{"id":46883,"date":"2024-06-03T19:42:02","date_gmt":"2024-06-04T00:42:02","guid":{"rendered":"https:\/\/prefblog.com\/?p=46883"},"modified":"2024-06-03T19:42:02","modified_gmt":"2024-06-04T00:42:02","slug":"june-3-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46883","title":{"rendered":"June 3, 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>\n0.0000 %<\/td>\n2,310.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,432.1<\/td>\n<\/tr>\n
Floater<\/td>\n10.41 %<\/td>\n10.75 %<\/td>\n62,843<\/td>\n8.87<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,554.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5060 %<\/td>\n3,464.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.86 %<\/td>\n6.44 %<\/td>\n32,813<\/td>\n1.65<\/td>\n7<\/td>\n0.5060 %<\/td>\n4,137.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5060 %<\/td>\n3,228.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0035 %<\/td>\n2,709.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.35 %<\/td>\n6.54 %<\/td>\n51,135<\/td>\n13.12<\/td>\n28<\/td>\n0.0035 %<\/td>\n2,954.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.13 %<\/td>\n7.07 %<\/td>\n112,142<\/td>\n12.50<\/td>\n49<\/td>\n-0.1060 %<\/td>\n2,602.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.28 %<\/td>\n6.39 %<\/td>\n58,513<\/td>\n13.40<\/td>\n20<\/td>\n0.0202 %<\/td>\n2,891.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.18 %<\/td>\n9.09 %<\/td>\n34,624<\/td>\n10.19<\/td>\n3<\/td>\n0.1354 %<\/td>\n2,820.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.35 %<\/td>\n6.54 %<\/td>\n215,180<\/td>\n12.10<\/td>\n7<\/td>\n-0.1017 %<\/td>\n2,533.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1060 %<\/td>\n2,660.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n6.72 %<\/td>\n102,352<\/td>\n13.14<\/td>\n14<\/td>\n-1.1812 %<\/td>\n2,818.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-10.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-6.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-5.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 16.84
\nEvaluated at bid price : 16.84
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.55
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.23
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 23.91
\nEvaluated at bid price : 23.91
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 22.85
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.92
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.97
\nEvaluated at bid price : 20.97
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n3.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 17.97
\nEvaluated at bid price : 17.97
\nBid-YTW : 6.27 %<\/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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n144,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n116,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n79,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.82
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n58,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 23.91
\nEvaluated at bid price : 23.91
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n49,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n41,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.18 %<\/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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.56 – 21.75
\nSpot Rate : 2.1900
\nAverage : 1.6357<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.93 – 22.58
\nSpot Rate : 1.6500
\nAverage : 1.1085<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.10 – 21.60
\nSpot Rate : 1.5000
\nAverage : 1.0618<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.00
\nSpot Rate : 0.9000
\nAverage : 0.5812<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.12 – 21.36
\nSpot Rate : 1.2400
\nAverage : 0.9335<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 18.56 – 19.11
\nSpot Rate : 0.5500
\nAverage : 0.3496<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-03
\nMaturity Price : 18.56
\nEvaluated at bid price : 18.56
\nBid-YTW : 6.07 %<\/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-46883","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46883","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=46883"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46883\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46883"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46883"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46883"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}