{"id":46776,"date":"2024-05-14T21:42:54","date_gmt":"2024-05-15T02:42:54","guid":{"rendered":"https:\/\/prefblog.com\/?p=46776"},"modified":"2024-05-14T21:42:54","modified_gmt":"2024-05-15T02:42:54","slug":"may-14-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46776","title":{"rendered":"May 14, 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>\n0.0811 %<\/td>\n2,356.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0811 %<\/td>\n4,520.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.21 %<\/td>\n10.47 %<\/td>\n61,831<\/td>\n9.11<\/td>\n1<\/td>\n0.0811 %<\/td>\n2,604.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1237 %<\/td>\n3,476.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n6.82 %<\/td>\n33,946<\/td>\n1.39<\/td>\n8<\/td>\n0.1237 %<\/td>\n4,151.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1237 %<\/td>\n3,239.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0037 %<\/td>\n2,688.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.38 %<\/td>\n6.55 %<\/td>\n53,789<\/td>\n13.13<\/td>\n27<\/td>\n0.0037 %<\/td>\n2,931.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.17 %<\/td>\n7.01 %<\/td>\n126,056<\/td>\n11.83<\/td>\n57<\/td>\n0.1371 %<\/td>\n2,583.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.28 %<\/td>\n6.44 %<\/td>\n55,975<\/td>\n13.23<\/td>\n21<\/td>\n0.2545 %<\/td>\n2,888.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.09 %<\/td>\n9.18 %<\/td>\n27,440<\/td>\n10.14<\/td>\n2<\/td>\n-0.4981 %<\/td>\n2,809.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.93 %<\/td>\n6.26 %<\/td>\n207,920<\/td>\n3.09<\/td>\n2<\/td>\n0.1774 %<\/td>\n2,530.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1371 %<\/td>\n2,641.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.02 %<\/td>\n6.95 %<\/td>\n84,287<\/td>\n12.82<\/td>\n14<\/td>\n0.0341 %<\/td>\n2,830.9<\/td>\n<\/tr>\n<\/table>\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
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-3.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 9.42 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.08
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.01
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.60
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 8.75 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.59
\nBid-YTW : 6.36 %<\/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
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n186,404<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n145,715<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.04
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n142,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.43
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n98,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 23.26
\nEvaluated at bid price : 25.20
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n80,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 17.16
\nEvaluated at bid price : 17.16
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n76,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
There were 16 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
SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 18.05 – 19.10
\nSpot Rate : 1.0500
\nAverage : 0.6316<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.64 – 22.64
\nSpot Rate : 1.0000
\nAverage : 0.6366<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.64
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.90 – 23.70
\nSpot Rate : 0.8000
\nAverage : 0.4827<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.56 – 22.53
\nSpot Rate : 0.9700
\nAverage : 0.6962<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.56
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.40 – 18.50
\nSpot Rate : 1.1000
\nAverage : 0.8409<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\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>\nQuote: 18.60 – 19.80
\nSpot Rate : 1.2000
\nAverage : 0.9515<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-14
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.33 %<\/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-46776","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46776","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=46776"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46776\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46776"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46776"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46776"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}