{"id":49491,"date":"2018-07-12T21:05:00","date_gmt":"2018-07-13T01:05:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49491"},"modified":"2025-08-19T21:05:45","modified_gmt":"2025-08-20T01:05:45","slug":"july-12-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49491","title":{"rendered":"July 12, 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>\n0.5899 %<\/td>\n3,125.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5899 %<\/td>\n5,734.3<\/td>\n<\/tr>\n
Floater<\/td>\n3.22 %<\/td>\n3.43 %<\/td>\n69,721<\/td>\n18.71<\/td>\n4<\/td>\n0.5899 %<\/td>\n3,304.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3492 %<\/td>\n3,195.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.60 %<\/td>\n4.48 %<\/td>\n62,123<\/td>\n4.93<\/td>\n5<\/td>\n0.3492 %<\/td>\n3,816.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3492 %<\/td>\n2,977.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.64 %<\/td>\n-14.13 %<\/td>\n61,412<\/td>\n0.09<\/td>\n9<\/td>\n0.0000 %<\/td>\n2,906.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.38 %<\/td>\n5.48 %<\/td>\n53,917<\/td>\n14.70<\/td>\n26<\/td>\n-0.1115 %<\/td>\n2,982.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.63 %<\/td>\n136,522<\/td>\n4.19<\/td>\n106<\/td>\n0.0118 %<\/td>\n2,558.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n5.97 %<\/td>\n65,697<\/td>\n5.48<\/td>\n27<\/td>\n-0.1014 %<\/td>\n2,965.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.24 %<\/td>\n3.72 %<\/td>\n34,234<\/td>\n3.39<\/td>\n9<\/td>\n0.2077 %<\/td>\n2,838.3<\/td>\n<\/tr>\n<\/table>\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.E<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.30
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.96
\nBid-YTW : 3.39 %<\/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
BNS.PR.G<\/td>\nFixedReset<\/td>\n1,036,959<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.25
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset<\/td>\n132,207<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 23.21
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n81,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n73,756<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.86
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset<\/td>\n58,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.11
\nBid-YTW : 4.63 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n56,587<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
There were 23 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
TD.PF.D<\/td>\nFixedReset<\/td>\nQuote: 24.40 – 24.95
\nSpot Rate : 0.5500
\nAverage : 0.3605<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n

HSE.PR.A<\/td>\nFixedReset<\/td>\nQuote: 17.87 – 18.22
\nSpot Rate : 0.3500
\nAverage : 0.2235<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

TRP.PR.H<\/td>\nFloatingReset<\/td>\nQuote: 17.20 – 17.50
\nSpot Rate : 0.3000
\nAverage : 0.1899<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n

TRP.PR.A<\/td>\nFixedReset<\/td>\nQuote: 20.53 – 21.47
\nSpot Rate : 0.9400
\nAverage : 0.8363<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-12
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset<\/td>\nQuote: 25.00 – 25.30
\nSpot Rate : 0.3000
\nAverage : 0.2003<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.92 – 22.30
\nSpot Rate : 0.3800
\nAverage : 0.2809<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.92
\nBid-YTW : 7.13 %<\/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-49491","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49491","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=49491"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49491\/revisions"}],"predecessor-version":[{"id":49492,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49491\/revisions\/49492"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49491"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49491"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49491"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}