{"id":46583,"date":"2024-03-26T19:11:19","date_gmt":"2024-03-27T00:11:19","guid":{"rendered":"https:\/\/prefblog.com\/?p=46583"},"modified":"2024-03-26T19:11:19","modified_gmt":"2024-03-27T00:11:19","slug":"march-26-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46583","title":{"rendered":"March 26, 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-0.8907 %<\/td>\n2,337.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8907 %<\/td>\n4,483.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.29 %<\/td>\n10.40 %<\/td>\n43,270<\/td>\n9.26<\/td>\n1<\/td>\n-0.8907 %<\/td>\n2,583.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0897 %<\/td>\n3,434.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.90 %<\/td>\n7.00 %<\/td>\n37,721<\/td>\n1.81<\/td>\n7<\/td>\n0.0897 %<\/td>\n4,101.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0897 %<\/td>\n3,200.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0016 %<\/td>\n2,667.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.44 %<\/td>\n6.64 %<\/td>\n46,456<\/td>\n12.95<\/td>\n31<\/td>\n-0.0016 %<\/td>\n2,908.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.33 %<\/td>\n6.95 %<\/td>\n107,185<\/td>\n12.23<\/td>\n59<\/td>\n0.2053 %<\/td>\n2,479.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.32 %<\/td>\n6.47 %<\/td>\n49,492<\/td>\n13.28<\/td>\n22<\/td>\n0.2590 %<\/td>\n2,846.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n10.00 %<\/td>\n10.27 %<\/td>\n30,241<\/td>\n9.31<\/td>\n3<\/td>\n-0.2449 %<\/td>\n2,594.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.88 %<\/td>\n6.68 %<\/td>\n154,795<\/td>\n3.17<\/td>\n1<\/td>\n0.0784 %<\/td>\n2,536.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2053 %<\/td>\n2,534.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.41 %<\/td>\n7.18 %<\/td>\n71,758<\/td>\n12.60<\/td>\n14<\/td>\n0.1361 %<\/td>\n2,627.4<\/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\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-6.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.14
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 8.76 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 10.33 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.91
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.58
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.66
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 9.86 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 14.60
\nEvaluated at bid price : 14.60
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 19.03
\nEvaluated at bid price : 19.03
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 22.32
\nEvaluated at bid price : 23.12
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n8.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 23.12
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n9.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.66
\nEvaluated at bid price : 21.91
\nBid-YTW : 5.26 %<\/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>\n211,079<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n163,452<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.74
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n113,153<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n112,527<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n87,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 16.56
\nEvaluated at bid price : 16.56
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n82,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.19
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
There were 17 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
PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 23.80 – 24.99
\nSpot Rate : 1.1900
\nAverage : 0.6631<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.72 – 18.90
\nSpot Rate : 1.1800
\nAverage : 0.7585<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.40 – 18.64
\nSpot Rate : 1.2400
\nAverage : 0.8551<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 25.01 – 25.80
\nSpot Rate : 0.7900
\nAverage : 0.4618<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 24.41
\nEvaluated at bid price : 25.01
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

TD.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.40 – 24.07
\nSpot Rate : 1.6700
\nAverage : 1.3702<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.00 – 22.75
\nSpot Rate : 0.7500
\nAverage : 0.4662<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-26
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.23 %<\/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-46583","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46583","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=46583"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46583\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46583"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46583"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46583"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}