{"id":46389,"date":"2024-02-09T21:10:10","date_gmt":"2024-02-10T02:10:10","guid":{"rendered":"https:\/\/prefblog.com\/?p=46389"},"modified":"2024-02-09T21:10:10","modified_gmt":"2024-02-10T02:10:10","slug":"february-9-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46389","title":{"rendered":"February 9, 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>\n0.5955 %<\/td>\n2,285.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5955 %<\/td>\n4,383.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.66 %<\/td>\n10.90 %<\/td>\n51,329<\/td>\n8.80<\/td>\n2<\/td>\n0.5955 %<\/td>\n2,526.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1020 %<\/td>\n3,426.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.12 %<\/td>\n46,473<\/td>\n1.91<\/td>\n7<\/td>\n0.1020 %<\/td>\n4,091.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1020 %<\/td>\n3,192.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1760 %<\/td>\n2,623.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.55 %<\/td>\n6.71 %<\/td>\n47,746<\/td>\n12.92<\/td>\n34<\/td>\n-0.1760 %<\/td>\n2,860.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n7.77 %<\/td>\n116,948<\/td>\n11.95<\/td>\n59<\/td>\n0.0641 %<\/td>\n2,353.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.31 %<\/td>\n6.53 %<\/td>\n71,118<\/td>\n13.11<\/td>\n20<\/td>\n0.4607 %<\/td>\n2,868.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.01 %<\/td>\n10.29 %<\/td>\n36,083<\/td>\n9.21<\/td>\n3<\/td>\n-0.2252 %<\/td>\n2,604.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.94 %<\/td>\n6.69 %<\/td>\n169,108<\/td>\n3.29<\/td>\n1<\/td>\n0.5964 %<\/td>\n2,514.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0641 %<\/td>\n2,405.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.42 %<\/td>\n7.23 %<\/td>\n97,157<\/td>\n12.44<\/td>\n14<\/td>\n0.1438 %<\/td>\n2,621.0<\/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
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-14.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-6.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 9.24 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 8.51 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 9.13 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.10 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.31
\nEvaluated at bid price : 17.31
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.81 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.58
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 9.85 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n6.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.85 %<\/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.J<\/td>\nFixedReset Disc<\/td>\n80,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n50,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 13.83
\nEvaluated at bid price : 13.83
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n50,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.00
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n41,152<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n26,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n25,394<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 9.13 %<\/td>\n<\/tr>\n
There were 5 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
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.38 – 19.24
\nSpot Rate : 2.8600
\nAverage : 1.6066<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 16.38
\nEvaluated at bid price : 16.38
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.51 – 24.06
\nSpot Rate : 4.5500
\nAverage : 3.8162<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.30 – 19.60
\nSpot Rate : 1.3000
\nAverage : 0.8277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 13.10 – 14.55
\nSpot Rate : 1.4500
\nAverage : 0.9935<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 9.24 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 17.10 – 18.10
\nSpot Rate : 1.0000
\nAverage : 0.6947<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-09
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 22.40 – 23.15
\nSpot Rate : 0.7500
\nAverage : 0.4575<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 7.05 %<\/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-46389","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46389","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=46389"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46389\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46389"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46389"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46389"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}