{"id":49621,"date":"2018-08-28T10:48:00","date_gmt":"2018-08-28T14:48:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49621"},"modified":"2025-08-22T10:48:49","modified_gmt":"2025-08-22T14:48:49","slug":"august-28-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49621","title":{"rendered":"August 28, 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-0.0671 %<\/td>\n3,106.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0671 %<\/td>\n5,700.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.48 %<\/td>\n3.70 %<\/td>\n43,780<\/td>\n18.01<\/td>\n4<\/td>\n-0.0671 %<\/td>\n3,285.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1421 %<\/td>\n3,246.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.58 %<\/td>\n3.72 %<\/td>\n49,713<\/td>\n2.90<\/td>\n5<\/td>\n0.1421 %<\/td>\n3,877.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1421 %<\/td>\n3,025.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-10.19 %<\/td>\n55,998<\/td>\n0.09<\/td>\n10<\/td>\n0.0197 %<\/td>\n2,916.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.39 %<\/td>\n5.53 %<\/td>\n57,270<\/td>\n14.54<\/td>\n25<\/td>\n0.1224 %<\/td>\n3,000.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.30 %<\/td>\n4.69 %<\/td>\n122,575<\/td>\n3.83<\/td>\n106<\/td>\n0.1484 %<\/td>\n2,585.5<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.13 %<\/td>\n5.81 %<\/td>\n61,253<\/td>\n5.35<\/td>\n26<\/td>\n0.0345 %<\/td>\n2,992.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.51 %<\/td>\n3.58 %<\/td>\n39,947<\/td>\n5.72<\/td>\n6<\/td>\n-0.0226 %<\/td>\n2,851.2<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.M<\/td>\nFixedReset<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-28
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-28
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 4.89 %<\/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
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n271,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset<\/td>\n117,049<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 4.21 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n101,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 3.42 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset<\/td>\n68,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-28
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset<\/td>\n62,883<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-28
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.52
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n62,001<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
There were 25 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
MFC.PR.M<\/td>\nFixedReset<\/td>\nQuote: 23.32 – 23.87
\nSpot Rate : 0.5500
\nAverage : 0.3640<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

PVS.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.06 – 25.35
\nSpot Rate : 0.2900
\nAverage : 0.1670<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.77 – 24.05
\nSpot Rate : 0.2800
\nAverage : 0.1626<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset<\/td>\nQuote: 25.34 – 25.59
\nSpot Rate : 0.2500
\nAverage : 0.1587<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n

PWF.PR.Q<\/td>\nFloatingReset<\/td>\nQuote: 21.80 – 22.08
\nSpot Rate : 0.2800
\nAverage : 0.1915<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-28
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.80
\nBid-YTW : 3.58 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset<\/td>\nQuote: 25.38 – 25.58
\nSpot Rate : 0.2000
\nAverage : 0.1206<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 4.21 %<\/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-49621","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49621","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=49621"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49621\/revisions"}],"predecessor-version":[{"id":49622,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49621\/revisions\/49622"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49621"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49621"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49621"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}