{"id":46839,"date":"2024-05-24T20:13:52","date_gmt":"2024-05-25T01:13:52","guid":{"rendered":"https:\/\/prefblog.com\/?p=46839"},"modified":"2024-05-24T20:13:52","modified_gmt":"2024-05-25T01:13:52","slug":"may-24-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46839","title":{"rendered":"May 24, 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-1.2448 %<\/td>\n2,272.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.2448 %<\/td>\n4,358.8<\/td>\n<\/tr>\n
Floater<\/td>\n10.59 %<\/td>\n10.91 %<\/td>\n61,939<\/td>\n8.78<\/td>\n1<\/td>\n-1.2448 %<\/td>\n2,512.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0415 %<\/td>\n3,445.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n7.00 %<\/td>\n33,698<\/td>\n1.38<\/td>\n8<\/td>\n-0.0415 %<\/td>\n4,114.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0415 %<\/td>\n3,210.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3837 %<\/td>\n2,699.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.36 %<\/td>\n6.52 %<\/td>\n50,994<\/td>\n13.14<\/td>\n27<\/td>\n0.3837 %<\/td>\n2,943.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.24 %<\/td>\n7.27 %<\/td>\n125,440<\/td>\n12.22<\/td>\n56<\/td>\n0.2935 %<\/td>\n2,586.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.25 %<\/td>\n6.43 %<\/td>\n56,879<\/td>\n13.23<\/td>\n21<\/td>\n-0.0619 %<\/td>\n2,903.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.99 %<\/td>\n9.14 %<\/td>\n25,758<\/td>\n10.17<\/td>\n2<\/td>\n-0.9852 %<\/td>\n2,827.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.92 %<\/td>\n6.41 %<\/td>\n211,077<\/td>\n3.07<\/td>\n2<\/td>\n0.3551 %<\/td>\n2,532.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2935 %<\/td>\n2,643.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.05 %<\/td>\n6.89 %<\/td>\n88,885<\/td>\n13.12<\/td>\n14<\/td>\n0.7563 %<\/td>\n2,816.3<\/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\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 9.32 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.36
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 10.91 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 16.69
\nEvaluated at bid price : 16.69
\nBid-YTW : 8.43 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.56
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.35
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 18.58
\nEvaluated at bid price : 18.58
\nBid-YTW : 8.41 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 8.00 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 16.74
\nEvaluated at bid price : 16.74
\nBid-YTW : 8.42 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 15.42
\nEvaluated at bid price : 15.42
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 19.36
\nEvaluated at bid price : 19.36
\nBid-YTW : 6.91 %<\/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
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n111,080<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 23.80
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n31,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 15.13
\nEvaluated at bid price : 15.13
\nBid-YTW : 8.16 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n27,861<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.55
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n26,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.97
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n21,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 23.30
\nEvaluated at bid price : 25.31
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n16,254<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.25
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
There were 6 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
GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 20.58 – 22.48
\nSpot Rate : 1.9000
\nAverage : 1.0866<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.58
\nEvaluated at bid price : 20.58
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.65
\nSpot Rate : 1.1500
\nAverage : 0.7140<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 20.85 – 22.00
\nSpot Rate : 1.1500
\nAverage : 0.7901<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.30 – 23.50
\nSpot Rate : 2.2000
\nAverage : 1.8553<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 23.59 – 24.24
\nSpot Rate : 0.6500
\nAverage : 0.4497<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.59
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.53 – 24.40
\nSpot Rate : 0.8700
\nAverage : 0.6840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-24
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.53
\nBid-YTW : 6.64 %<\/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-46839","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46839","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=46839"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46839\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46839"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46839"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46839"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}