{"id":46411,"date":"2024-02-15T21:17:04","date_gmt":"2024-02-16T02:17:04","guid":{"rendered":"https:\/\/prefblog.com\/?p=46411"},"modified":"2024-02-15T21:17:04","modified_gmt":"2024-02-16T02:17:04","slug":"february-15-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46411","title":{"rendered":"February 15, 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-1.0526 %<\/td>\n2,270.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0526 %<\/td>\n4,355.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.72 %<\/td>\n10.78 %<\/td>\n49,541<\/td>\n8.87<\/td>\n2<\/td>\n-1.0526 %<\/td>\n2,509.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3938 %<\/td>\n3,427.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.18 %<\/td>\n50,883<\/td>\n1.90<\/td>\n7<\/td>\n-0.3938 %<\/td>\n4,092.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3938 %<\/td>\n3,193.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2004 %<\/td>\n2,650.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.48 %<\/td>\n6.64 %<\/td>\n45,907<\/td>\n12.98<\/td>\n33<\/td>\n0.2004 %<\/td>\n2,889.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n7.73 %<\/td>\n118,601<\/td>\n12.03<\/td>\n59<\/td>\n0.3166 %<\/td>\n2,364.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.29 %<\/td>\n6.48 %<\/td>\n65,237<\/td>\n13.16<\/td>\n21<\/td>\n0.3537 %<\/td>\n2,882.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.08 %<\/td>\n10.28 %<\/td>\n35,413<\/td>\n9.24<\/td>\n3<\/td>\n-0.8826 %<\/td>\n2,585.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.96 %<\/td>\n6.79 %<\/td>\n159,744<\/td>\n3.27<\/td>\n1<\/td>\n-0.1582 %<\/td>\n2,509.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3166 %<\/td>\n2,416.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n7.21 %<\/td>\n88,080<\/td>\n12.38<\/td>\n14<\/td>\n0.0037 %<\/td>\n2,617.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 11.50
\nEvaluated at bid price : 11.50
\nBid-YTW : 11.26 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.56
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.71
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 16.97
\nEvaluated at bid price : 16.97
\nBid-YTW : 9.28 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.78
\nBid-YTW : 8.71 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 10.78 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 22.83
\nEvaluated at bid price : 24.15
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 8.66 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.36 %<\/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
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n450,886<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n106,876<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n70,861<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n55,289<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n41,075<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n39,115<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 7.08 %<\/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
TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.15 – 24.10
\nSpot Rate : 2.9500
\nAverage : 1.6945<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.91 – 18.75
\nSpot Rate : 0.8400
\nAverage : 0.5061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 22.56 – 23.48
\nSpot Rate : 0.9200
\nAverage : 0.7286<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.56
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 19.66
\nSpot Rate : 0.6600
\nAverage : 0.4700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 15.07 – 15.70
\nSpot Rate : 0.6300
\nAverage : 0.4448<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 15.07
\nEvaluated at bid price : 15.07
\nBid-YTW : 9.26 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 14.80 – 15.90
\nSpot Rate : 1.1000
\nAverage : 0.9202<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-15
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 9.41 %<\/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-46411","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46411","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=46411"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46411\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46411"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46411"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46411"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}