{"id":49595,"date":"2018-08-13T22:12:00","date_gmt":"2018-08-14T02:12:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49595"},"modified":"2025-08-21T22:13:24","modified_gmt":"2025-08-22T02:13:24","slug":"august-13-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49595","title":{"rendered":"August 13, 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>\n0.2959 %<\/td>\n3,111.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2959 %<\/td>\n5,709.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.47 %<\/td>\n3.69 %<\/td>\n50,042<\/td>\n18.05<\/td>\n4<\/td>\n0.2959 %<\/td>\n3,290.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0315 %<\/td>\n3,213.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n4.66 %<\/td>\n50,974<\/td>\n4.84<\/td>\n5<\/td>\n0.0315 %<\/td>\n3,837.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0315 %<\/td>\n2,994.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-10.64 %<\/td>\n57,689<\/td>\n0.09<\/td>\n10<\/td>\n0.0315 %<\/td>\n2,912.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.53 %<\/td>\n57,260<\/td>\n14.58<\/td>\n25<\/td>\n0.0449 %<\/td>\n2,990.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.75 %<\/td>\n128,643<\/td>\n3.91<\/td>\n107<\/td>\n-0.0666 %<\/td>\n2,575.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.96 %<\/td>\n56,045<\/td>\n5.40<\/td>\n26<\/td>\n0.0516 %<\/td>\n2,983.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.43 %<\/td>\n3.65 %<\/td>\n32,247<\/td>\n5.71<\/td>\n7<\/td>\n0.1042 %<\/td>\n2,843.9<\/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
TRP.PR.B<\/td>\nFixedReset<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 16.98
\nEvaluated at bid price : 16.98
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.41
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.87
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 4.15 %<\/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
BMO.PR.R<\/td>\nFloatingReset<\/td>\n333,878<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-09-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.05 %<\/td>\n<\/tr>\n
BNS.PR.G<\/td>\nFixedReset<\/td>\n106,912<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-07-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset<\/td>\n69,045<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.96
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n53,812<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.86
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset<\/td>\n45,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n41,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 24.57
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
There were 15 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
IAG.PR.I<\/td>\nFixedReset<\/td>\nQuote: 25.25 – 26.25
\nSpot Rate : 1.0000
\nAverage : 0.6235<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset<\/td>\nQuote: 24.80 – 25.35
\nSpot Rate : 0.5500
\nAverage : 0.4060<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset<\/td>\nQuote: 24.85 – 25.25
\nSpot Rate : 0.4000
\nAverage : 0.2734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset<\/td>\nQuote: 24.56 – 24.89
\nSpot Rate : 0.3300
\nAverage : 0.2124<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.56
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.17 – 25.57
\nSpot Rate : 0.4000
\nAverage : 0.2906<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2025-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset<\/td>\nQuote: 23.41 – 23.70
\nSpot Rate : 0.2900
\nAverage : 0.1851<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-13
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.41
\nBid-YTW : 4.80 %<\/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-49595","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49595","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=49595"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49595\/revisions"}],"predecessor-version":[{"id":49596,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49595\/revisions\/49596"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49595"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49595"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49595"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}