{"id":49466,"date":"2018-06-19T11:51:00","date_gmt":"2018-06-19T15:51:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49466"},"modified":"2025-08-18T11:52:24","modified_gmt":"2025-08-18T15:52:24","slug":"june-19-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49466","title":{"rendered":"June 19, 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-0.1923 %<\/td>\n3,025.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1923 %<\/td>\n5,552.4<\/td>\n<\/tr>\n
Floater<\/td>\n3.32 %<\/td>\n3.53 %<\/td>\n71,685<\/td>\n18.47<\/td>\n4<\/td>\n-0.1923 %<\/td>\n3,199.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0399 %<\/td>\n3,166.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.64 %<\/td>\n4.80 %<\/td>\n76,775<\/td>\n4.99<\/td>\n5<\/td>\n0.0399 %<\/td>\n3,781.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0399 %<\/td>\n2,950.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-5.27 %<\/td>\n58,447<\/td>\n0.08<\/td>\n9<\/td>\n0.0523 %<\/td>\n2,879.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.55 %<\/td>\n63,816<\/td>\n14.50<\/td>\n26<\/td>\n0.1726 %<\/td>\n2,963.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.32 %<\/td>\n4.66 %<\/td>\n160,192<\/td>\n5.69<\/td>\n106<\/td>\n-0.1931 %<\/td>\n2,538.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.19 %<\/td>\n5.80 %<\/td>\n70,757<\/td>\n5.55<\/td>\n27<\/td>\n-0.0330 %<\/td>\n2,943.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.06 %<\/td>\n3.72 %<\/td>\n35,328<\/td>\n3.44<\/td>\n9<\/td>\n-0.2344 %<\/td>\n2,792.3<\/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
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 17.17
\nEvaluated at bid price : 17.17
\nBid-YTW : 5.20 %<\/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.E<\/td>\nFixedReset<\/td>\n102,130<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.86
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
BNS.PR.E<\/td>\nFixedReset<\/td>\n64,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.46
\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset<\/td>\n63,067<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset<\/td>\n54,452<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.22
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset<\/td>\n53,975<\/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 : 5.05 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset<\/td>\n53,552<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.46
\nBid-YTW : 4.67 %<\/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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 19.30 – 19.72
\nSpot Rate : 0.4200
\nAverage : 0.2595<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset<\/td>\nQuote: 24.60 – 24.87
\nSpot Rate : 0.2700
\nAverage : 0.1722<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n

EMA.PR.H<\/td>\nFixedReset<\/td>\nQuote: 25.15 – 25.40
\nSpot Rate : 0.2500
\nAverage : 0.1585<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.80 – 25.10
\nSpot Rate : 0.3000
\nAverage : 0.2099<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset<\/td>\nQuote: 23.95 – 24.19
\nSpot Rate : 0.2400
\nAverage : 0.1613<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.90 – 24.18
\nSpot Rate : 0.2800
\nAverage : 0.2020<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-06-19
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.57 %<\/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-49466","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49466","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=49466"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49466\/revisions"}],"predecessor-version":[{"id":49467,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49466\/revisions\/49467"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49466"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49466"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49466"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}