{"id":46695,"date":"2024-04-30T21:34:57","date_gmt":"2024-05-01T02:34:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=46695"},"modified":"2024-04-30T21:34:57","modified_gmt":"2024-05-01T02:34:57","slug":"april-30-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46695","title":{"rendered":"April 30, 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-1.1245 %<\/td>\n2,350.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1245 %<\/td>\n4,509.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.24 %<\/td>\n10.45 %<\/td>\n53,923<\/td>\n9.16<\/td>\n1<\/td>\n-1.1245 %<\/td>\n2,598.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2892 %<\/td>\n3,397.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.96 %<\/td>\n8.00 %<\/td>\n33,778<\/td>\n1.72<\/td>\n7<\/td>\n-0.2892 %<\/td>\n4,056.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2892 %<\/td>\n3,165.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1620 %<\/td>\n2,579.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.66 %<\/td>\n6.83 %<\/td>\n46,947<\/td>\n12.78<\/td>\n29<\/td>\n0.1620 %<\/td>\n2,813.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.24 %<\/td>\n7.12 %<\/td>\n113,642<\/td>\n11.55<\/td>\n57<\/td>\n0.3123 %<\/td>\n2,555.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.61 %<\/td>\n6.77 %<\/td>\n55,827<\/td>\n12.81<\/td>\n21<\/td>\n0.1210 %<\/td>\n2,745.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.47 %<\/td>\n9.42 %<\/td>\n26,158<\/td>\n9.97<\/td>\n2<\/td>\n0.5208 %<\/td>\n2,714.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n7.03 %<\/td>\n6.42 %<\/td>\n238,185<\/td>\n3.13<\/td>\n3<\/td>\n0.1460 %<\/td>\n2,517.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3123 %<\/td>\n2,612.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.21 %<\/td>\n7.30 %<\/td>\n74,331<\/td>\n12.41<\/td>\n14<\/td>\n0.6371 %<\/td>\n2,729.3<\/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
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-3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.60
\nBid-YTW : 8.94 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 23.10
\nEvaluated at bid price : 24.07
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 12.31
\nEvaluated at bid price : 12.31
\nBid-YTW : 10.45 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 8.51 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 15.86
\nEvaluated at bid price : 15.86
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 8.71 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.50
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 8.28 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 9.00 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 17.09
\nEvaluated at bid price : 17.09
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 8.62 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.11
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n4.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 8.96 %<\/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>\n962,132<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n624,246<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n187,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n171,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 23.20
\nEvaluated at bid price : 25.01
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n69,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n48,756<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
There were 31 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.K<\/td>\nInsurance Straight<\/td>\nQuote: 19.80 – 21.60
\nSpot Rate : 1.8000
\nAverage : 1.0598<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.05 – 18.47
\nSpot Rate : 1.4200
\nAverage : 0.7736<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 21.75 – 23.10
\nSpot Rate : 1.3500
\nAverage : 0.7635<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 8.40 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 16.85 – 18.05
\nSpot Rate : 1.2000
\nAverage : 0.8024<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 16.85
\nEvaluated at bid price : 16.85
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.11 – 21.94
\nSpot Rate : 0.8300
\nAverage : 0.4872<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-04-30
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 8.18 %<\/td>\n<\/tr>\n

TD.PF.L<\/td>\nFixedReset Prem<\/td>\nQuote: 24.99 – 25.60
\nSpot Rate : 0.6100
\nAverage : 0.3239<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-05-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.75 %<\/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-46695","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46695","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=46695"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46695\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46695"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46695"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46695"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}