{"id":46436,"date":"2024-02-22T21:37:59","date_gmt":"2024-02-23T02:37:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=46436"},"modified":"2024-02-22T21:37:59","modified_gmt":"2024-02-23T02:37:59","slug":"february-22-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46436","title":{"rendered":"February 22, 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>\n2.2232 %<\/td>\n2,354.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.2232 %<\/td>\n4,516.5<\/td>\n<\/tr>\n
Floater<\/td>\n10.34 %<\/td>\n10.62 %<\/td>\n28,224<\/td>\n8.97<\/td>\n2<\/td>\n2.2232 %<\/td>\n2,602.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8667 %<\/td>\n3,381.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n7.39 %<\/td>\n49,253<\/td>\n1.90<\/td>\n7<\/td>\n-0.8667 %<\/td>\n4,038.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8667 %<\/td>\n3,150.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2555 %<\/td>\n2,642.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.50 %<\/td>\n6.71 %<\/td>\n45,798<\/td>\n12.89<\/td>\n33<\/td>\n-0.2555 %<\/td>\n2,881.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n7.66 %<\/td>\n112,146<\/td>\n12.16<\/td>\n59<\/td>\n0.1055 %<\/td>\n2,360.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.30 %<\/td>\n6.48 %<\/td>\n61,497<\/td>\n13.13<\/td>\n21<\/td>\n-0.1127 %<\/td>\n2,879.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.06 %<\/td>\n10.26 %<\/td>\n36,227<\/td>\n9.27<\/td>\n3<\/td>\n-0.2079 %<\/td>\n2,586.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.98 %<\/td>\n6.94 %<\/td>\n153,592<\/td>\n3.25<\/td>\n1<\/td>\n-0.4353 %<\/td>\n2,500.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1055 %<\/td>\n2,413.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n7.13 %<\/td>\n82,431<\/td>\n12.41<\/td>\n14<\/td>\n0.0996 %<\/td>\n2,618.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-5.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.72
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 8.75 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
PVS.PR.I<\/td>\nSplitShare<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.71
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.17
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 8.70 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 12.17
\nEvaluated at bid price : 12.17
\nBid-YTW : 10.65 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 12.20
\nEvaluated at bid price : 12.20
\nBid-YTW : 10.62 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n22.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 18.71
\nEvaluated at bid price : 18.71
\nBid-YTW : 8.04 %<\/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.S<\/td>\nFixedReset Disc<\/td>\n161,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.34
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n125,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 10.26 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n68,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 10.39 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n57,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 9.12 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n55,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 18.71
\nEvaluated at bid price : 18.71
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
There were 10 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: 19.30 – 20.60
\nSpot Rate : 1.3000
\nAverage : 0.7726<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 18.00 – 19.52
\nSpot Rate : 1.5200
\nAverage : 1.0060<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.80 – 22.00
\nSpot Rate : 1.2000
\nAverage : 0.8712<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n

CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.07 – 17.85
\nSpot Rate : 0.7800
\nAverage : 0.5032<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 23.31 – 24.16
\nSpot Rate : 0.8500
\nAverage : 0.6080<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.31
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.20 – 20.70
\nSpot Rate : 1.5000
\nAverage : 1.2956<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-22
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.42 %<\/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-46436","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46436","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=46436"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46436\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46436"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46436"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46436"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}