{"id":46525,"date":"2024-03-11T18:44:31","date_gmt":"2024-03-11T23:44:31","guid":{"rendered":"https:\/\/prefblog.com\/?p=46525"},"modified":"2024-03-11T18:44:31","modified_gmt":"2024-03-11T23:44:31","slug":"march-11-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46525","title":{"rendered":"March 11, 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>\n0.4049 %<\/td>\n2,368.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4049 %<\/td>\n4,542.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.16 %<\/td>\n10.50 %<\/td>\n41,427<\/td>\n9.01<\/td>\n1<\/td>\n0.4049 %<\/td>\n2,617.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0724 %<\/td>\n3,406.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n7.21 %<\/td>\n43,915<\/td>\n1.85<\/td>\n7<\/td>\n0.0724 %<\/td>\n4,067.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0724 %<\/td>\n3,173.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2281 %<\/td>\n2,650.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.48 %<\/td>\n6.69 %<\/td>\n49,595<\/td>\n12.88<\/td>\n31<\/td>\n0.2281 %<\/td>\n2,890.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.42 %<\/td>\n7.07 %<\/td>\n105,932<\/td>\n12.58<\/td>\n59<\/td>\n0.4465 %<\/td>\n2,436.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.37 %<\/td>\n6.52 %<\/td>\n55,747<\/td>\n13.24<\/td>\n22<\/td>\n-0.7154 %<\/td>\n2,824.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.92 %<\/td>\n10.06 %<\/td>\n30,864<\/td>\n9.37<\/td>\n3<\/td>\n0.1320 %<\/td>\n2,601.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.99 %<\/td>\n6.90 %<\/td>\n156,178<\/td>\n12.44<\/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>\n0.4465 %<\/td>\n2,490.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.52 %<\/td>\n7.20 %<\/td>\n74,576<\/td>\n12.54<\/td>\n14<\/td>\n-0.3475 %<\/td>\n2,574.7<\/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
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-14.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-5.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-4.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 8.74 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 8.16 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.17
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 18.71
\nEvaluated at bid price : 18.71
\nBid-YTW : 9.04 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.53
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n7.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n7.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.45 %<\/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
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n58,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n56,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n55,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.85
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n52,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.67
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n45,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.82
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n38,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
There were 11 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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 17.05 – 19.91
\nSpot Rate : 2.8600
\nAverage : 1.6358<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.22 – 21.00
\nSpot Rate : 1.7800
\nAverage : 1.2380<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.75 – 18.95
\nSpot Rate : 1.2000
\nAverage : 0.8918<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.00 – 21.84
\nSpot Rate : 0.8400
\nAverage : 0.5599<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.67 – 15.40
\nSpot Rate : 0.7300
\nAverage : 0.4589<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 14.67
\nEvaluated at bid price : 14.67
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n

BMO.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.77
\nSpot Rate : 0.7700
\nAverage : 0.5087<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-11
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.31 %<\/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-46525","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46525","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=46525"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46525\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46525"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46525"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46525"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}