{"id":46678,"date":"2024-04-23T22:57:20","date_gmt":"2024-04-24T03:57:20","guid":{"rendered":"https:\/\/prefblog.com\/?p=46678"},"modified":"2024-04-23T22:57:20","modified_gmt":"2024-04-24T03:57:20","slug":"april-23-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46678","title":{"rendered":"April 23, 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>\n0.8097 %<\/td>\n2,377.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8097 %<\/td>\n4,560.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.12 %<\/td>\n10.31 %<\/td>\n53,440<\/td>\n9.28<\/td>\n1<\/td>\n0.8097 %<\/td>\n2,628.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0837 %<\/td>\n3,430.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n7.17 %<\/td>\n34,277<\/td>\n1.74<\/td>\n7<\/td>\n-0.0837 %<\/td>\n4,096.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0837 %<\/td>\n3,196.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3806 %<\/td>\n2,560.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.71 %<\/td>\n6.89 %<\/td>\n46,668<\/td>\n12.72<\/td>\n29<\/td>\n-0.3806 %<\/td>\n2,791.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.27 %<\/td>\n7.41 %<\/td>\n109,249<\/td>\n11.95<\/td>\n57<\/td>\n0.0154 %<\/td>\n2,523.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.66 %<\/td>\n6.79 %<\/td>\n56,287<\/td>\n12.81<\/td>\n21<\/td>\n-0.0330 %<\/td>\n2,725.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.57 %<\/td>\n9.55 %<\/td>\n26,580<\/td>\n9.89<\/td>\n2<\/td>\n0.1316 %<\/td>\n2,675.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.37 %<\/td>\n6.49 %<\/td>\n194,136<\/td>\n3.15<\/td>\n3<\/td>\n0.1059 %<\/td>\n2,524.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0154 %<\/td>\n2,580.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n7.40 %<\/td>\n68,719<\/td>\n12.32<\/td>\n14<\/td>\n0.4763 %<\/td>\n2,667.4<\/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
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-5.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 8.30 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 8.98 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.73
\nEvaluated at bid price : 16.73
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 15.67
\nEvaluated at bid price : 15.67
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.06
\nEvaluated at bid price : 21.06
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 6.37 %<\/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.H<\/td>\nFixedReset Disc<\/td>\n213,416<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.15
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n187,625<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n163,218<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.11
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n103,594<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n57,246<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 12.45
\nEvaluated at bid price : 12.45
\nBid-YTW : 10.31 %<\/td>\n<\/tr>\n
FFH.PR.M<\/td>\nFixedReset Disc<\/td>\n53,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.65
\nBid-YTW : 8.15 %<\/td>\n<\/tr>\n
There were 13 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: 20.40 – 22.50
\nSpot Rate : 2.1000
\nAverage : 1.1656<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 16.90 – 17.90
\nSpot Rate : 1.0000
\nAverage : 0.6303<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.45 – 19.36
\nSpot Rate : 0.9100
\nAverage : 0.5514<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.99 – 18.30
\nSpot Rate : 1.3100
\nAverage : 1.0786<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.99
\nEvaluated at bid price : 16.99
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.80 – 17.40
\nSpot Rate : 0.6000
\nAverage : 0.3979<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.39 – 22.95
\nSpot Rate : 0.5600
\nAverage : 0.3657<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-23
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.39
\nBid-YTW : 6.93 %<\/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-46678","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46678","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=46678"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46678\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46678"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46678"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46678"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}