{"id":46990,"date":"2024-06-27T20:30:53","date_gmt":"2024-06-28T01:30:53","guid":{"rendered":"https:\/\/prefblog.com\/?p=46990"},"modified":"2024-06-27T20:30:53","modified_gmt":"2024-06-28T01:30:53","slug":"june-27-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46990","title":{"rendered":"June 27, 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>\n0.5386 %<\/td>\n2,138.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5386 %<\/td>\n4,102.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.86 %<\/td>\n10.99 %<\/td>\n69,285<\/td>\n8.85<\/td>\n1<\/td>\n0.5386 %<\/td>\n2,364.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,467.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n6.50 %<\/td>\n27,813<\/td>\n1.58<\/td>\n7<\/td>\n0.0000 %<\/td>\n4,141.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,231.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0923 %<\/td>\n2,649.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.50 %<\/td>\n6.68 %<\/td>\n54,279<\/td>\n13.00<\/td>\n28<\/td>\n0.0923 %<\/td>\n2,888.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.16 %<\/td>\n7.18 %<\/td>\n120,846<\/td>\n12.31<\/td>\n49<\/td>\n0.5237 %<\/td>\n2,589.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.30 %<\/td>\n6.45 %<\/td>\n59,336<\/td>\n13.27<\/td>\n20<\/td>\n0.5440 %<\/td>\n2,880.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.57 %<\/td>\n9.49 %<\/td>\n36,636<\/td>\n10.01<\/td>\n3<\/td>\n-0.9456 %<\/td>\n2,647.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.34 %<\/td>\n6.22 %<\/td>\n234,259<\/td>\n2.97<\/td>\n7<\/td>\n-0.0508 %<\/td>\n2,536.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5237 %<\/td>\n2,647.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n6.78 %<\/td>\n100,904<\/td>\n13.06<\/td>\n14<\/td>\n0.7003 %<\/td>\n2,734.4<\/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\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.J<\/td>\nFloatingReset<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.49 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 19.46
\nEvaluated at bid price : 19.46
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.62
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.22
\nEvaluated at bid price : 21.22
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.27
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.91
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 17.46
\nEvaluated at bid price : 17.46
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.38
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.16
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 8.07 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n3.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 7.75 %<\/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
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n301,293<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.93
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n75,129<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n57,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n50,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n28,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 9.41 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n22,066<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
There were 8 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
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.99 – 20.64
\nSpot Rate : 1.6500
\nAverage : 0.9920<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.30 – 17.49
\nSpot Rate : 1.1900
\nAverage : 0.8626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.49 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 24.35
\nSpot Rate : 1.1000
\nAverage : 0.7940<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.85 – 24.54
\nSpot Rate : 0.6900
\nAverage : 0.4182<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.10 – 20.50
\nSpot Rate : 1.4000
\nAverage : 1.1306<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 17.70 – 18.50
\nSpot Rate : 0.8000
\nAverage : 0.5788<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-06-27
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\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-46990","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46990","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=46990"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46990\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46990"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46990"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46990"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}