{"id":46446,"date":"2024-02-27T20:54:59","date_gmt":"2024-02-28T01:54:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=46446"},"modified":"2024-02-27T20:54:59","modified_gmt":"2024-02-28T01:54:59","slug":"february-27-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46446","title":{"rendered":"February 27, 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>\n0.2453 %<\/td>\n2,369.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2453 %<\/td>\n4,544.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.28 %<\/td>\n10.54 %<\/td>\n46,359<\/td>\n9.02<\/td>\n2<\/td>\n0.2453 %<\/td>\n2,618.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1944 %<\/td>\n3,385.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.97 %<\/td>\n7.50 %<\/td>\n47,190<\/td>\n1.89<\/td>\n7<\/td>\n0.1944 %<\/td>\n4,042.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1944 %<\/td>\n3,154.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2301 %<\/td>\n2,634.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.52 %<\/td>\n6.74 %<\/td>\n46,744<\/td>\n12.86<\/td>\n33<\/td>\n-0.2301 %<\/td>\n2,872.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n7.68 %<\/td>\n111,792<\/td>\n12.11<\/td>\n59<\/td>\n-0.0574 %<\/td>\n2,354.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.37 %<\/td>\n6.54 %<\/td>\n60,143<\/td>\n13.08<\/td>\n21<\/td>\n-0.1285 %<\/td>\n2,847.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.01 %<\/td>\n10.16 %<\/td>\n35,955<\/td>\n9.34<\/td>\n3<\/td>\n-0.1892 %<\/td>\n2,584.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.02 %<\/td>\n7.04 %<\/td>\n164,275<\/td>\n12.33<\/td>\n1<\/td>\n-0.5169 %<\/td>\n2,486.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0574 %<\/td>\n2,406.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.53 %<\/td>\n7.27 %<\/td>\n78,562<\/td>\n12.39<\/td>\n14<\/td>\n-1.1959 %<\/td>\n2,567.9<\/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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 8.60 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.70
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 16.09
\nEvaluated at bid price : 16.09
\nBid-YTW : 10.04 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n7.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.86 %<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n51,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 14.87
\nEvaluated at bid price : 14.87
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n44,848<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n33,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.79
\nEvaluated at bid price : 19.79
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n32,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n32,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n21,625<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.95
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
There were 12 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 : 1.9633<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 19.00 – 20.03
\nSpot Rate : 1.0300
\nAverage : 0.6667<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.00 – 22.76
\nSpot Rate : 0.7600
\nAverage : 0.5111<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.25 – 19.15
\nSpot Rate : 0.9000
\nAverage : 0.6608<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n

RY.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 21.01
\nSpot Rate : 0.5100
\nAverage : 0.3130<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.00 – 22.58
\nSpot Rate : 0.5800
\nAverage : 0.3832<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-27
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.06 %<\/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-46446","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46446","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=46446"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46446\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46446"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46446"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46446"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}