{"id":49423,"date":"2018-06-12T20:42:00","date_gmt":"2018-06-13T00:42:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49423"},"modified":"2025-08-15T20:42:50","modified_gmt":"2025-08-16T00:42:50","slug":"june-12-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49423","title":{"rendered":"June 12, 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>\n0.6391 %<\/td>\n3,000.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6391 %<\/td>\n5,506.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.33 %<\/td>\n3.58 %<\/td>\n67,544<\/td>\n18.25<\/td>\n4<\/td>\n0.6391 %<\/td>\n3,173.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1836 %<\/td>\n3,172.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.63 %<\/td>\n4.69 %<\/td>\n79,920<\/td>\n5.01<\/td>\n5<\/td>\n0.1836 %<\/td>\n3,788.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1836 %<\/td>\n2,955.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-7.47 %<\/td>\n64,064<\/td>\n0.09<\/td>\n9<\/td>\n-0.0655 %<\/td>\n2,871.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.57 %<\/td>\n63,106<\/td>\n14.49<\/td>\n26<\/td>\n0.1467 %<\/td>\n2,950.2<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.74 %<\/td>\n155,929<\/td>\n5.67<\/td>\n106<\/td>\n0.1270 %<\/td>\n2,536.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.18 %<\/td>\n5.77 %<\/td>\n68,873<\/td>\n5.56<\/td>\n27<\/td>\n0.0456 %<\/td>\n2,944.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.14 %<\/td>\n3.85 %<\/td>\n34,870<\/td>\n3.45<\/td>\n9<\/td>\n-0.0350 %<\/td>\n2,790.6<\/td>\n<\/tr>\n<\/table>\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
NA.PR.W<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 22.53
\nEvaluated at bid price : 22.90
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 4.89 %<\/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
NA.PR.G<\/td>\nFixedReset<\/td>\n125,356<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TD.PR.T<\/td>\nFloatingReset<\/td>\n100,014<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 2.71 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n83,857<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 24.55
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset<\/td>\n64,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n52,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.90
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset<\/td>\n51,475<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.16
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
There were 24 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.P<\/td>\nFixedReset<\/td>\nQuote: 19.34 – 19.71
\nSpot Rate : 0.3700
\nAverage : 0.2287<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 19.34
\nEvaluated at bid price : 19.34
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.44 – 22.75
\nSpot Rate : 0.3100
\nAverage : 0.2083<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.44
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

TRP.PR.H<\/td>\nFloatingReset<\/td>\nQuote: 16.66 – 17.07
\nSpot Rate : 0.4100
\nAverage : 0.3100<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 24.96 – 25.20
\nSpot Rate : 0.2400
\nAverage : 0.1429<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-12
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.96
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset<\/td>\nQuote: 19.00 – 19.28
\nSpot Rate : 0.2800
\nAverage : 0.1840<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.80 – 26.18
\nSpot Rate : 0.3800
\nAverage : 0.2851<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.30 %<\/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-49423","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49423","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=49423"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49423\/revisions"}],"predecessor-version":[{"id":49424,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49423\/revisions\/49424"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49423"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49423"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49423"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}