{"id":49520,"date":"2018-07-27T11:48:00","date_gmt":"2018-07-27T15:48:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49520"},"modified":"2025-08-20T11:48:42","modified_gmt":"2025-08-20T15:48:42","slug":"july-27-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49520","title":{"rendered":"July 27, 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-1.1029 %<\/td>\n3,068.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1029 %<\/td>\n5,629.6<\/td>\n<\/tr>\n
Floater<\/td>\n3.52 %<\/td>\n3.72 %<\/td>\n60,420<\/td>\n18.03<\/td>\n4<\/td>\n-1.1029 %<\/td>\n3,244.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,203.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n4.53 %<\/td>\n54,230<\/td>\n4.89<\/td>\n5<\/td>\n0.0000 %<\/td>\n3,825.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n2,985.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.63 %<\/td>\n-14.56 %<\/td>\n63,285<\/td>\n0.09<\/td>\n9<\/td>\n0.0218 %<\/td>\n2,913.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.52 %<\/td>\n57,608<\/td>\n14.64<\/td>\n26<\/td>\n0.0329 %<\/td>\n2,983.9<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.28 %<\/td>\n4.55 %<\/td>\n128,986<\/td>\n3.91<\/td>\n106<\/td>\n0.1025 %<\/td>\n2,571.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.15 %<\/td>\n6.02 %<\/td>\n60,189<\/td>\n5.44<\/td>\n27<\/td>\n0.0422 %<\/td>\n2,974.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.27 %<\/td>\n3.59 %<\/td>\n33,728<\/td>\n3.35<\/td>\n9<\/td>\n-0.1038 %<\/td>\n2,831.6<\/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
PWF.PR.A<\/td>\nFloater<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-27
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-27
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
IFC.PR.G<\/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 : 24.75
\nBid-YTW : 5.21 %<\/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
TRP.PR.E<\/td>\nFixedReset<\/td>\n298,488<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-27
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset<\/td>\n212,680<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n161,408<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.21
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n104,708<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset<\/td>\n86,732<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset<\/td>\n62,784<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-27
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.86
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
There were 17 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
EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.05 – 26.05
\nSpot Rate : 1.0000
\nAverage : 0.5799<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

BAM.PR.C<\/td>\nFloater<\/td>\nQuote: 17.33 – 17.79
\nSpot Rate : 0.4600
\nAverage : 0.3198<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-07-27
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.90 – 25.30
\nSpot Rate : 0.4000
\nAverage : 0.2841<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\nQuote: 21.45 – 21.73
\nSpot Rate : 0.2800
\nAverage : 0.1738<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.75 – 25.00
\nSpot Rate : 0.2500
\nAverage : 0.1557<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset<\/td>\nQuote: 22.95 – 23.25
\nSpot Rate : 0.3000
\nAverage : 0.2063<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.86 %<\/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-49520","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49520","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=49520"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49520\/revisions"}],"predecessor-version":[{"id":49521,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49520\/revisions\/49521"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49520"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49520"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49520"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}