{"id":46693,"date":"2024-04-29T21:46:17","date_gmt":"2024-04-30T02:46:17","guid":{"rendered":"https:\/\/prefblog.com\/?p=46693"},"modified":"2024-04-29T21:46:17","modified_gmt":"2024-04-30T02:46:17","slug":"april-29-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46693","title":{"rendered":"April 29, 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>\n0.5654 %<\/td>\n2,377.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5654 %<\/td>\n4,560.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.12 %<\/td>\n10.33 %<\/td>\n52,285<\/td>\n9.25<\/td>\n1<\/td>\n0.5654 %<\/td>\n2,628.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0422 %<\/td>\n3,406.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n7.72 %<\/td>\n34,038<\/td>\n1.72<\/td>\n7<\/td>\n-0.0422 %<\/td>\n4,068.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0422 %<\/td>\n3,174.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1244 %<\/td>\n2,575.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.67 %<\/td>\n6.85 %<\/td>\n43,617<\/td>\n12.75<\/td>\n29<\/td>\n0.1244 %<\/td>\n2,808.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.22 %<\/td>\n7.04 %<\/td>\n107,051<\/td>\n11.52<\/td>\n57<\/td>\n0.2332 %<\/td>\n2,547.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.62 %<\/td>\n6.80 %<\/td>\n54,425<\/td>\n12.78<\/td>\n21<\/td>\n0.1161 %<\/td>\n2,742.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.52 %<\/td>\n9.52 %<\/td>\n26,359<\/td>\n9.90<\/td>\n2<\/td>\n0.3135 %<\/td>\n2,700.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n6.55 %<\/td>\n220,501<\/td>\n3.13<\/td>\n3<\/td>\n-0.1193 %<\/td>\n2,514.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2332 %<\/td>\n2,604.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n7.31 %<\/td>\n71,900<\/td>\n12.37<\/td>\n14<\/td>\n0.1890 %<\/td>\n2,712.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 9.32 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 20.49
\nEvaluated at bid price : 20.49
\nBid-YTW : 8.38 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.40
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 16.73
\nEvaluated at bid price : 16.73
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.18
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.15
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 15.94
\nEvaluated at bid price : 15.94
\nBid-YTW : 8.98 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.07
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 8.86 %<\/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
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n71,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n48,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n38,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n33,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n31,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.01
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n26,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.01
\nBid-YTW : 8.43 %<\/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
PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 22.25 – 24.99
\nSpot Rate : 2.7400
\nAverage : 1.5109<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.25
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.91 – 22.50
\nSpot Rate : 1.5900
\nAverage : 1.1610<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 20.25 – 21.40
\nSpot Rate : 1.1500
\nAverage : 0.7818<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.06 – 17.90
\nSpot Rate : 0.8400
\nAverage : 0.5061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 17.06
\nEvaluated at bid price : 17.06
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.40 – 23.40
\nSpot Rate : 1.0000
\nAverage : 0.6894<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.40
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 15.40 – 16.00
\nSpot Rate : 0.6000
\nAverage : 0.3982<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-29
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 9.32 %<\/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-46693","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46693","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=46693"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46693\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46693"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46693"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46693"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}