{"id":46380,"date":"2024-02-06T19:59:54","date_gmt":"2024-02-07T00:59:54","guid":{"rendered":"https:\/\/prefblog.com\/?p=46380"},"modified":"2024-02-06T19:59:54","modified_gmt":"2024-02-07T00:59:54","slug":"february-6-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46380","title":{"rendered":"February 6, 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>\n-0.3397 %<\/td>\n2,267.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3397 %<\/td>\n4,349.7<\/td>\n<\/tr>\n
Floater<\/td>\n10.74 %<\/td>\n10.95 %<\/td>\n54,207<\/td>\n8.78<\/td>\n2<\/td>\n-0.3397 %<\/td>\n2,506.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1265 %<\/td>\n3,413.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n7.29 %<\/td>\n48,363<\/td>\n1.92<\/td>\n7<\/td>\n0.1265 %<\/td>\n4,076.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1265 %<\/td>\n3,180.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3334 %<\/td>\n2,682.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.40 %<\/td>\n6.58 %<\/td>\n50,849<\/td>\n13.09<\/td>\n34<\/td>\n-0.3334 %<\/td>\n2,925.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n7.65 %<\/td>\n117,619<\/td>\n12.09<\/td>\n59<\/td>\n-0.1625 %<\/td>\n2,370.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.31 %<\/td>\n6.52 %<\/td>\n69,516<\/td>\n13.14<\/td>\n20<\/td>\n-0.8356 %<\/td>\n2,872.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.74 %<\/td>\n10.14 %<\/td>\n36,092<\/td>\n9.38<\/td>\n3<\/td>\n0.9788 %<\/td>\n2,678.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.92 %<\/td>\n6.55 %<\/td>\n177,227<\/td>\n3.30<\/td>\n1<\/td>\n-0.1180 %<\/td>\n2,524.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1625 %<\/td>\n2,423.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.38 %<\/td>\n7.05 %<\/td>\n101,336<\/td>\n12.57<\/td>\n14<\/td>\n-0.2441 %<\/td>\n2,642.5<\/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\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-5.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-5.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 9.97 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 8.99 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.83
\nEvaluated at bid price : 19.83
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 8.36 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 11.68
\nEvaluated at bid price : 11.68
\nBid-YTW : 11.06 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.15
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 8.45 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 10.20 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 14.45
\nEvaluated at bid price : 14.45
\nBid-YTW : 8.30 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n7.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 8.29 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n82,542<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n75,901<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n70,689<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n60,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 15.16
\nEvaluated at bid price : 15.16
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n58,516<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.77
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n57,257<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
There were 25 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
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.85 – 24.06
\nSpot Rate : 4.2100
\nAverage : 2.7936<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.45 – 20.95
\nSpot Rate : 1.5000
\nAverage : 1.1214<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 17.10 – 18.30
\nSpot Rate : 1.2000
\nAverage : 0.8936<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 17.10 – 18.10
\nSpot Rate : 1.0000
\nAverage : 0.7228<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.35 – 17.99
\nSpot Rate : 0.6400
\nAverage : 0.4101<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.16 – 19.00
\nSpot Rate : 0.8400
\nAverage : 0.6296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-06
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 6.64 %<\/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-46380","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46380","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=46380"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46380\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46380"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46380"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46380"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}