{"id":46672,"date":"2024-04-19T20:49:31","date_gmt":"2024-04-20T01:49:31","guid":{"rendered":"https:\/\/prefblog.com\/?p=46672"},"modified":"2024-04-19T20:49:31","modified_gmt":"2024-04-20T01:49:31","slug":"april-19-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46672","title":{"rendered":"April 19, 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>\n0.4862 %<\/td>\n2,368.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4862 %<\/td>\n4,542.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.16 %<\/td>\n10.34 %<\/td>\n50,169<\/td>\n9.27<\/td>\n1<\/td>\n0.4862 %<\/td>\n2,617.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0180 %<\/td>\n3,430.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.12 %<\/td>\n32,947<\/td>\n1.75<\/td>\n7<\/td>\n0.0180 %<\/td>\n4,096.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0180 %<\/td>\n3,196.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1565 %<\/td>\n2,559.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.72 %<\/td>\n6.84 %<\/td>\n47,442<\/td>\n12.79<\/td>\n29<\/td>\n-1.1565 %<\/td>\n2,791.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.27 %<\/td>\n7.31 %<\/td>\n112,307<\/td>\n12.06<\/td>\n57<\/td>\n-0.1119 %<\/td>\n2,526.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.64 %<\/td>\n6.79 %<\/td>\n56,079<\/td>\n12.81<\/td>\n21<\/td>\n-0.8129 %<\/td>\n2,733.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.55 %<\/td>\n9.53 %<\/td>\n27,026<\/td>\n9.92<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,675.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.39 %<\/td>\n6.52 %<\/td>\n199,679<\/td>\n3.16<\/td>\n3<\/td>\n0.0663 %<\/td>\n2,518.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1119 %<\/td>\n2,582.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n7.36 %<\/td>\n71,546<\/td>\n12.33<\/td>\n14<\/td>\n-0.1670 %<\/td>\n2,653.6<\/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\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
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-8.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-4.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 18.13
\nEvaluated at bid price : 18.13
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.56
\nEvaluated at bid price : 17.56
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 8.32 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.81
\nEvaluated at bid price : 17.81
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 16.82
\nEvaluated at bid price : 16.82
\nBid-YTW : 9.18 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.49
\nEvaluated at bid price : 20.49
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
FFH.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.65
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.18
\nEvaluated at bid price : 20.18
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 22.54
\nEvaluated at bid price : 22.99
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.97
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n4.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 6.36 %<\/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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n269,375<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n248,864<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n239,147<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 8.32 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n224,728<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 8.55 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n183,796<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n99,066<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.02
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
There were 41 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
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.65 – 20.69
\nSpot Rate : 2.0400
\nAverage : 1.1408<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n

BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 22.70
\nSpot Rate : 1.7000
\nAverage : 1.2978<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.93 – 21.93
\nSpot Rate : 1.0000
\nAverage : 0.6061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.89 – 23.95
\nSpot Rate : 1.0600
\nAverage : 0.7505<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.89
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 17.52 – 18.17
\nSpot Rate : 0.6500
\nAverage : 0.4389<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-19
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 22.90 – 23.75
\nSpot Rate : 0.8500
\nAverage : 0.6392<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.90
\nBid-YTW : 7.12 %<\/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-46672","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46672","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=46672"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46672\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46672"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46672"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46672"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}