{"id":49443,"date":"2018-06-05T21:06:00","date_gmt":"2018-06-06T01:06:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49443"},"modified":"2025-08-15T21:07:11","modified_gmt":"2025-08-16T01:07:11","slug":"june-5-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49443","title":{"rendered":"June 5, 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>\n1.0044 %<\/td>\n2,957.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0044 %<\/td>\n5,427.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.38 %<\/td>\n3.62 %<\/td>\n66,000<\/td>\n18.16<\/td>\n4<\/td>\n1.0044 %<\/td>\n3,127.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2231 %<\/td>\n3,179.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.42 %<\/td>\n78,351<\/td>\n5.02<\/td>\n5<\/td>\n0.2231 %<\/td>\n3,796.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2231 %<\/td>\n2,962.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-6.46 %<\/td>\n62,582<\/td>\n0.09<\/td>\n9<\/td>\n-0.0174 %<\/td>\n2,874.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.51 %<\/td>\n62,404<\/td>\n14.60<\/td>\n26<\/td>\n-0.0314 %<\/td>\n2,940.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.31 %<\/td>\n4.71 %<\/td>\n163,425<\/td>\n5.68<\/td>\n105<\/td>\n-0.0064 %<\/td>\n2,535.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.81 %<\/td>\n72,786<\/td>\n5.58<\/td>\n27<\/td>\n-0.0818 %<\/td>\n2,938.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.06 %<\/td>\n3.71 %<\/td>\n33,408<\/td>\n3.48<\/td>\n9<\/td>\n0.2010 %<\/td>\n2,784.3<\/td>\n<\/tr>\n<\/table>\n\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
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 16.64
\nEvaluated at bid price : 16.64
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.83
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.01
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
PVS.PR.D<\/td>\nSplitShare<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2021-10-08
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.35
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 16.73
\nEvaluated at bid price : 16.73
\nBid-YTW : 3.71 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 3.33 %<\/td>\n<\/tr>\n
IAG.PR.I<\/td>\nFixedReset<\/td>\n4.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.83 %<\/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
TD.PF.G<\/td>\nFixedReset<\/td>\n234,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.47
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset<\/td>\n115,675<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 23.15
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset<\/td>\n83,120<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n69,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n62,055<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 22.57
\nEvaluated at bid price : 22.98
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
There were 15 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
PVS.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.06 – 25.62
\nSpot Rate : 0.5600
\nAverage : 0.3220<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset<\/td>\nQuote: 23.03 – 24.00
\nSpot Rate : 0.9700
\nAverage : 0.7888<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.71 – 24.10
\nSpot Rate : 0.3900
\nAverage : 0.2399<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.71
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 24.30 – 24.74
\nSpot Rate : 0.4400
\nAverage : 0.2943<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 18.50 – 18.90
\nSpot Rate : 0.4000
\nAverage : 0.2673<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

W.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.67 – 25.14
\nSpot Rate : 0.4700
\nAverage : 0.3500<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-05
\nMaturity Price : 24.43
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.76 %<\/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-49443","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49443","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=49443"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49443\/revisions"}],"predecessor-version":[{"id":49444,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49443\/revisions\/49444"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49443"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49443"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49443"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}