{"id":46633,"date":"2024-04-09T21:28:36","date_gmt":"2024-04-10T02:28:36","guid":{"rendered":"https:\/\/prefblog.com\/?p=46633"},"modified":"2024-04-09T21:28:36","modified_gmt":"2024-04-10T02:28:36","slug":"april-9-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46633","title":{"rendered":"April 9, 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>\n0.0805 %<\/td>\n2,373.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0805 %<\/td>\n4,553.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.14 %<\/td>\n10.29 %<\/td>\n42,835<\/td>\n9.33<\/td>\n1<\/td>\n0.0805 %<\/td>\n2,623.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1016 %<\/td>\n3,438.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.90 %<\/td>\n7.03 %<\/td>\n31,628<\/td>\n1.77<\/td>\n7<\/td>\n0.1016 %<\/td>\n4,106.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1016 %<\/td>\n3,204.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1403 %<\/td>\n2,647.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.49 %<\/td>\n6.61 %<\/td>\n44,777<\/td>\n13.09<\/td>\n29<\/td>\n0.1403 %<\/td>\n2,887.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.30 %<\/td>\n7.10 %<\/td>\n102,606<\/td>\n12.20<\/td>\n57<\/td>\n0.0899 %<\/td>\n2,511.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.43 %<\/td>\n6.61 %<\/td>\n51,463<\/td>\n13.07<\/td>\n21<\/td>\n-0.2128 %<\/td>\n2,821.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.68 %<\/td>\n9.64 %<\/td>\n33,181<\/td>\n9.85<\/td>\n2<\/td>\n0.6373 %<\/td>\n2,665.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n6.49 %<\/td>\n217,778<\/td>\n3.19<\/td>\n3<\/td>\n-0.2389 %<\/td>\n2,507.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0899 %<\/td>\n2,567.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.38 %<\/td>\n7.30 %<\/td>\n73,922<\/td>\n12.46<\/td>\n14<\/td>\n0.6252 %<\/td>\n2,641.2<\/td>\n<\/tr>\n<\/table>\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.A<\/td>\nFixedReset Disc<\/td>\n-2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.87
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 18.52
\nEvaluated at bid price : 18.52
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 8.81 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 9.64 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.70
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.90
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 8.99 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 7.24 %<\/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
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n134,904<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.67
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n131,002<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n104,029<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n95,297<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.39
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n91,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n63,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.95
\nEvaluated at bid price : 22.95
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
There were 15 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.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.06 – 22.50
\nSpot Rate : 2.4400
\nAverage : 1.3310<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.87 – 23.82
\nSpot Rate : 0.9500
\nAverage : 0.6192<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.87
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.22 – 20.80
\nSpot Rate : 0.5800
\nAverage : 0.3547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.60 – 20.16
\nSpot Rate : 0.5600
\nAverage : 0.3569<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.09 – 21.84
\nSpot Rate : 1.7500
\nAverage : 1.5887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.64 – 15.25
\nSpot Rate : 0.6100
\nAverage : 0.4579<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-09
\nMaturity Price : 14.64
\nEvaluated at bid price : 14.64
\nBid-YTW : 8.24 %<\/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-46633","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46633","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=46633"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46633\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46633"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46633"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46633"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}