{"id":49399,"date":"2018-05-25T11:07:00","date_gmt":"2018-05-25T15:07:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49399"},"modified":"2025-08-15T11:08:14","modified_gmt":"2025-08-15T15:08:14","slug":"may-25-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49399","title":{"rendered":"May 25, 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>\n0.4335 %<\/td>\n2,975.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4335 %<\/td>\n5,459.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.36 %<\/td>\n3.59 %<\/td>\n79,497<\/td>\n18.26<\/td>\n4<\/td>\n0.4335 %<\/td>\n3,146.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0953 %<\/td>\n3,178.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.54 %<\/td>\n80,519<\/td>\n5.06<\/td>\n5<\/td>\n-0.0953 %<\/td>\n3,795.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0953 %<\/td>\n2,961.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-6.18 %<\/td>\n65,201<\/td>\n0.08<\/td>\n10<\/td>\n0.0000 %<\/td>\n2,873.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.42 %<\/td>\n5.51 %<\/td>\n65,460<\/td>\n14.62<\/td>\n24<\/td>\n0.0790 %<\/td>\n2,945.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.28 %<\/td>\n4.77 %<\/td>\n156,744<\/td>\n3.92<\/td>\n103<\/td>\n-0.2180 %<\/td>\n2,545.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.72 %<\/td>\n73,925<\/td>\n5.55<\/td>\n27<\/td>\n0.0000 %<\/td>\n2,940.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.17 %<\/td>\n3.51 %<\/td>\n34,592<\/td>\n3.51<\/td>\n8<\/td>\n-0.2832 %<\/td>\n2,804.0<\/td>\n<\/tr>\n<\/table>\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-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 19.28
\nEvaluated at bid price : 19.28
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.61
\nBid-YTW : 4.70 %<\/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>\n102,825<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n101,730<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 20.74
\nEvaluated at bid price : 20.74
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n77,808<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 24.27
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
BNS.PR.B<\/td>\nFloatingReset<\/td>\n64,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n52,915<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.05
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n47,150<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
There were 25 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
BMO.PR.S<\/td>\nFixedReset<\/td>\nQuote: 23.60 – 24.00
\nSpot Rate : 0.4000
\nAverage : 0.2643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset<\/td>\nQuote: 23.16 – 23.52
\nSpot Rate : 0.3600
\nAverage : 0.2367<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.16
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 18.35 – 18.83
\nSpot Rate : 0.4800
\nAverage : 0.3652<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n

TRP.PR.H<\/td>\nFloatingReset<\/td>\nQuote: 17.15 – 17.59
\nSpot Rate : 0.4400
\nAverage : 0.3365<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.58 – 19.88
\nSpot Rate : 0.3000
\nAverage : 0.2010<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.58
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n

BMO.PR.T<\/td>\nFixedReset<\/td>\nQuote: 23.20 – 23.48
\nSpot Rate : 0.2800
\nAverage : 0.1842<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-05-25
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.20
\nBid-YTW : 4.84 %<\/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-49399","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49399","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=49399"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49399\/revisions"}],"predecessor-version":[{"id":49400,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49399\/revisions\/49400"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49399"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49399"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49399"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}