{"id":46631,"date":"2024-04-08T19:45:59","date_gmt":"2024-04-09T00:45:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=46631"},"modified":"2024-04-08T19:45:59","modified_gmt":"2024-04-09T00:45:59","slug":"april-8-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46631","title":{"rendered":"April 8, 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>\n0.1613 %<\/td>\n2,371.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1613 %<\/td>\n4,549.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.14 %<\/td>\n10.29 %<\/td>\n42,808<\/td>\n9.33<\/td>\n1<\/td>\n0.1613 %<\/td>\n2,621.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0955 %<\/td>\n3,435.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.90 %<\/td>\n6.99 %<\/td>\n32,075<\/td>\n1.78<\/td>\n7<\/td>\n-0.0955 %<\/td>\n4,102.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0955 %<\/td>\n3,201.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7968 %<\/td>\n2,644.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.50 %<\/td>\n6.62 %<\/td>\n45,643<\/td>\n13.09<\/td>\n29<\/td>\n-0.7968 %<\/td>\n2,883.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.31 %<\/td>\n7.11 %<\/td>\n103,564<\/td>\n12.20<\/td>\n57<\/td>\n0.1260 %<\/td>\n2,509.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.42 %<\/td>\n6.56 %<\/td>\n51,488<\/td>\n13.14<\/td>\n21<\/td>\n-0.5497 %<\/td>\n2,827.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.75 %<\/td>\n9.77 %<\/td>\n33,018<\/td>\n9.75<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,648.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n6.48 %<\/td>\n220,553<\/td>\n3.19<\/td>\n3<\/td>\n-0.2648 %<\/td>\n2,513.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1260 %<\/td>\n2,565.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.41 %<\/td>\n7.37 %<\/td>\n71,561<\/td>\n12.35<\/td>\n14<\/td>\n-0.0221 %<\/td>\n2,624.8<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
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-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 8.65 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 8.43 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.36
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n8.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.95
\nBid-YTW : 6.14 %<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n53,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n46,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n39,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n27,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.73
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n25,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.06
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n25,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
There were 5 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
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 15.40 – 16.54
\nSpot Rate : 1.1400
\nAverage : 0.6894<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.09 – 21.84
\nSpot Rate : 1.7500
\nAverage : 1.4118<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.30 – 22.99
\nSpot Rate : 0.6900
\nAverage : 0.4193<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.30
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.38 – 22.95
\nSpot Rate : 0.5700
\nAverage : 0.3895<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.38
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 20.80 – 21.40
\nSpot Rate : 0.6000
\nAverage : 0.4255<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 7.96 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.50 – 22.40
\nSpot Rate : 0.9000
\nAverage : 0.7301<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-08
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.25 %<\/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-46631","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46631","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=46631"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46631\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46631"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46631"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46631"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}