{"id":46670,"date":"2024-04-18T22:19:59","date_gmt":"2024-04-19T03:19:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=46670"},"modified":"2024-04-18T22:19:59","modified_gmt":"2024-04-19T03:19:59","slug":"april-18-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46670","title":{"rendered":"April 18, 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>\n-0.5641 %<\/td>\n2,356.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5641 %<\/td>\n4,520.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.21 %<\/td>\n10.39 %<\/td>\n49,009<\/td>\n9.23<\/td>\n1<\/td>\n-0.5641 %<\/td>\n2,604.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0778 %<\/td>\n3,429.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.13 %<\/td>\n34,299<\/td>\n1.75<\/td>\n7<\/td>\n-0.0778 %<\/td>\n4,095.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0778 %<\/td>\n3,195.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1269 %<\/td>\n2,589.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.64 %<\/td>\n6.77 %<\/td>\n45,062<\/td>\n12.88<\/td>\n29<\/td>\n-0.1269 %<\/td>\n2,824.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.26 %<\/td>\n7.31 %<\/td>\n108,772<\/td>\n12.08<\/td>\n57<\/td>\n0.0706 %<\/td>\n2,529.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.58 %<\/td>\n6.74 %<\/td>\n51,990<\/td>\n12.87<\/td>\n21<\/td>\n-0.4720 %<\/td>\n2,756.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.55 %<\/td>\n9.53 %<\/td>\n28,112<\/td>\n9.92<\/td>\n2<\/td>\n-0.2621 %<\/td>\n2,675.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.39 %<\/td>\n6.53 %<\/td>\n198,199<\/td>\n3.16<\/td>\n3<\/td>\n0.1460 %<\/td>\n2,517.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0706 %<\/td>\n2,585.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.35 %<\/td>\n7.39 %<\/td>\n71,296<\/td>\n12.41<\/td>\n14<\/td>\n0.4707 %<\/td>\n2,658.1<\/td>\n<\/tr>\n<\/table>\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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-5.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 17.08
\nEvaluated at bid price : 17.08
\nBid-YTW : 9.04 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.71
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.65
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n<\/table>\n\n\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
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n312,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n271,520<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n250,997<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n244,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n194,172<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.29
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n113,150<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 16.87
\nEvaluated at bid price : 16.87
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n108,872<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n108,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
There were 20 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.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.60 – 19.00
\nSpot Rate : 1.4000
\nAverage : 0.9228<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 9.03 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.13 – 18.13
\nSpot Rate : 1.0000
\nAverage : 0.5861<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 17.13
\nEvaluated at bid price : 17.13
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 18.00 – 18.90
\nSpot Rate : 0.9000
\nAverage : 0.6676<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 16.81 – 17.40
\nSpot Rate : 0.5900
\nAverage : 0.3951<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.30 – 15.87
\nSpot Rate : 0.5700
\nAverage : 0.4008<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 8.78 %<\/td>\n<\/tr>\n

BN.PR.B<\/td>\nFloater<\/td>\nQuote: 12.34 – 12.65
\nSpot Rate : 0.3100
\nAverage : 0.2105<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-18
\nMaturity Price : 12.34
\nEvaluated at bid price : 12.34
\nBid-YTW : 10.39 %<\/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-46670","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46670","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=46670"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46670\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46670"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46670"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46670"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}