{"id":46313,"date":"2024-01-30T19:50:57","date_gmt":"2024-01-31T00:50:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=46313"},"modified":"2024-01-30T19:50:57","modified_gmt":"2024-01-31T00:50:57","slug":"january-30-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46313","title":{"rendered":"January 30, 2024"},"content":{"rendered":"\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>\n0.1291 %<\/td>\n2,247.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1291 %<\/td>\n4,310.7<\/td>\n<\/tr>\n
Floater<\/td>\n10.83 %<\/td>\n11.05 %<\/td>\n34,104<\/td>\n8.73<\/td>\n2<\/td>\n0.1291 %<\/td>\n2,484.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0180 %<\/td>\n3,414.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n7.27 %<\/td>\n50,935<\/td>\n1.94<\/td>\n7<\/td>\n-0.0180 %<\/td>\n4,077.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0180 %<\/td>\n3,181.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2676 %<\/td>\n2,680.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.41 %<\/td>\n6.57 %<\/td>\n50,353<\/td>\n13.11<\/td>\n34<\/td>\n0.2676 %<\/td>\n2,922.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n7.46 %<\/td>\n119,103<\/td>\n12.13<\/td>\n59<\/td>\n0.5780 %<\/td>\n2,368.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.26 %<\/td>\n6.44 %<\/td>\n76,031<\/td>\n13.25<\/td>\n20<\/td>\n0.7003 %<\/td>\n2,894.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.08 %<\/td>\n10.55 %<\/td>\n29,244<\/td>\n9.08<\/td>\n5<\/td>\n-0.0222 %<\/td>\n2,663.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.89 %<\/td>\n6.40 %<\/td>\n161,286<\/td>\n3.32<\/td>\n1<\/td>\n0.1190 %<\/td>\n2,534.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5780 %<\/td>\n2,421.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.40 %<\/td>\n7.05 %<\/td>\n100,600<\/td>\n12.53<\/td>\n14<\/td>\n0.4976 %<\/td>\n2,631.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.32
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.70
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.60
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.09
\nEvaluated at bid price : 19.09
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 8.79 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.94
\nEvaluated at bid price : 18.94
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n4.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n5.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 5.96 %<\/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.J<\/td>\nFixedReset Disc<\/td>\n213,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.97
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n101,901<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n100,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n96,580<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n91,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n83,466<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
There were 22 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
TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.97 – 23.72
\nSpot Rate : 1.7500
\nAverage : 0.9937<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.97
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 19.75 – 20.84
\nSpot Rate : 1.0900
\nAverage : 0.6945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.51 – 21.00
\nSpot Rate : 1.4900
\nAverage : 1.1651<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n

GWO.PR.Q<\/td>\nInsurance Straight<\/td>\nQuote: 20.10 – 21.28
\nSpot Rate : 1.1800
\nAverage : 0.9476<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.02 – 19.72
\nSpot Rate : 0.7000
\nAverage : 0.5208<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.50 – 23.00
\nSpot Rate : 0.5000
\nAverage : 0.3562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-01-30
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.84 %<\/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-46313","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46313","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=46313"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46313\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46313"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46313"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46313"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}