{"id":46506,"date":"2024-03-05T22:11:24","date_gmt":"2024-03-06T03:11:24","guid":{"rendered":"https:\/\/prefblog.com\/?p=46506"},"modified":"2024-03-05T22:11:24","modified_gmt":"2024-03-06T03:11:24","slug":"march-5-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46506","title":{"rendered":"March 5, 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>\n-0.7258 %<\/td>\n2,350.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7258 %<\/td>\n4,509.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.24 %<\/td>\n10.56 %<\/td>\n44,205<\/td>\n8.99<\/td>\n1<\/td>\n-0.7258 %<\/td>\n2,598.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1814 %<\/td>\n3,400.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.95 %<\/td>\n7.23 %<\/td>\n46,734<\/td>\n1.87<\/td>\n7<\/td>\n0.1814 %<\/td>\n4,060.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1814 %<\/td>\n3,168.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2225 %<\/td>\n2,639.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.51 %<\/td>\n6.71 %<\/td>\n47,648<\/td>\n12.86<\/td>\n31<\/td>\n0.2225 %<\/td>\n2,877.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n7.25 %<\/td>\n112,879<\/td>\n12.46<\/td>\n59<\/td>\n0.0898 %<\/td>\n2,414.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.35 %<\/td>\n6.54 %<\/td>\n53,650<\/td>\n13.20<\/td>\n22<\/td>\n0.1906 %<\/td>\n2,830.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.92 %<\/td>\n10.11 %<\/td>\n33,774<\/td>\n9.40<\/td>\n3<\/td>\n0.5667 %<\/td>\n2,608.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.01 %<\/td>\n7.00 %<\/td>\n160,276<\/td>\n12.35<\/td>\n1<\/td>\n0.1199 %<\/td>\n2,490.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0898 %<\/td>\n2,468.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.49 %<\/td>\n7.22 %<\/td>\n74,957<\/td>\n12.42<\/td>\n14<\/td>\n0.7975 %<\/td>\n2,586.5<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-8.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-6.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.75
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.16
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 9.44 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 6.52 %<\/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
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n186,344<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n140,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 8.67 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n100,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n50,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n47,243<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n44,149<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
There were 19 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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 22.80
\nSpot Rate : 2.3000
\nAverage : 1.3185<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 22.05 – 23.75
\nSpot Rate : 1.7000
\nAverage : 0.9706<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 20.44 – 21.44
\nSpot Rate : 1.0000
\nAverage : 0.6520<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.44
\nEvaluated at bid price : 20.44
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 20.10 – 20.95
\nSpot Rate : 0.8500
\nAverage : 0.6030<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n

TD.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 24.41 – 24.89
\nSpot Rate : 0.4800
\nAverage : 0.2818<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.41
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 19.42 – 20.25
\nSpot Rate : 0.8300
\nAverage : 0.6453<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-05
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 6.71 %<\/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-46506","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46506","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=46506"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46506\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46506"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46506"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46506"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}