{"id":49429,"date":"2018-06-01T20:48:00","date_gmt":"2018-06-02T00:48:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49429"},"modified":"2025-08-15T20:49:23","modified_gmt":"2025-08-16T00:49:23","slug":"june-1-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49429","title":{"rendered":"June 1, 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-1.1663 %<\/td>\n2,948.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1663 %<\/td>\n5,410.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.39 %<\/td>\n3.64 %<\/td>\n68,018<\/td>\n18.13<\/td>\n4<\/td>\n-1.1663 %<\/td>\n3,118.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0715 %<\/td>\n3,176.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.63 %<\/td>\n79,218<\/td>\n5.04<\/td>\n5<\/td>\n-0.0715 %<\/td>\n3,793.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0715 %<\/td>\n2,960.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-3.49 %<\/td>\n65,067<\/td>\n0.09<\/td>\n9<\/td>\n0.0480 %<\/td>\n2,874.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.51 %<\/td>\n62,226<\/td>\n14.60<\/td>\n26<\/td>\n0.0693 %<\/td>\n2,942.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.71 %<\/td>\n160,863<\/td>\n5.69<\/td>\n105<\/td>\n0.0684 %<\/td>\n2,531.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.75 %<\/td>\n74,964<\/td>\n5.59<\/td>\n27<\/td>\n-0.0947 %<\/td>\n2,940.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.18 %<\/td>\n3.90 %<\/td>\n34,571<\/td>\n3.48<\/td>\n9<\/td>\n0.1658 %<\/td>\n2,782.6<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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
IAG.PR.I<\/td>\nFixedReset<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 16.73
\nEvaluated at bid price : 16.73
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.48
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.24
\nBid-YTW : 7.29 %<\/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
EMA.PR.H<\/td>\nFixedReset<\/td>\n260,654<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.97
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset<\/td>\n104,732<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.47
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n75,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.48
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset<\/td>\n65,766<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n42,132<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n41,143<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
There were 14 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
IAG.PR.I<\/td>\nFixedReset<\/td>\nQuote: 23.90 – 24.90
\nSpot Rate : 1.0000
\nAverage : 0.5533<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

TRP.PR.D<\/td>\nFixedReset<\/td>\nQuote: 22.81 – 23.20
\nSpot Rate : 0.3900
\nAverage : 0.2615<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.81
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.35 – 24.75
\nSpot Rate : 0.4000
\nAverage : 0.2741<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n

ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.96 – 25.25
\nSpot Rate : 0.2900
\nAverage : 0.1961<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-01
\nMaturity Price : 24.66
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 22.60 – 22.86
\nSpot Rate : 0.2600
\nAverage : 0.1716<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.63 – 24.92
\nSpot Rate : 0.2900
\nAverage : 0.2115<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.63
\nBid-YTW : 4.71 %<\/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-49429","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49429","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=49429"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49429\/revisions"}],"predecessor-version":[{"id":49430,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49429\/revisions\/49430"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49429"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49429"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49429"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}