{"id":46438,"date":"2024-02-23T22:24:11","date_gmt":"2024-02-24T03:24:11","guid":{"rendered":"https:\/\/prefblog.com\/?p=46438"},"modified":"2024-02-23T22:24:11","modified_gmt":"2024-02-24T03:24:11","slug":"february-23-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46438","title":{"rendered":"February 23, 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>\n0.1231 %<\/td>\n2,357.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1231 %<\/td>\n4,522.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.33 %<\/td>\n10.58 %<\/td>\n46,653<\/td>\n9.00<\/td>\n2<\/td>\n0.1231 %<\/td>\n2,606.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2914 %<\/td>\n3,371.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.99 %<\/td>\n7.50 %<\/td>\n49,206<\/td>\n1.90<\/td>\n7<\/td>\n-0.2914 %<\/td>\n4,026.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2914 %<\/td>\n3,141.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1050 %<\/td>\n2,645.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.50 %<\/td>\n6.71 %<\/td>\n46,128<\/td>\n12.90<\/td>\n33<\/td>\n0.1050 %<\/td>\n2,884.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.61 %<\/td>\n7.66 %<\/td>\n116,839<\/td>\n12.15<\/td>\n59<\/td>\n-0.3973 %<\/td>\n2,351.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.32 %<\/td>\n6.48 %<\/td>\n60,767<\/td>\n13.13<\/td>\n21<\/td>\n-0.3337 %<\/td>\n2,869.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.06 %<\/td>\n10.26 %<\/td>\n35,824<\/td>\n9.28<\/td>\n3<\/td>\n0.0568 %<\/td>\n2,588.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.03 %<\/td>\n7.03 %<\/td>\n165,836<\/td>\n12.36<\/td>\n1<\/td>\n-0.6359 %<\/td>\n2,484.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3973 %<\/td>\n2,403.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.48 %<\/td>\n7.36 %<\/td>\n81,381<\/td>\n12.22<\/td>\n14<\/td>\n-0.9475 %<\/td>\n2,593.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-7.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-3.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 17.77
\nEvaluated at bid price : 17.77
\nBid-YTW : 9.78 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 22.90
\nEvaluated at bid price : 24.25
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 8.67 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.26
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 22.84
\nEvaluated at bid price : 24.15
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.58 %<\/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
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n189,457<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n101,617<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n48,819<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n47,361<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n45,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n43,557<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.75
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
There were 14 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.C<\/td>\nFixedReset Disc<\/td>\nQuote: 17.85 – 19.64
\nSpot Rate : 1.7900
\nAverage : 1.0509<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 18.88 – 20.00
\nSpot Rate : 1.1200
\nAverage : 0.6866<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 8.60 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.15 – 22.15
\nSpot Rate : 1.0000
\nAverage : 0.6569<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.50 – 22.63
\nSpot Rate : 1.1300
\nAverage : 0.7891<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 20.61 – 21.46
\nSpot Rate : 0.8500
\nAverage : 0.5106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.30 – 20.60
\nSpot Rate : 1.3000
\nAverage : 1.0484<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-23
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.39 %<\/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-46438","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46438","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=46438"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46438\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46438"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46438"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46438"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}