{"id":6159,"date":"2009-04-07T21:23:56","date_gmt":"2009-04-08T01:23:56","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=6159"},"modified":"2009-04-07T21:23:56","modified_gmt":"2009-04-08T01:23:56","slug":"april-7-2009","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=6159","title":{"rendered":"April 7, 2009"},"content":{"rendered":"

Again, no commentary! Pretty lazy, huh?<\/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>\n1.4760 %<\/td>\n919.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4760 %<\/td>\n1,487.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.30 %<\/td>\n5.22 %<\/td>\n69,563<\/td>\n15.15<\/td>\n2<\/td>\n1.4760 %<\/td>\n1,149.2<\/td>\n<\/tr>\n
OpRet<\/td>\n5.21 %<\/td>\n4.80 %<\/td>\n133,844<\/td>\n3.89<\/td>\n15<\/td>\n-0.0767 %<\/td>\n2,088.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n6.92 %<\/td>\n11.96 %<\/td>\n44,802<\/td>\n5.67<\/td>\n3<\/td>\n0.1247 %<\/td>\n1,671.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n6.19 %<\/td>\n10.23 %<\/td>\n30,128<\/td>\n0.71<\/td>\n1<\/td>\n-0.1030 %<\/td>\n1,927.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2989 %<\/td>\n1,566.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.96 %<\/td>\n7.05 %<\/td>\n150,179<\/td>\n12.47<\/td>\n71<\/td>\n0.2989 %<\/td>\n1,442.4<\/td>\n<\/tr>\n
FixedReset<\/td>\n6.05 %<\/td>\n5.62 %<\/td>\n692,415<\/td>\n13.60<\/td>\n34<\/td>\n0.3591 %<\/td>\n1,856.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.J<\/td>\nOpRet<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2018-03-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.82
\nBid-YTW : 9.66 %<\/td>\n<\/tr>\n
MFC.PR.A<\/td>\nOpRet<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2015-12-18
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.26
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
IAG.PR.C<\/td>\nFixedReset<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.13
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BNA.PR.C<\/td>\nSplitShare<\/td>\n-1.57 %<\/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 : 11.92
\nBid-YTW : 14.80 %<\/td>\n<\/tr>\n
BMO.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BAM.PR.H<\/td>\nOpRet<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2012-03-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.70
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 15.77
\nEvaluated at bid price : 15.77
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
CM.PR.K<\/td>\nFixedReset<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 22.71
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
BNA.PR.A<\/td>\nSplitShare<\/td>\n1.13 %<\/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: 2010-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 11.96 %<\/td>\n<\/tr>\n
NA.PR.P<\/td>\nFixedReset<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-03-17
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 13.76
\nEvaluated at bid price : 13.76
\nBid-YTW : 8.70 %<\/td>\n<\/tr>\n
BMO.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 17.24
\nEvaluated at bid price : 17.24
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 16.58
\nEvaluated at bid price : 16.58
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
NA.PR.N<\/td>\nFixedReset<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 23.64
\nEvaluated at bid price : 23.71
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
IAG.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 8.44
\nEvaluated at bid price : 8.44
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 7.05 %<\/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
RY.PR.X<\/td>\nFixedReset<\/td>\n213,950<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.21
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TD.PR.K<\/td>\nFixedReset<\/td>\n142,605<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
MFC.PR.D<\/td>\nFixedReset<\/td>\n125,984<\/td>\nScotia crossed 45,000 at 25.00; TD bought 10,000 from CIBC at the same price.
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 24.95
\nEvaluated at bid price : 25.00
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
BNS.PR.T<\/td>\nFixedReset<\/td>\n53,325<\/td>\nDesjardins crossed 10,700 at 25.65.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
CM.PR.A<\/td>\nOpRet<\/td>\n52,100<\/td>\nDesjardins crossed 47,500 at 25.75.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2009-05-07
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.51
\nBid-YTW : 0.74 %<\/td>\n<\/tr>\n
RY.PR.T<\/td>\nFixedReset<\/td>\n46,029<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-07
\nMaturity Price : 23.29
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
There were 26 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Again, no commentary! Pretty lazy, huh? 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. …<\/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-6159","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6159","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=6159"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6159\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6159"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6159"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6159"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}