{"id":46448,"date":"2024-02-29T12:08:01","date_gmt":"2024-02-29T17:08:01","guid":{"rendered":"https:\/\/prefblog.com\/?p=46448"},"modified":"2024-02-29T12:08:01","modified_gmt":"2024-02-29T17:08:01","slug":"january-28-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46448","title":{"rendered":"February 28, 2024"},"content":{"rendered":"

Sorry this is late!<\/p>\n\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>
V
\nalues 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<\nbr>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>\n0.0
\n0<\/td>\n		0<\/td>\n-0.4894 %<\/td>\n2,357.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4894 %<\/td>\n4,522.0<\/t\nd><\/tr>\n
Floater<\/td>\n10.33 %<\/td>\n10.51 %<\/td>\n44,826<\/td>\n9.04<\/td>\n2<\/td>\n-0.4894 %<\/td>\n2,606.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.
\n00 %<\/td>\n		0<\/td>\n0.00<\/td>\n0<\/td>\n0.1274 %<\/td>\n3,389.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.97 %<\/td>\n7.51 %<\/td>\n50,989<\/td>\n1.88<\/td>\n7<\/td>\n\n0.1274 %<\/td>\n4,047.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1274 %<\/td>\n3,158.4<\/td>\n<\/tr>\n
Per
\npetual-Premium<\/td>\n		0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1904 %<\/td>\n2,629.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.54 %<\/td>\n6.74
\n %<\/td>\n		44,899<\/td>\n12.85<\/td>\n33<\/td>\n-0.1904 %<\/td>\n2,866.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.61 %<\/td>\n7.62 %<\/td>\n111,513<\/td>\n12.15<\/td>\n59<\/td>\n0.3868 %<\/td>\n2,363.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.42 %<\/td>\n6.54 %<\/td>\n59,095<\/td>\n13.19<\/td>\n21<\/td>\n-0.8252 %<\/td>\n2,82
\n4.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.96 %<\/td>\n10.13 %<\/td>\n35,545<\/td>\n9.35<\/td>\n3<\/td>\n0.5877 %<\/td>\n2,599.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.02 %<\/td>\n7.04 %<\/td>\n161,672<\/td>\n12.33<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,486.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0\n<\/td>\n0.00<\/td>\n0<\/td>\n0.3868 %<\/td>\n2,415.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.53 %<\/td>\n7.22 %<\/td>\n80,103<\/td>\n12.34<\/td>\n14<\/td>\n0.045
\n1 %<\/td>\n		2,569.1<\/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\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\n\nNotes<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-5.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.29 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 12.05
\nEvaluated at bid price : 12.05
\nBid-YTW : 10.78 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 8.91 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.91 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.83
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.95
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.35 %<\/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
B
\nMO.PR.S<\/td>\n		FixedReset Disc<\/td>\n160,062<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.95
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n134,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n91,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n47,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n44,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n37,940<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
There were 15 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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 19.75 – 22.50
\nSpot Rate : 2.7500
\nAverage : 1.5473
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 18.25 – 20.00
\nSpot Rate : 1.7500
\nAverage : 1.0450
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 21.00
\nSpot Rate : 1.1500
\nAverage : 0.6728
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 19.38 – 20.49
\nSpot Rate : 1.1100
\nAverage : 0.6676
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 18.67 – 20.10
\nSpot Rate : 1.4300
\nAverage : 1.0659
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.67
\nEvaluated at bid price : 18.67
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.10 – 19.20
\nSpot Rate : 1.1000
\nAverage : 0.7838
\n
\n
\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-02-28
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesV alues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTrading< br>Value MedianMod Dur(YTW) Issues Day’s Perf. …<\/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-46448","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46448","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=46448"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46448\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46448"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46448"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46448"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}