.89
\nSpot Rate : 0.2300
\nAverage : 0.1500<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-06-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : -18.49 %<\/td>\n<\/tr>\n

RY.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.13 – 25.40
\nSpot Rate : 0.2700
\nAverage : 0.1926<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-06-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : -4.76 %<\/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-49381","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49381","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=49381"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49381\/revisions"}],"predecessor-version":[{"id":49382,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49381\/revisions\/49382"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49381"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49381"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49381"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}