{"id":46293,"date":"2024-01-23T20:26:07","date_gmt":"2024-01-24T01:26:07","guid":{"rendered":"https:\/\/prefblog.com\/?p=46293"},"modified":"2024-01-23T20:26:07","modified_gmt":"2024-01-24T01:26:07","slug":"january-23-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46293","title":{"rendered":"January 23, 2024"},"content":{"rendered":"

Due to scheduled maintenance at the data centre where I rent my server, I am currently unable to produce the daily report. I’ll do it tomorrow morning, promise!<\/p>\n

Update, the next morning<\/b>:<\/p>\n\n\n\n\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>\n0.9370 %<\/td>\n2,290.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9370 %<\/td>\n4,392.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.63 %<\/td>\n10.77 %<\/td>\n39,680<\/td>\n8.94<\/td>\n2<\/td>\n0.9370 %<\/td>\n2,531.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0360 %<\/td>\n3,426.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.15 %<\/td>\n50,591<\/td>\n1.96<\/td>\n7<\/td>\n0.0360 %<\/td>\n4,092.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0360 %<\/td>\n3,192.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2556 %<\/td>\n2,682.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.40 %<\/td>\n6.54 %<\/td>\n54,180<\/td>\n13.14<\/td>\n34<\/td>\n0.2556 %<\/td>\n2,924.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.60 %<\/td>\n7.55 %<\/td>\n112,829<\/td>\n12.15<\/td>\n59<\/td>\n0.3821 %<\/td>\n2,346.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.29 %<\/td>\n6.46 %<\/td>\n76,389<\/td>\n13.23<\/td>\n20<\/td>\n-0.0227 %<\/td>\n2,880.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.20 %<\/td>\n10.62 %<\/td>\n32,552<\/td>\n9.05<\/td>\n5<\/td>\n0.6109 %<\/td>\n2,634.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.89 %<\/td>\n6.40 %<\/td>\n162,311<\/td>\n3.34<\/td>\n2<\/td>\n0.0397 %<\/td>\n2,531.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3821 %<\/td>\n2,398.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.46 %<\/td>\n7.16 %<\/td>\n96,598<\/td>\n12.51<\/td>\n14<\/td>\n0.1598 %<\/td>\n2,602.1<\/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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-5.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 18.49
\nEvaluated at bid price : 18.49
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 14.52
\nEvaluated at bid price : 14.52
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 9.53 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 8.68 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 16.32
\nEvaluated at bid price : 16.32
\nBid-YTW : 9.14 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.71
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 11.93
\nEvaluated at bid price : 11.93
\nBid-YTW : 10.77 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 8.78 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.41
\nBid-YTW : 5.55 %<\/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
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n106,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.55
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n65,344<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 21.22
\nEvaluated at bid price : 21.22
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n60,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.47
\nEvaluated at bid price : 19.47
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n45,690<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n38,564<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n35,505<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.68
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
There were 19 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
BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 15.21 – 17.17
\nSpot Rate : 1.9600
\nAverage : 1.1328<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 14.65 – 15.65
\nSpot Rate : 1.0000
\nAverage : 0.6813<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 9.26 %<\/td>\n<\/tr>\n

FFH.PR.F<\/td>\nFloatingReset<\/td>\nQuote: 17.25 – 18.24
\nSpot Rate : 0.9900
\nAverage : 0.6821<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 10.75 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.50 – 23.40
\nSpot Rate : 0.9000
\nAverage : 0.6134<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.48 – 20.99
\nSpot Rate : 0.5100
\nAverage : 0.3297<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-23
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 22.55 – 23.25
\nSpot Rate : 0.7000
\nAverage : 0.5292<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Due to scheduled maintenance at the data centre where I rent my server, I am currently unable to produce the daily report. I’ll do it tomorrow morning, promise! Update, the next morning: HIMIPref™ Preferred IndicesThese …<\/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-46293","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46293","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=46293"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46293\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46293"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46293"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46293"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}