{"id":49623,"date":"2018-08-27T10:49:00","date_gmt":"2018-08-27T14:49:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49623"},"modified":"2025-08-22T10:49:47","modified_gmt":"2025-08-22T14:49:47","slug":"august-27-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49623","title":{"rendered":"August 27, 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>\n0.2557 %<\/td>\n3,108.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2557 %<\/td>\n5,703.9<\/td>\n<\/tr>\n
Floater<\/td>\n3.48 %<\/td>\n3.69 %<\/td>\n43,345<\/td>\n18.04<\/td>\n4<\/td>\n0.2557 %<\/td>\n3,287.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0237 %<\/td>\n3,242.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.59 %<\/td>\n4.16 %<\/td>\n48,982<\/td>\n4.86<\/td>\n5<\/td>\n0.0237 %<\/td>\n3,872.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0237 %<\/td>\n3,021.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.61 %<\/td>\n-10.37 %<\/td>\n57,993<\/td>\n0.09<\/td>\n10<\/td>\n-0.0039 %<\/td>\n2,915.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.40 %<\/td>\n5.55 %<\/td>\n55,816<\/td>\n14.54<\/td>\n25<\/td>\n0.0621 %<\/td>\n2,996.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.31 %<\/td>\n4.72 %<\/td>\n123,282<\/td>\n3.83<\/td>\n106<\/td>\n0.1613 %<\/td>\n2,581.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.12 %<\/td>\n5.88 %<\/td>\n62,191<\/td>\n5.36<\/td>\n26<\/td>\n0.0290 %<\/td>\n2,991.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.50 %<\/td>\n3.58 %<\/td>\n39,673<\/td>\n5.67<\/td>\n6<\/td>\n0.0909 %<\/td>\n2,851.8<\/td>\n<\/tr>\n<\/table>\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
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.67
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-08-27
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.39
\nBid-YTW : 4.95 %<\/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
MFC.PR.R<\/td>\nFixedReset<\/td>\n205,013<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n67,203<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset<\/td>\n30,815<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.34
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset<\/td>\n28,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
NA.PR.X<\/td>\nFixedReset<\/td>\n24,932<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset<\/td>\n19,269<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.48
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
There were 6 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
HSE.PR.E<\/td>\nFixedReset<\/td>\nQuote: 25.11 – 26.79
\nSpot Rate : 1.6800
\nAverage : 0.9664<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 19.88 – 20.25
\nSpot Rate : 0.3700
\nAverage : 0.2190<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.88
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 24.91 – 25.24
\nSpot Rate : 0.3300
\nAverage : 0.2052<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 25.85 – 26.25
\nSpot Rate : 0.4000
\nAverage : 0.2965<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n

W.PR.K<\/td>\nFixedReset<\/td>\nQuote: 26.00 – 26.35
\nSpot Rate : 0.3500
\nAverage : 0.2736<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 3.77 %<\/td>\n<\/tr>\n

PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\nQuote: 25.70 – 25.90
\nSpot Rate : 0.2000
\nAverage : 0.1251<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-09-26
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.70
\nBid-YTW : -10.37 %<\/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-49623","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49623","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=49623"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49623\/revisions"}],"predecessor-version":[{"id":49624,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49623\/revisions\/49624"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49623"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49623"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49623"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}