{"id":46444,"date":"2024-02-26T21:11:39","date_gmt":"2024-02-27T02:11:39","guid":{"rendered":"https:\/\/prefblog.com\/?p=46444"},"modified":"2024-02-26T21:11:39","modified_gmt":"2024-02-27T02:11:39","slug":"february-26-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46444","title":{"rendered":"February 26, 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>\n0.2459 %<\/td>\n2,363.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2459 %<\/td>\n4,533.1<\/td>\n<\/tr>\n
Floater<\/td>\n10.30 %<\/td>\n10.54 %<\/td>\n46,900<\/td>\n9.02<\/td>\n2<\/td>\n0.2459 %<\/td>\n2,612.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2131 %<\/td>\n3,378.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.98 %<\/td>\n7.46 %<\/td>\n48,743<\/td>\n1.89<\/td>\n7<\/td>\n0.2131 %<\/td>\n4,034.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2131 %<\/td>\n3,148.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1819 %<\/td>\n2,640.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.51 %<\/td>\n6.72 %<\/td>\n46,593<\/td>\n12.89<\/td>\n33<\/td>\n-0.1819 %<\/td>\n2,879.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n7.68 %<\/td>\n115,363<\/td>\n12.12<\/td>\n59<\/td>\n0.1666 %<\/td>\n2,355.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.36 %<\/td>\n6.54 %<\/td>\n60,942<\/td>\n13.08<\/td>\n21<\/td>\n-0.6382 %<\/td>\n2,851.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.00 %<\/td>\n10.21 %<\/td>\n36,355<\/td>\n9.30<\/td>\n3<\/td>\n0.0379 %<\/td>\n2,589.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.99 %<\/td>\n6.98 %<\/td>\n165,525<\/td>\n3.24<\/td>\n1<\/td>\n0.6000 %<\/td>\n2,499.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1666 %<\/td>\n2,407.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.47 %<\/td>\n7.24 %<\/td>\n81,748<\/td>\n12.29<\/td>\n14<\/td>\n0.2121 %<\/td>\n2,599.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-10.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 8.90 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 19.13
\nEvaluated at bid price : 19.13
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.81
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 9.61 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n3.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n6.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.75 %<\/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
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n68,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n61,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n31,759<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n28,019<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n25,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 10.21 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n24,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.32
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
There were 7 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
IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 18.50 – 20.97
\nSpot Rate : 2.4700
\nAverage : 1.4078<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.93 – 22.97
\nSpot Rate : 1.0400
\nAverage : 0.6318<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 21.62
\nEvaluated at bid price : 21.93
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 19.35 – 19.92
\nSpot Rate : 0.5700
\nAverage : 0.3559<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.75 – 16.24
\nSpot Rate : 0.4900
\nAverage : 0.3036<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 20.02 – 20.50
\nSpot Rate : 0.4800
\nAverage : 0.3138<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 19.83 – 20.69
\nSpot Rate : 0.8600
\nAverage : 0.6988<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-26
\nMaturity Price : 19.83
\nEvaluated at bid price : 19.83
\nBid-YTW : 7.78 %<\/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-46444","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46444","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=46444"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46444\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46444"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46444"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46444"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}