{"id":46513,"date":"2024-03-07T21:39:52","date_gmt":"2024-03-08T02:39:52","guid":{"rendered":"https:\/\/prefblog.com\/?p=46513"},"modified":"2024-03-07T21:39:52","modified_gmt":"2024-03-08T02:39:52","slug":"march-7-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46513","title":{"rendered":"March 7, 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-0.1623 %<\/td>\n2,349.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1623 %<\/td>\n4,505.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.24 %<\/td>\n10.58 %<\/td>\n42,541<\/td>\n8.97<\/td>\n1<\/td>\n-0.1623 %<\/td>\n2,596.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0545 %<\/td>\n3,393.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.96 %<\/td>\n7.40 %<\/td>\n45,220<\/td>\n1.86<\/td>\n7<\/td>\n0.0545 %<\/td>\n4,052.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0545 %<\/td>\n3,162.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1709 %<\/td>\n2,644.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.50 %<\/td>\n6.69 %<\/td>\n46,904<\/td>\n12.89<\/td>\n31<\/td>\n0.1709 %<\/td>\n2,883.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.44 %<\/td>\n7.22 %<\/td>\n111,363<\/td>\n12.50<\/td>\n59<\/td>\n0.2088 %<\/td>\n2,429.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.32 %<\/td>\n6.50 %<\/td>\n53,045<\/td>\n13.27<\/td>\n22<\/td>\n0.6172 %<\/td>\n2,847.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.95 %<\/td>\n10.14 %<\/td>\n32,082<\/td>\n9.38<\/td>\n3<\/td>\n-0.0377 %<\/td>\n2,600.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.03 %<\/td>\n7.02 %<\/td>\n160,721<\/td>\n12.33<\/td>\n1<\/td>\n-0.2394 %<\/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>\n0.2088 %<\/td>\n2,483.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.52 %<\/td>\n7.33 %<\/td>\n76,419<\/td>\n12.29<\/td>\n14<\/td>\n0.3801 %<\/td>\n2,574.8<\/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
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-9.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.63
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.63
\nEvaluated at bid price : 18.63
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.62
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 8.63 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.54
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n7.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n13.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.34 %<\/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.O<\/td>\nFixedReset Disc<\/td>\n127,767<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n72,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.90
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n69,253<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.41
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n56,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n51,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n30,360<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.63
\nBid-YTW : 6.97 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 23.25
\nSpot Rate : 2.7500
\nAverage : 1.7881<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.93 – 20.70
\nSpot Rate : 1.7700
\nAverage : 1.4556<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n

PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.63 – 22.30
\nSpot Rate : 0.6700
\nAverage : 0.4799<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.63
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 20.21 – 20.75
\nSpot Rate : 0.5400
\nAverage : 0.3520<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.02 – 18.58
\nSpot Rate : 0.5600
\nAverage : 0.3797<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 18.02
\nEvaluated at bid price : 18.02
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n

PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.16 – 17.74
\nSpot Rate : 0.5800
\nAverage : 0.4194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-07
\nMaturity Price : 17.16
\nEvaluated at bid price : 17.16
\nBid-YTW : 6.66 %<\/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-46513","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46513","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=46513"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46513\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46513"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46513"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46513"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}