{"id":46578,"date":"2024-03-25T18:49:58","date_gmt":"2024-03-25T23:49:58","guid":{"rendered":"https:\/\/prefblog.com\/?p=46578"},"modified":"2024-03-25T18:49:58","modified_gmt":"2024-03-25T23:49:58","slug":"march-25-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46578","title":{"rendered":"March 25, 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>\n0.4065 %<\/td>\n2,358.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4065 %<\/td>\n4,523.7<\/td>\n<\/tr>\n
Floater<\/td>\n10.20 %<\/td>\n10.30 %<\/td>\n43,445<\/td>\n9.34<\/td>\n1<\/td>\n0.4065 %<\/td>\n2,607.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1255 %<\/td>\n3,431.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.06 %<\/td>\n37,187<\/td>\n1.81<\/td>\n7<\/td>\n-0.1255 %<\/td>\n4,098.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1255 %<\/td>\n3,197.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0521 %<\/td>\n2,667.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.44 %<\/td>\n6.66 %<\/td>\n47,179<\/td>\n12.93<\/td>\n31<\/td>\n0.0521 %<\/td>\n2,908.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.34 %<\/td>\n6.97 %<\/td>\n105,666<\/td>\n12.21<\/td>\n59<\/td>\n-0.1224 %<\/td>\n2,474.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.33 %<\/td>\n6.51 %<\/td>\n49,843<\/td>\n13.23<\/td>\n22<\/td>\n-0.0185 %<\/td>\n2,839.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.98 %<\/td>\n10.14 %<\/td>\n29,734<\/td>\n9.46<\/td>\n3<\/td>\n-0.3005 %<\/td>\n2,600.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.89 %<\/td>\n6.70 %<\/td>\n160,368<\/td>\n3.17<\/td>\n1<\/td>\n0.3542 %<\/td>\n2,534.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1224 %<\/td>\n2,529.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.42 %<\/td>\n7.14 %<\/td>\n72,446<\/td>\n12.60<\/td>\n14<\/td>\n0.3100 %<\/td>\n2,623.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-5.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.03
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.38
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 9.98 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.07
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.42
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.45 %<\/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.L<\/td>\nFixedReset Disc<\/td>\n375,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n320,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n192,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n185,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.31
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n110,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n105,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.35
\nBid-YTW : 6.06 %<\/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
CM.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 21.80 – 24.80
\nSpot Rate : 3.0000
\nAverage : 1.6902<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.00 – 24.06
\nSpot Rate : 4.0600
\nAverage : 3.2189<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.30 – 24.00
\nSpot Rate : 1.7000
\nAverage : 1.0415<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 22.03 – 23.45
\nSpot Rate : 1.4200
\nAverage : 0.8510<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.03
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.51 – 23.73
\nSpot Rate : 1.2200
\nAverage : 0.9677<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n

IAF.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 20.01 – 22.52
\nSpot Rate : 2.5100
\nAverage : 2.2812<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-25
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.78 %<\/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-46578","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46578","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=46578"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46578\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46578"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46578"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46578"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}