{"id":46768,"date":"2024-05-13T19:19:09","date_gmt":"2024-05-14T00:19:09","guid":{"rendered":"https:\/\/prefblog.com\/?p=46768"},"modified":"2024-05-13T19:19:09","modified_gmt":"2024-05-14T00:19:09","slug":"may-13-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46768","title":{"rendered":"May 13, 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>\n0.8177 %<\/td>\n2,354.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8177 %<\/td>\n4,516.3<\/td>\n<\/tr>\n
Floater<\/td>\n10.22 %<\/td>\n10.47 %<\/td>\n61,958<\/td>\n9.11<\/td>\n1<\/td>\n0.8177 %<\/td>\n2,602.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5805 %<\/td>\n3,472.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n6.80 %<\/td>\n35,336<\/td>\n1.39<\/td>\n8<\/td>\n0.5805 %<\/td>\n4,146.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5805 %<\/td>\n3,235.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2392 %<\/td>\n2,688.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.38 %<\/td>\n6.56 %<\/td>\n54,256<\/td>\n13.12<\/td>\n27<\/td>\n-0.2392 %<\/td>\n2,931.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.18 %<\/td>\n6.97 %<\/td>\n120,388<\/td>\n11.83<\/td>\n57<\/td>\n-0.0772 %<\/td>\n2,580.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.30 %<\/td>\n6.49 %<\/td>\n56,691<\/td>\n13.17<\/td>\n21<\/td>\n-0.2275 %<\/td>\n2,880.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.04 %<\/td>\n9.22 %<\/td>\n28,533<\/td>\n10.11<\/td>\n2<\/td>\n0.1497 %<\/td>\n2,823.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.94 %<\/td>\n6.24 %<\/td>\n192,461<\/td>\n3.10<\/td>\n2<\/td>\n-0.0591 %<\/td>\n2,526.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0772 %<\/td>\n2,637.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.02 %<\/td>\n7.01 %<\/td>\n81,889<\/td>\n12.85<\/td>\n14<\/td>\n-0.0954 %<\/td>\n2,829.9<\/td>\n<\/tr>\n<\/table>\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.M<\/td>\nPerpetual-Discount<\/td>\n-5.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.79
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.46
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.37
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 15.46
\nEvaluated at bid price : 15.46
\nBid-YTW : 8.07 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.67 %<\/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>\n38,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n31,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 8.36 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n26,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.15
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n22,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n20,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
There were 11 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.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.60 – 19.55
\nSpot Rate : 0.9500
\nAverage : 0.6791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 20.03 – 20.61
\nSpot Rate : 0.5800
\nAverage : 0.3908<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 20.80 – 21.79
\nSpot Rate : 0.9900
\nAverage : 0.8103<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 21.05
\nSpot Rate : 1.0000
\nAverage : 0.8220<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 8.38 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 20.10 – 20.60
\nSpot Rate : 0.5000
\nAverage : 0.3251<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.40 – 18.13
\nSpot Rate : 0.7300
\nAverage : 0.5568<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-13
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.95 %<\/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-46768","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46768","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=46768"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46768\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46768"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46768"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46768"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}