{"id":46550,"date":"2024-03-15T20:55:08","date_gmt":"2024-03-16T01:55:08","guid":{"rendered":"https:\/\/prefblog.com\/?p=46550"},"modified":"2024-03-15T20:55:08","modified_gmt":"2024-03-16T01:55:08","slug":"march-15-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46550","title":{"rendered":"March 15, 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>\n2.7778 %<\/td>\n2,331.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.7778 %<\/td>\n4,472.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.32 %<\/td>\n10.39 %<\/td>\n41,676<\/td>\n9.29<\/td>\n1<\/td>\n2.7778 %<\/td>\n2,577.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1567 %<\/td>\n3,411.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n7.11 %<\/td>\n40,593<\/td>\n1.84<\/td>\n7<\/td>\n0.1567 %<\/td>\n4,074.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1567 %<\/td>\n3,178.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7961 %<\/td>\n2,653.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.48 %<\/td>\n6.70 %<\/td>\n47,778<\/td>\n12.89<\/td>\n31<\/td>\n0.7961 %<\/td>\n2,893.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.41 %<\/td>\n7.28 %<\/td>\n101,496<\/td>\n12.12<\/td>\n59<\/td>\n0.4878 %<\/td>\n2,441.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.33 %<\/td>\n6.49 %<\/td>\n51,969<\/td>\n13.27<\/td>\n22<\/td>\n0.3198 %<\/td>\n2,842.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.94 %<\/td>\n10.07 %<\/td>\n30,740<\/td>\n9.54<\/td>\n3<\/td>\n0.2080 %<\/td>\n2,596.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.93 %<\/td>\n6.83 %<\/td>\n163,321<\/td>\n3.20<\/td>\n1<\/td>\n0.1976 %<\/td>\n2,519.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4878 %<\/td>\n2,496.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.46 %<\/td>\n7.19 %<\/td>\n71,121<\/td>\n12.47<\/td>\n14<\/td>\n0.3913 %<\/td>\n2,600.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.80
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 14.96
\nEvaluated at bid price : 14.96
\nBid-YTW : 9.19 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 8.30 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.44
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.11
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 9.37 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 12.21
\nEvaluated at bid price : 12.21
\nBid-YTW : 10.39 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n11.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n20.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.46 %<\/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.L<\/td>\nFixedReset Disc<\/td>\n581,291<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n90,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n66,481<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n49,497<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.11
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n15,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n12,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
There were 3 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
NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.50 – 23.75
\nSpot Rate : 1.2500
\nAverage : 0.7896<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.72 – 19.10
\nSpot Rate : 1.3800
\nAverage : 1.0917<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 24.80 – 25.36
\nSpot Rate : 0.5600
\nAverage : 0.3438<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.80
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 19.50 – 20.59
\nSpot Rate : 1.0900
\nAverage : 0.8753<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 22.40
\nSpot Rate : 0.7000
\nAverage : 0.5254<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 20.57 – 21.35
\nSpot Rate : 0.7800
\nAverage : 0.6063<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-15
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 7.98 %<\/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-46550","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46550","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=46550"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46550\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46550"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46550"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46550"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}