{"id":49475,"date":"2018-07-20T20:53:00","date_gmt":"2018-07-21T00:53:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49475"},"modified":"2025-08-19T20:53:35","modified_gmt":"2025-08-20T00:53:35","slug":"july-20-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49475","title":{"rendered":"July 20, 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-0.0134 %<\/td>\n3,118.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0134 %<\/td>\n5,721.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.46 %<\/td>\n3.68 %<\/td>\n64,879<\/td>\n18.13<\/td>\n4<\/td>\n-0.0134 %<\/td>\n3,297.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n3,193.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.61 %<\/td>\n57,756<\/td>\n4.90<\/td>\n5<\/td>\n0.0158 %<\/td>\n3,814.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n2,976.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-14.48 %<\/td>\n62,333<\/td>\n0.09<\/td>\n9<\/td>\n0.0917 %<\/td>\n2,910.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.48 %<\/td>\n55,998<\/td>\n14.68<\/td>\n26<\/td>\n-0.0033 %<\/td>\n2,984.0<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.60 %<\/td>\n128,994<\/td>\n5.52<\/td>\n106<\/td>\n-0.0624 %<\/td>\n2,558.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.96 %<\/td>\n66,016<\/td>\n5.46<\/td>\n27<\/td>\n-0.0965 %<\/td>\n2,973.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.30 %<\/td>\n3.86 %<\/td>\n35,215<\/td>\n3.36<\/td>\n9<\/td>\n-0.1929 %<\/td>\n2,826.2<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.G<\/td>\nFixedReset<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.07
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
IAG.PR.I<\/td>\nFixedReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\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>\n389,626<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n351,978<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n319,545<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset<\/td>\n298,056<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n240,406<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.07
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n218,239<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-08-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 1.69 %<\/td>\n<\/tr>\n
W.PR.J<\/td>\nPerpetual-Discount<\/td>\n157,952<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset<\/td>\n154,603<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n139,311<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n132,112<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.47
\nEvaluated at bid price : 24.61
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset<\/td>\n100,471<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
There were 26 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
EMA.PR.H<\/td>\nFixedReset<\/td>\nQuote: 25.00 – 25.90
\nSpot Rate : 0.9000
\nAverage : 0.5684<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\nQuote: 26.26 – 26.90
\nSpot Rate : 0.6400
\nAverage : 0.3771<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-08-19
\nMaturity Price : 25.25
\nEvaluated at bid price : 26.26
\nBid-YTW : -34.79 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset<\/td>\nQuote: 24.41 – 24.97
\nSpot Rate : 0.5600
\nAverage : 0.3246<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.07 – 22.60
\nSpot Rate : 0.5300
\nAverage : 0.3122<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.07
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.80 – 25.29
\nSpot Rate : 0.4900
\nAverage : 0.2724<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-20
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 19.55 – 20.16
\nSpot Rate : 0.6100
\nAverage : 0.3973<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.40 %<\/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-49475","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49475","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=49475"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49475\/revisions"}],"predecessor-version":[{"id":49476,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49475\/revisions\/49476"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49475"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49475"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49475"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}