{"id":49481,"date":"2018-07-17T20:56:00","date_gmt":"2018-07-18T00:56:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49481"},"modified":"2025-08-19T20:56:47","modified_gmt":"2025-08-20T00:56:47","slug":"july-17-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49481","title":{"rendered":"July 17, 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-0.8677 %<\/td>\n3,140.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8677 %<\/td>\n5,762.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.44 %<\/td>\n3.63 %<\/td>\n69,230<\/td>\n18.24<\/td>\n4<\/td>\n-0.8677 %<\/td>\n3,321.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n3,200.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n4.53 %<\/td>\n60,688<\/td>\n4.91<\/td>\n5<\/td>\n0.0711 %<\/td>\n3,822.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0711 %<\/td>\n2,982.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.64 %<\/td>\n-15.45 %<\/td>\n60,633<\/td>\n0.09<\/td>\n9<\/td>\n-0.0480 %<\/td>\n2,906.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.37 %<\/td>\n5.49 %<\/td>\n53,852<\/td>\n14.69<\/td>\n26<\/td>\n-0.0836 %<\/td>\n2,986.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.60 %<\/td>\n130,877<\/td>\n5.57<\/td>\n106<\/td>\n-0.1231 %<\/td>\n2,558.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.12 %<\/td>\n5.88 %<\/td>\n65,660<\/td>\n5.47<\/td>\n27<\/td>\n0.0466 %<\/td>\n2,982.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.29 %<\/td>\n3.77 %<\/td>\n31,356<\/td>\n3.37<\/td>\n9<\/td>\n-0.1577 %<\/td>\n2,837.9<\/td>\n<\/tr>\n<\/table>\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
HSE.PR.G<\/td>\nFixedReset<\/td>\n-4.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 17.69
\nEvaluated at bid price : 17.69
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.12
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 4.89 %<\/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
PWF.PR.I<\/td>\nPerpetual-Premium<\/td>\n106,316<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-08-16
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : -24.10 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n102,782<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n68,433<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.29
\nBid-YTW : 4.37 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n62,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset<\/td>\n46,070<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.63
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n35,924<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
There were 12 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
HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.00 – 25.25
\nSpot Rate : 1.2500
\nAverage : 0.6780<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

TRP.PR.K<\/td>\nFixedReset<\/td>\nQuote: 25.38 – 25.77
\nSpot Rate : 0.3900
\nAverage : 0.2398<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

PWF.PR.A<\/td>\nFloater<\/td>\nQuote: 21.55 – 21.91
\nSpot Rate : 0.3600
\nAverage : 0.2480<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 3.00 %<\/td>\n<\/tr>\n

TRP.PR.J<\/td>\nFixedReset<\/td>\nQuote: 26.21 – 26.49
\nSpot Rate : 0.2800
\nAverage : 0.1700<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.68 – 18.00
\nSpot Rate : 0.3200
\nAverage : 0.2200<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.88 – 23.15
\nSpot Rate : 0.2700
\nAverage : 0.1846<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-17
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.88
\nBid-YTW : 4.64 %<\/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-49481","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49481","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=49481"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49481\/revisions"}],"predecessor-version":[{"id":49482,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49481\/revisions\/49482"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49481"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49481"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49481"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}