{"id":6196,"date":"2009-04-13T19:12:47","date_gmt":"2009-04-13T23:12:47","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=6196"},"modified":"2009-04-13T19:12:47","modified_gmt":"2009-04-13T23:12:47","slug":"april-13-2009","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=6196","title":{"rendered":"April 13, 2009"},"content":{"rendered":"

Strong performance today on normal volume. Not much news – government holiday!<\/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>\n0.5505 %<\/td>\n916.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5505 %<\/td>\n1,482.2<\/td>\n<\/tr>\n
Floater<\/td>\n5.32 %<\/td>\n5.30 %<\/td>\n68,733<\/td>\n15.02<\/td>\n2<\/td>\n0.5505 %<\/td>\n1,145.0<\/td>\n<\/tr>\n
OpRet<\/td>\n5.16 %<\/td>\n4.71 %<\/td>\n142,281<\/td>\n3.89<\/td>\n15<\/td>\n0.1493 %<\/td>\n2,107.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n6.82 %<\/td>\n11.37 %<\/td>\n45,975<\/td>\n5.65<\/td>\n3<\/td>\n0.2461 %<\/td>\n1,695.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n6.10 %<\/td>\n8.50 %<\/td>\n28,900<\/td>\n0.69<\/td>\n1<\/td>\n0.1018 %<\/td>\n1,953.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5142 %<\/td>\n1,589.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.86 %<\/td>\n6.98 %<\/td>\n147,104<\/td>\n12.60<\/td>\n71<\/td>\n0.5142 %<\/td>\n1,463.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n6.01 %<\/td>\n5.47 %<\/td>\n667,801<\/td>\n7.65<\/td>\n35<\/td>\n0.2712 %<\/td>\n1,874.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
BNS.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
CM.PR.L<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BMO.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 8.50 %<\/td>\n<\/tr>\n
W.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
PWF.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
PWF.PR.J<\/td>\nOpRet<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2013-07-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
TCA.PR.Y<\/td>\nPerpetual-Discount<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 45.01
\nEvaluated at bid price : 46.85
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
HSB.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 8.48 %<\/td>\n<\/tr>\n
CU.PR.B<\/td>\nPerpetual-Discount<\/td>\n2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.55 %<\/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>\n85,069<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.41
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.D<\/td>\nFixedReset<\/td>\n79,097<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2039-04-13
\nMaturity Price : 25.16
\nEvaluated at bid price : 25.21
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
HSB.PR.E<\/td>\nFixedReset<\/td>\n60,745<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-07-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
TD.PR.K<\/td>\nFixedReset<\/td>\n41,346<\/td>\nRecent new issue<\/a>.
\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
RY.PR.T<\/td>\nFixedReset<\/td>\n34,683<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
CM.PR.L<\/td>\nFixedReset<\/td>\n30,348<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2014-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.90
\nBid-YTW : 5.65 %<\/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":"

Strong performance today on normal volume. Not much news – government holiday! 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-6196","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6196","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=6196"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/6196\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=6196"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=6196"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=6196"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}