{"id":49597,"date":"2018-08-14T22:14:00","date_gmt":"2018-08-15T02:14:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49597"},"modified":"2025-08-21T22:14:42","modified_gmt":"2025-08-22T02:14:42","slug":"august-14-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49597","title":{"rendered":"August 14, 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-0.4962 %<\/td>\n3,095.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4962 %<\/td>\n5,680.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.49 %<\/td>\n3.71 %<\/td>\n50,904<\/td>\n18.01<\/td>\n4<\/td>\n-0.4962 %<\/td>\n3,273.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0551 %<\/td>\n3,211.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.57 %<\/td>\n4.69 %<\/td>\n49,250<\/td>\n4.84<\/td>\n5<\/td>\n-0.0551 %<\/td>\n3,835.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0551 %<\/td>\n2,992.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.62 %<\/td>\n-10.91 %<\/td>\n57,447<\/td>\n0.09<\/td>\n10<\/td>\n0.0157 %<\/td>\n2,912.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.41 %<\/td>\n5.53 %<\/td>\n58,450<\/td>\n14.58<\/td>\n25<\/td>\n-0.0536 %<\/td>\n2,989.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.78 %<\/td>\n127,361<\/td>\n3.91<\/td>\n107<\/td>\n-0.0288 %<\/td>\n2,574.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.96 %<\/td>\n58,739<\/td>\n5.39<\/td>\n26<\/td>\n-0.1016 %<\/td>\n2,980.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.43 %<\/td>\n3.65 %<\/td>\n32,230<\/td>\n5.71<\/td>\n7<\/td>\n0.0195 %<\/td>\n2,844.4<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
No individual gains or losses exceeding 1%!<\/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.K<\/td>\nFixedReset<\/td>\n112,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset<\/td>\n104,990<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-14
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n104,100<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.04
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n53,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.92
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n52,632<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset<\/td>\n52,620<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.45
\nBid-YTW : 3.44 %<\/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
EMA.PR.F<\/td>\nFixedReset<\/td>\nQuote: 24.15 – 25.00
\nSpot Rate : 0.8500
\nAverage : 0.5210<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-14
\nMaturity Price : 23.76
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset<\/td>\nQuote: 23.75 – 24.37
\nSpot Rate : 0.6200
\nAverage : 0.4599<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset<\/td>\nQuote: 23.44 – 23.88
\nSpot Rate : 0.4400
\nAverage : 0.2921<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-14
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.44
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset<\/td>\nQuote: 24.45 – 24.75
\nSpot Rate : 0.3000
\nAverage : 0.1869<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset<\/td>\nQuote: 24.50 – 24.95
\nSpot Rate : 0.4500
\nAverage : 0.3462<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset<\/td>\nQuote: 23.57 – 23.88
\nSpot Rate : 0.3100
\nAverage : 0.2064<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-14
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.57
\nBid-YTW : 4.78 %<\/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-49597","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49597","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=49597"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49597\/revisions"}],"predecessor-version":[{"id":49598,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49597\/revisions\/49598"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49597"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49597"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49597"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}