{"id":46618,"date":"2024-04-02T20:34:01","date_gmt":"2024-04-03T01:34:01","guid":{"rendered":"https:\/\/prefblog.com\/?p=46618"},"modified":"2024-04-02T20:34:01","modified_gmt":"2024-04-03T01:34:01","slug":"april-2-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46618","title":{"rendered":"April 2, 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>\n0.0000 %<\/td>\n2,333.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,476.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.31 %<\/td>\n10.45 %<\/td>\n43,405<\/td>\n9.23<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,579.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0656 %<\/td>\n3,441.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.89 %<\/td>\n7.09 %<\/td>\n34,635<\/td>\n1.79<\/td>\n7<\/td>\n-0.0656 %<\/td>\n4,109.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0656 %<\/td>\n3,206.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1544 %<\/td>\n2,669.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.44 %<\/td>\n6.61 %<\/td>\n45,798<\/td>\n13.03<\/td>\n29<\/td>\n-0.1544 %<\/td>\n2,910.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.33 %<\/td>\n7.12 %<\/td>\n106,258<\/td>\n12.08<\/td>\n57<\/td>\n0.2873 %<\/td>\n2,498.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.37 %<\/td>\n6.54 %<\/td>\n48,724<\/td>\n13.18<\/td>\n21<\/td>\n-0.2904 %<\/td>\n2,848.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.96 %<\/td>\n9.90 %<\/td>\n35,434<\/td>\n9.66<\/td>\n2<\/td>\n-0.2423 %<\/td>\n2,606.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.33 %<\/td>\n6.68 %<\/td>\n243,022<\/td>\n4.19<\/td>\n3<\/td>\n-0.1836 %<\/td>\n2,540.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2873 %<\/td>\n2,553.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.43 %<\/td>\n7.39 %<\/td>\n71,167<\/td>\n12.46<\/td>\n14<\/td>\n0.6419 %<\/td>\n2,618.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.46
\nBid-YTW : 8.41 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 8.99 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.80
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n4.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 9.19 %<\/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 Prem<\/td>\n1,198,492<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.22
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n157,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n109,320<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.92
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n63,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n52,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 8.49 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n51,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
There were 21 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
EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 24.91 – 25.91
\nSpot Rate : 1.0000
\nAverage : 0.5477<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2024-05-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 12.42 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.51 – 25.23
\nSpot Rate : 0.7200
\nAverage : 0.4037<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.51
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.42 – 22.98
\nSpot Rate : 0.5600
\nAverage : 0.3788<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 21.95
\nEvaluated at bid price : 22.42
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.31 – 18.87
\nSpot Rate : 0.5600
\nAverage : 0.3791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 22.76 – 23.25
\nSpot Rate : 0.4900
\nAverage : 0.3267<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.76
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n

RY.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 22.61 – 23.00
\nSpot Rate : 0.3900
\nAverage : 0.2339<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-02
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.59 %<\/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-46618","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46618","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=46618"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46618\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46618"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46618"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46618"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}