{"id":46752,"date":"2024-05-09T21:27:30","date_gmt":"2024-05-10T02:27:30","guid":{"rendered":"https:\/\/prefblog.com\/?p=46752"},"modified":"2024-05-09T21:27:30","modified_gmt":"2024-05-10T02:27:30","slug":"may-9-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46752","title":{"rendered":"May 9, 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-0.4902 %<\/td>\n2,326.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4902 %<\/td>\n4,461.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.34 %<\/td>\n10.59 %<\/td>\n60,034<\/td>\n9.03<\/td>\n1<\/td>\n-0.4902 %<\/td>\n2,571.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1031 %<\/td>\n3,474.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n6.76 %<\/td>\n35,071<\/td>\n1.40<\/td>\n8<\/td>\n0.1031 %<\/td>\n4,149.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1031 %<\/td>\n3,237.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2572 %<\/td>\n2,687.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.38 %<\/td>\n6.55 %<\/td>\n53,323<\/td>\n13.11<\/td>\n27<\/td>\n0.2572 %<\/td>\n2,930.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.16 %<\/td>\n7.04 %<\/td>\n126,357<\/td>\n11.93<\/td>\n57<\/td>\n-0.1134 %<\/td>\n2,590.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.30 %<\/td>\n6.48 %<\/td>\n58,957<\/td>\n13.18<\/td>\n21<\/td>\n0.1010 %<\/td>\n2,879.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.09 %<\/td>\n9.17 %<\/td>\n28,262<\/td>\n10.17<\/td>\n2<\/td>\n0.5767 %<\/td>\n2,820.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.91 %<\/td>\n6.15 %<\/td>\n195,690<\/td>\n3.11<\/td>\n2<\/td>\n-0.0784 %<\/td>\n2,537.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1134 %<\/td>\n2,648.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.00 %<\/td>\n6.89 %<\/td>\n83,511<\/td>\n12.88<\/td>\n14<\/td>\n0.8632 %<\/td>\n2,842.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
FFH.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.50
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 8.20 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 20.69
\nEvaluated at bid price : 20.69
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 8.61 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.58
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 18.49
\nEvaluated at bid price : 18.49
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.11
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 9.42 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.32
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n13.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 6.94 %<\/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.F<\/td>\nFixedReset Disc<\/td>\n191,820<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n103,286<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n78,392<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n77,507<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n58,240<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n31,452<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 8.53 %<\/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
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.75 – 25.00
\nSpot Rate : 1.2500
\nAverage : 0.7353<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.00 – 24.00
\nSpot Rate : 1.0000
\nAverage : 0.6381<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 20.48 – 21.69
\nSpot Rate : 1.2100
\nAverage : 0.9021<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.58 – 24.22
\nSpot Rate : 0.6400
\nAverage : 0.4093<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.58
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.10 – 21.71
\nSpot Rate : 0.6100
\nAverage : 0.4293<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.91 – 23.40
\nSpot Rate : 0.4900
\nAverage : 0.3668<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-09
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.40 %<\/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-46752","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46752","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=46752"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46752\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46752"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46752"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46752"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}