{"id":49451,"date":"2018-06-28T11:42:00","date_gmt":"2018-06-28T15:42:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49451"},"modified":"2025-08-18T11:42:33","modified_gmt":"2025-08-18T15:42:33","slug":"june-28-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49451","title":{"rendered":"June 28, 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>\n0.3065 %<\/td>\n2,998.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3065 %<\/td>\n5,502.7<\/td>\n<\/tr>\n
Floater<\/td>\n3.35 %<\/td>\n3.57 %<\/td>\n72,772<\/td>\n18.34<\/td>\n4<\/td>\n0.3065 %<\/td>\n3,171.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0955 %<\/td>\n3,180.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.62 %<\/td>\n4.51 %<\/td>\n65,440<\/td>\n4.96<\/td>\n5<\/td>\n0.0955 %<\/td>\n3,797.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0955 %<\/td>\n2,963.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-10.00 %<\/td>\n61,942<\/td>\n0.09<\/td>\n9<\/td>\n0.1610 %<\/td>\n2,898.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.46 %<\/td>\n59,972<\/td>\n14.61<\/td>\n26<\/td>\n0.2318 %<\/td>\n2,984.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.60 %<\/td>\n140,060<\/td>\n5.66<\/td>\n106<\/td>\n0.0408 %<\/td>\n2,536.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.78 %<\/td>\n72,858<\/td>\n5.53<\/td>\n27<\/td>\n0.1452 %<\/td>\n2,970.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.05 %<\/td>\n3.72 %<\/td>\n33,647<\/td>\n3.41<\/td>\n9<\/td>\n0.0449 %<\/td>\n2,798.4<\/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
MFC.PR.K<\/td>\nFixedReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.79
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
W.PR.K<\/td>\nFixedReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.75
\nBid-YTW : 3.92 %<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-07-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 2.40 %<\/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.C<\/td>\nFixedReset<\/td>\n135,531<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n109,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.16
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n60,185<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n37,981<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 23.59
\nEvaluated at bid price : 23.91
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n27,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.35
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset<\/td>\n23,605<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.99
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
There were 19 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.F<\/td>\nSplitShare<\/td>\nQuote: 25.49 – 25.99
\nSpot Rate : 0.5000
\nAverage : 0.2874<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.49
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset<\/td>\nQuote: 22.20 – 22.54
\nSpot Rate : 0.3400
\nAverage : 0.2239<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.10 – 24.40
\nSpot Rate : 0.3000
\nAverage : 0.1912<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

IGM.PR.B<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.33 – 25.57
\nSpot Rate : 0.2400
\nAverage : 0.1573<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-07-28
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.33
\nBid-YTW : -4.58 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.02 – 23.27
\nSpot Rate : 0.2500
\nAverage : 0.1780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 23.75 – 23.95
\nSpot Rate : 0.2000
\nAverage : 0.1331<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-28
\nMaturity Price : 23.42
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.69 %<\/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-49451","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49451","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=49451"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49451\/revisions"}],"predecessor-version":[{"id":49452,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49451\/revisions\/49452"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49451"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49451"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49451"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}