{"id":46592,"date":"2024-03-28T21:29:47","date_gmt":"2024-03-29T02:29:47","guid":{"rendered":"https:\/\/prefblog.com\/?p=46592"},"modified":"2024-03-28T21:29:47","modified_gmt":"2024-03-29T02:29:47","slug":"march-28-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46592","title":{"rendered":"March 28, 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>\n0.1616 %<\/td>\n2,368.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1616 %<\/td>\n4,542.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.16 %<\/td>\n10.27 %<\/td>\n43,849<\/td>\n9.36<\/td>\n1<\/td>\n0.1616 %<\/td>\n2,617.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2332 %<\/td>\n3,441.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.89 %<\/td>\n6.99 %<\/td>\n35,021<\/td>\n1.81<\/td>\n7<\/td>\n0.2332 %<\/td>\n4,109.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2332 %<\/td>\n3,206.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4162 %<\/td>\n2,680.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.41 %<\/td>\n6.57 %<\/td>\n45,430<\/td>\n13.09<\/td>\n31<\/td>\n0.4162 %<\/td>\n2,922.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.31 %<\/td>\n6.89 %<\/td>\n108,320<\/td>\n12.21<\/td>\n59<\/td>\n0.2879 %<\/td>\n2,490.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.29 %<\/td>\n6.45 %<\/td>\n49,522<\/td>\n13.30<\/td>\n22<\/td>\n0.5497 %<\/td>\n2,858.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.91 %<\/td>\n10.21 %<\/td>\n28,675<\/td>\n9.40<\/td>\n3<\/td>\n0.4509 %<\/td>\n2,619.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.88 %<\/td>\n6.69 %<\/td>\n147,309<\/td>\n3.16<\/td>\n1<\/td>\n0.0392 %<\/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>\n0.2879 %<\/td>\n2,545.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.40 %<\/td>\n7.21 %<\/td>\n73,833<\/td>\n12.60<\/td>\n14<\/td>\n-0.1502 %<\/td>\n2,630.9<\/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
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-5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.20
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 15.08
\nEvaluated at bid price : 15.08
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.17
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 17.96
\nEvaluated at bid price : 17.96
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.99
\nEvaluated at bid price : 22.99
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.62
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.81
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n9.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.24 %<\/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
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n55,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n51,951<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 8.43 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n41,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.37
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n41,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.29
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n34,856<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.93
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n30,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.89
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
There were 9 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
IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 20.21 – 21.25
\nSpot Rate : 1.0400
\nAverage : 0.6221<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.72 – 19.05
\nSpot Rate : 1.3300
\nAverage : 0.9430<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 17.72
\nEvaluated at bid price : 17.72
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 22.40 – 23.20
\nSpot Rate : 0.8000
\nAverage : 0.5227<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 16.58 – 17.12
\nSpot Rate : 0.5400
\nAverage : 0.3407<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 16.58
\nEvaluated at bid price : 16.58
\nBid-YTW : 9.02 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.20 – 22.82
\nSpot Rate : 0.6200
\nAverage : 0.4628<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.20
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 20.90 – 21.40
\nSpot Rate : 0.5000
\nAverage : 0.3649<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-03-28
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 7.80 %<\/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-46592","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46592","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=46592"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46592\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46592"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46592"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46592"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}