{"id":46642,"date":"2024-04-11T20:55:59","date_gmt":"2024-04-12T01:55:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=46642"},"modified":"2024-04-11T20:55:59","modified_gmt":"2024-04-12T01:55:59","slug":"april-11-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46642","title":{"rendered":"April 11, 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>\n2,370.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,545.6<\/td>\n<\/tr>\n
Floater<\/td>\n10.15 %<\/td>\n10.31 %<\/td>\n45,777<\/td>\n9.31<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,619.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2506 %<\/td>\n3,431.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.10 %<\/td>\n31,891<\/td>\n1.77<\/td>\n7<\/td>\n-0.2506 %<\/td>\n4,098.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2506 %<\/td>\n3,197.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2028 %<\/td>\n2,623.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.55 %<\/td>\n6.66 %<\/td>\n46,302<\/td>\n13.03<\/td>\n29<\/td>\n-0.2028 %<\/td>\n2,861.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.28 %<\/td>\n7.04 %<\/td>\n101,301<\/td>\n12.07<\/td>\n57<\/td>\n0.1555 %<\/td>\n2,522.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.49 %<\/td>\n6.63 %<\/td>\n52,238<\/td>\n13.04<\/td>\n21<\/td>\n-0.1900 %<\/td>\n2,796.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.65 %<\/td>\n9.64 %<\/td>\n33,103<\/td>\n9.84<\/td>\n2<\/td>\n0.1845 %<\/td>\n2,673.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n6.44 %<\/td>\n206,878<\/td>\n3.18<\/td>\n3<\/td>\n0.0266 %<\/td>\n2,512.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1555 %<\/td>\n2,578.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n7.31 %<\/td>\n71,243<\/td>\n12.52<\/td>\n14<\/td>\n0.2008 %<\/td>\n2,648.9<\/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
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-4.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 17.27
\nEvaluated at bid price : 17.27
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 10.00 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 8.70 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.58
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 15.83
\nEvaluated at bid price : 15.83
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.17
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 17.39
\nEvaluated at bid price : 17.39
\nBid-YTW : 8.81 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.45 %<\/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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n245,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n124,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n110,093<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n74,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n62,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n58,743<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.76
\nBid-YTW : 6.80 %<\/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
BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.85 – 22.70
\nSpot Rate : 0.8500
\nAverage : 0.5277<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.85
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.42 – 21.42
\nSpot Rate : 1.0000
\nAverage : 0.7012<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.05 – 22.90
\nSpot Rate : 0.8500
\nAverage : 0.5577<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 19.95 – 20.80
\nSpot Rate : 0.8500
\nAverage : 0.5722<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 20.67
\nSpot Rate : 0.6700
\nAverage : 0.4177<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.59 – 18.38
\nSpot Rate : 0.7900
\nAverage : 0.5429<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-11
\nMaturity Price : 17.59
\nEvaluated at bid price : 17.59
\nBid-YTW : 7.56 %<\/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-46642","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46642","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=46642"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46642\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46642"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46642"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46642"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}