{"id":49555,"date":"2018-08-20T21:20:00","date_gmt":"2018-08-21T01:20:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49555"},"modified":"2025-08-21T21:20:47","modified_gmt":"2025-08-22T01:20:47","slug":"august-20-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49555","title":{"rendered":"August 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>\n0.1479 %<\/td>\n3,106.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1479 %<\/td>\n5,700.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.48 %<\/td>\n3.70 %<\/td>\n47,725<\/td>\n18.03<\/td>\n4<\/td>\n0.1479 %<\/td>\n3,285.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2346 %<\/td>\n3,221.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.56 %<\/td>\n4.47 %<\/td>\n49,482<\/td>\n4.82<\/td>\n5<\/td>\n0.2346 %<\/td>\n3,847.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2346 %<\/td>\n3,001.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-9.83 %<\/td>\n59,100<\/td>\n0.09<\/td>\n10<\/td>\n-0.0354 %<\/td>\n2,911.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.53 %<\/td>\n54,750<\/td>\n14.56<\/td>\n25<\/td>\n-0.1449 %<\/td>\n2,990.5<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.31 %<\/td>\n4.71 %<\/td>\n120,036<\/td>\n4.10<\/td>\n107<\/td>\n-0.1027 %<\/td>\n2,574.1<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.90 %<\/td>\n65,339<\/td>\n5.38<\/td>\n26<\/td>\n-0.0626 %<\/td>\n2,981.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.43 %<\/td>\n3.79 %<\/td>\n34,518<\/td>\n5.69<\/td>\n7<\/td>\n-0.0586 %<\/td>\n2,838.9<\/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
GWO.PR.R<\/td>\nDeemed-Retractible<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
IAG.PR.I<\/td>\nFixedReset<\/td>\n-1.19 %<\/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 : 5.02 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.49
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.18
\nBid-YTW : 5.10 %<\/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
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n38,134<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : -22.14 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset<\/td>\n21,143<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.42
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset<\/td>\n20,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset<\/td>\n18,676<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.13
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n18,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-09-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 3.35 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset<\/td>\n15,160<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
There were 8 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
PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.90 – 26.45
\nSpot Rate : 0.5500
\nAverage : 0.3584<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset<\/td>\nQuote: 19.07 – 19.60
\nSpot Rate : 0.5300
\nAverage : 0.3918<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

HSE.PR.G<\/td>\nFixedReset<\/td>\nQuote: 25.23 – 25.50
\nSpot Rate : 0.2700
\nAverage : 0.1991<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.23
\nBid-YTW : 4.47 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset<\/td>\nQuote: 22.39 – 22.75
\nSpot Rate : 0.3600
\nAverage : 0.2912<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.39
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 21.76 – 22.08
\nSpot Rate : 0.3200
\nAverage : 0.2544<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset<\/td>\nQuote: 17.54 – 17.75
\nSpot Rate : 0.2100
\nAverage : 0.1455<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-20
\nMaturity Price : 17.54
\nEvaluated at bid price : 17.54
\nBid-YTW : 5.07 %<\/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-49555","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49555","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=49555"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49555\/revisions"}],"predecessor-version":[{"id":49556,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49555\/revisions\/49556"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49555"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49555"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49555"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}