{"id":46554,"date":"2024-03-19T19:12:52","date_gmt":"2024-03-20T00:12:52","guid":{"rendered":"https:\/\/prefblog.com\/?p=46554"},"modified":"2024-03-19T19:12:52","modified_gmt":"2024-03-20T00:12:52","slug":"march-19-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46554","title":{"rendered":"March 19, 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>\n1.6598 %<\/td>\n2,339.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.6598 %<\/td>\n4,487.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.29 %<\/td>\n10.37 %<\/td>\n39,708<\/td>\n9.30<\/td>\n1<\/td>\n1.6598 %<\/td>\n2,585.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2223 %<\/td>\n3,424.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.92 %<\/td>\n7.07 %<\/td>\n39,991<\/td>\n1.83<\/td>\n7<\/td>\n0.2223 %<\/td>\n4,090.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2223 %<\/td>\n3,191.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1945 %<\/td>\n2,660.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.46 %<\/td>\n6.67 %<\/td>\n48,116<\/td>\n12.91<\/td>\n31<\/td>\n0.1945 %<\/td>\n2,901.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n7.30 %<\/td>\n99,119<\/td>\n12.07<\/td>\n59<\/td>\n0.2466 %<\/td>\n2,449.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.32 %<\/td>\n6.49 %<\/td>\n50,772<\/td>\n13.27<\/td>\n22<\/td>\n0.2895 %<\/td>\n2,843.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.97 %<\/td>\n10.16 %<\/td>\n29,910<\/td>\n9.45<\/td>\n3<\/td>\n0.6276 %<\/td>\n2,592.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.93 %<\/td>\n6.84 %<\/td>\n163,123<\/td>\n3.18<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,520.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2466 %<\/td>\n2,503.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.49 %<\/td>\n7.48 %<\/td>\n68,766<\/td>\n12.42<\/td>\n14<\/td>\n-0.3493 %<\/td>\n2,588.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-6.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 13.56
\nEvaluated at bid price : 13.56
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 8.40 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n
FTS.PR.I<\/td>\nFloatingReset<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 10.16 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 23.26
\nEvaluated at bid price : 25.21
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 10.37 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n3.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.08 %<\/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>\n193,130<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n117,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 22.26
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n91,368<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.93
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n70,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n56,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
There were 12 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.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 25.08
\nSpot Rate : 2.9800
\nAverage : 2.4412<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.59 – 18.85
\nSpot Rate : 1.2600
\nAverage : 0.7994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.23 – 16.15
\nSpot Rate : 0.9200
\nAverage : 0.7349<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 15.23
\nEvaluated at bid price : 15.23
\nBid-YTW : 8.72 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.55 – 21.00
\nSpot Rate : 0.4500
\nAverage : 0.2740<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n

FFH.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 16.90 – 17.40
\nSpot Rate : 0.5000
\nAverage : 0.3296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 8.77 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 19.66 – 20.45
\nSpot Rate : 0.7900
\nAverage : 0.6243<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-19
\nMaturity Price : 19.66
\nEvaluated at bid price : 19.66
\nBid-YTW : 9.02 %<\/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-46554","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46554","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=46554"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46554\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46554"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46554"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46554"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}