{"id":6155,"date":"2009-04-06T19:59:34","date_gmt":"2009-04-06T23:59:34","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=6155"},"modified":"2009-04-06T19:59:34","modified_gmt":"2009-04-06T23:59:34","slug":"april-6-2009","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=6155","title":{"rendered":"April 6, 2009"},"content":{"rendered":"

Another day of good solid performance, but volume was off a bit.<\/p>\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>\n3.2381 %<\/td>\n906.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n3.2381 %<\/td>\n1,466.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.38 %<\/td>\n5.34 %<\/td>\n69,907<\/td>\n14.96<\/td>\n2<\/td>\n3.2381 %<\/td>\n1,132.5<\/td>\n<\/tr>\n
OpRet<\/td>\n5.20 %<\/td>\n4.80 %<\/td>\n135,112<\/td>\n3.85<\/td>\n15<\/td>\n-0.1601 %<\/td>\n2,090.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n6.93 %<\/td>\n12.78 %<\/td>\n45,046<\/td>\n5.67<\/td>\n3<\/td>\n1.9433 %<\/td>\n1,669.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n6.18 %<\/td>\n10.04 %<\/td>\n29,559<\/td>\n0.71<\/td>\n1<\/td>\n-0.4103 %<\/td>\n1,929.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2323 %<\/td>\n1,561.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.97 %<\/td>\n7.11 %<\/td>\n151,258<\/td>\n12.41<\/td>\n71<\/td>\n0.2323 %<\/td>\n1,438.1<\/td>\n<\/tr>\n
FixedReset<\/td>\n6.06 %<\/td>\n5.71 %<\/td>\n702,581<\/td>\n13.69<\/td>\n34<\/td>\n0.2138 %<\/td>\n1,850.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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
MFC.PR.C<\/td>\nPerpetual-Discount<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 15.61
\nEvaluated at bid price : 15.61
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 13.59
\nEvaluated at bid price : 13.59
\nBid-YTW : 8.81 %<\/td>\n<\/tr>\n
BNS.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
BNS.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 14.77
\nEvaluated at bid price : 14.77
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 19.97
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
TD.PR.P<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
TD.PR.Q<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n
TD.PR.E<\/td>\nFixedReset<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 15.31
\nEvaluated at bid price : 15.31
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.53
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
BMO.PR.M<\/td>\nFixedReset<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 22.43
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.20 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
IAG.PR.C<\/td>\nFixedReset<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 8.25
\nEvaluated at bid price : 8.25
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BNA.PR.C<\/td>\nSplitShare<\/td>\n3.06 %<\/td>\nAsset coverage of 1.7-:1 as of February 28, according to the company<\/a>.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2019-01-10
\nMaturity Price : 25.00
\nEvaluated at bid price : 12.11
\nBid-YTW : 14.55 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BNA.PR.B<\/td>\nSplitShare<\/td>\n3.19 %<\/td>\nAsset coverage of 1.7-:1 as of February 28, according to the company<\/a>.
\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2016-03-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.01
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n4.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 8.01
\nEvaluated at bid price : 8.01
\nBid-YTW : 5.50 %<\/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
TD.PR.K<\/td>\nFixedReset<\/td>\n219,566<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 25.13
\nEvaluated at bid price : 25.18
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
RY.PR.X<\/td>\nFixedReset<\/td>\n130,685<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 23.18
\nEvaluated at bid price : 25.15
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
MFC.PR.D<\/td>\nFixedReset<\/td>\n51,811<\/td>\nTD bought 11,700 from Nesbitt at 25.00.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 24.87
\nEvaluated at bid price : 24.92
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nPerpetual-Discount<\/td>\n47,225<\/td>\nRBC crossed 24,700 at 18.99.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
CM.PR.M<\/td>\nFixedReset<\/td>\n41,560<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-06
\nMaturity Price : 25.30
\nEvaluated at bid price : 25.35
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BMO.PR.O<\/td>\nFixedReset<\/td>\n41,480<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
There were 20 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Another day of good solid performance, but volume was off a bit. HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW …<\/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-6155","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6155","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=6155"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6155\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6155"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6155"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6155"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}