{"id":46689,"date":"2024-04-25T20:57:36","date_gmt":"2024-04-26T01:57:36","guid":{"rendered":"https:\/\/prefblog.com\/?p=46689"},"modified":"2024-04-25T20:57:36","modified_gmt":"2024-04-26T01:57:36","slug":"april-25-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46689","title":{"rendered":"April 25, 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>\n4.1315 %<\/td>\n2,358.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n4.1315 %<\/td>\n4,523.7<\/td>\n<\/tr>\n
Floater<\/td>\n10.20 %<\/td>\n10.40 %<\/td>\n51,789<\/td>\n9.21<\/td>\n1<\/td>\n4.1315 %<\/td>\n2,607.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4101 %<\/td>\n3,390.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.97 %<\/td>\n8.10 %<\/td>\n35,546<\/td>\n1.73<\/td>\n7<\/td>\n-0.4101 %<\/td>\n4,048.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4101 %<\/td>\n3,158.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0199 %<\/td>\n2,560.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.71 %<\/td>\n6.89 %<\/td>\n46,785<\/td>\n12.72<\/td>\n29<\/td>\n0.0199 %<\/td>\n2,792.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.24 %<\/td>\n6.99 %<\/td>\n120,080<\/td>\n11.69<\/td>\n57<\/td>\n0.0930 %<\/td>\n2,537.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.66 %<\/td>\n6.82 %<\/td>\n55,302<\/td>\n12.75<\/td>\n21<\/td>\n-0.0939 %<\/td>\n2,723.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.55 %<\/td>\n9.60 %<\/td>\n26,269<\/td>\n9.85<\/td>\n2<\/td>\n0.3158 %<\/td>\n2,680.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n6.57 %<\/td>\n199,675<\/td>\n3.14<\/td>\n3<\/td>\n-0.2517 %<\/td>\n2,512.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0930 %<\/td>\n2,594.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n7.32 %<\/td>\n69,654<\/td>\n12.44<\/td>\n14<\/td>\n0.5507 %<\/td>\n2,696.7<\/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
PVS.PR.H<\/td>\nSplitShare<\/td>\n-3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.38
\nBid-YTW : 9.28 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 23.19
\nEvaluated at bid price : 25.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.55
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.48
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 15.63
\nEvaluated at bid price : 15.63
\nBid-YTW : 9.12 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 8.79 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 16.11
\nEvaluated at bid price : 16.11
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n3.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 12.35
\nEvaluated at bid price : 12.35
\nBid-YTW : 10.40 %<\/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
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n141,251<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.13
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n125,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.32
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n86,565<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.23
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n81,808<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n68,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.61
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n57,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
There were 14 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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.11 – 19.98
\nSpot Rate : 3.8700
\nAverage : 2.2006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 16.11
\nEvaluated at bid price : 16.11
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.50 – 24.80
\nSpot Rate : 2.3000
\nAverage : 1.2646<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.50
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.52 – 22.50
\nSpot Rate : 1.9800
\nAverage : 1.3382<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 22.38 – 24.10
\nSpot Rate : 1.7200
\nAverage : 1.0899<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.38
\nBid-YTW : 9.28 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.61 – 25.00
\nSpot Rate : 1.3900
\nAverage : 0.8568<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-25
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.61
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 22.60 – 23.75
\nSpot Rate : 1.1500
\nAverage : 0.8612<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 7.54 %<\/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-46689","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46689","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=46689"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46689\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46689"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46689"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46689"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}