{"id":49409,"date":"2018-06-18T19:57:00","date_gmt":"2018-06-18T23:57:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49409"},"modified":"2025-08-15T19:58:07","modified_gmt":"2025-08-15T23:58:07","slug":"june-18-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49409","title":{"rendered":"June 18, 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>\n0.2341 %<\/td>\n3,031.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2341 %<\/td>\n5,563.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.32 %<\/td>\n3.51 %<\/td>\n68,957<\/td>\n18.50<\/td>\n4<\/td>\n0.2341 %<\/td>\n3,206.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1039 %<\/td>\n3,165.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.81 %<\/td>\n74,453<\/td>\n4.99<\/td>\n5<\/td>\n0.1039 %<\/td>\n3,780.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1039 %<\/td>\n2,949.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-6.83 %<\/td>\n59,091<\/td>\n0.08<\/td>\n9<\/td>\n0.0218 %<\/td>\n2,877.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.54 %<\/td>\n64,236<\/td>\n14.52<\/td>\n26<\/td>\n0.0181 %<\/td>\n2,958.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.31 %<\/td>\n4.62 %<\/td>\n162,255<\/td>\n5.66<\/td>\n106<\/td>\n0.0799 %<\/td>\n2,543.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.78 %<\/td>\n70,382<\/td>\n5.55<\/td>\n27<\/td>\n0.0063 %<\/td>\n2,944.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.05 %<\/td>\n3.70 %<\/td>\n34,580<\/td>\n3.44<\/td>\n9<\/td>\n0.0949 %<\/td>\n2,798.8<\/td>\n<\/tr>\n<\/table>\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.F<\/td>\nDeemed-Retractible<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
TD.PF.F<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 24.39
\nEvaluated at bid price : 24.85
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.71 %<\/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
BMO.PR.S<\/td>\nFixedReset<\/td>\n75,071<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.46
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset<\/td>\n62,209<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n28,500<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset<\/td>\n23,560<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 23.19
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n22,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.01
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n15,408<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
There were 5 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
CU.PR.I<\/td>\nFixedReset<\/td>\nQuote: 25.90 – 26.20
\nSpot Rate : 0.3000
\nAverage : 0.2041<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 3.07 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset<\/td>\nQuote: 23.92 – 24.24
\nSpot Rate : 0.3200
\nAverage : 0.2302<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.92
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n

BAM.PR.B<\/td>\nFloater<\/td>\nQuote: 17.09 – 17.42
\nSpot Rate : 0.3300
\nAverage : 0.2440<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 17.09
\nEvaluated at bid price : 17.09
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 17.13 – 17.39
\nSpot Rate : 0.2600
\nAverage : 0.1795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.56 – 24.85
\nSpot Rate : 0.2900
\nAverage : 0.2109<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-18
\nMaturity Price : 24.13
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.04 – 24.38
\nSpot Rate : 0.3400
\nAverage : 0.2614<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.09 %<\/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-49409","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49409","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=49409"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49409\/revisions"}],"predecessor-version":[{"id":49410,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49409\/revisions\/49410"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49409"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49409"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49409"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}