{"id":49545,"date":"2018-08-23T21:12:00","date_gmt":"2018-08-24T01:12:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49545"},"modified":"2025-08-21T21:13:24","modified_gmt":"2025-08-22T01:13:24","slug":"august-23-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49545","title":{"rendered":"August 23, 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>\n0.2410 %<\/td>\n3,123.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2410 %<\/td>\n5,732.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.46 %<\/td>\n3.68 %<\/td>\n44,152<\/td>\n18.05<\/td>\n4<\/td>\n0.2410 %<\/td>\n3,303.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n3,241.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n4.11 %<\/td>\n51,352<\/td>\n4.87<\/td>\n5<\/td>\n0.0158 %<\/td>\n3,870.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0158 %<\/td>\n3,020.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-11.08 %<\/td>\n60,439<\/td>\n0.09<\/td>\n10<\/td>\n0.0590 %<\/td>\n2,915.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.54 %<\/td>\n55,960<\/td>\n14.56<\/td>\n25<\/td>\n0.0673 %<\/td>\n2,993.8<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.31 %<\/td>\n4.71 %<\/td>\n120,615<\/td>\n4.10<\/td>\n107<\/td>\n0.0128 %<\/td>\n2,575.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.87 %<\/td>\n63,533<\/td>\n5.37<\/td>\n26<\/td>\n-0.1353 %<\/td>\n2,984.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.42 %<\/td>\n3.57 %<\/td>\n39,620<\/td>\n5.68<\/td>\n7<\/td>\n0.2410 %<\/td>\n2,848.1<\/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
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 16.96
\nEvaluated at bid price : 16.96
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
PWF.PR.Q<\/td>\nFloatingReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.81 %<\/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>\n283,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.62
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n128,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.42
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n102,328<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n68,175<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n60,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.73
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset<\/td>\n60,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
There were 18 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
BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 19.05 – 19.60
\nSpot Rate : 0.5500
\nAverage : 0.3783<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset<\/td>\nQuote: 23.37 – 23.79
\nSpot Rate : 0.4200
\nAverage : 0.2707<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 25.18 – 25.63
\nSpot Rate : 0.4500
\nAverage : 0.3096<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.18
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset<\/td>\nQuote: 23.41 – 23.78
\nSpot Rate : 0.3700
\nAverage : 0.2500<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-23
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.41
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

HSE.PR.E<\/td>\nFixedReset<\/td>\nQuote: 25.30 – 25.57
\nSpot Rate : 0.2700
\nAverage : 0.1554<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset<\/td>\nQuote: 24.80 – 25.05
\nSpot Rate : 0.2500
\nAverage : 0.1581<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.51 %<\/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-49545","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49545","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=49545"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49545\/revisions"}],"predecessor-version":[{"id":49546,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49545\/revisions\/49546"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49545"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49545"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49545"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}