{"id":47030,"date":"2024-07-04T19:41:07","date_gmt":"2024-07-05T00:41:07","guid":{"rendered":"https:\/\/prefblog.com\/?p=47030"},"modified":"2024-07-04T19:41:07","modified_gmt":"2024-07-05T00:41:07","slug":"july-4-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47030","title":{"rendered":"July 4, 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>\n0.0443 %<\/td>\n2,152.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0443 %<\/td>\n4,128.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.78 %<\/td>\n10.91 %<\/td>\n77,289<\/td>\n8.90<\/td>\n2<\/td>\n0.0443 %<\/td>\n2,379.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4138 %<\/td>\n3,489.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n6.50 %<\/td>\n31,391<\/td>\n1.27<\/td>\n6<\/td>\n0.4138 %<\/td>\n4,167.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4138 %<\/td>\n3,251.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3372 %<\/td>\n2,692.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.39 %<\/td>\n6.59 %<\/td>\n52,125<\/td>\n13.04<\/td>\n28<\/td>\n0.3372 %<\/td>\n2,935.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.17 %<\/td>\n7.23 %<\/td>\n111,587<\/td>\n12.26<\/td>\n49<\/td>\n-0.0499 %<\/td>\n2,617.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.19 %<\/td>\n6.43 %<\/td>\n59,192<\/td>\n13.32<\/td>\n21<\/td>\n0.1855 %<\/td>\n2,885.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.36 %<\/td>\n9.19 %<\/td>\n34,627<\/td>\n10.25<\/td>\n4<\/td>\n-0.0259 %<\/td>\n2,758.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.80 %<\/td>\n6.37 %<\/td>\n247,779<\/td>\n3.00<\/td>\n8<\/td>\n0.0542 %<\/td>\n2,546.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0499 %<\/td>\n2,675.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.14 %<\/td>\n6.95 %<\/td>\n99,061<\/td>\n12.95<\/td>\n14<\/td>\n-0.0279 %<\/td>\n2,766.0<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-6.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-6.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-5.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.82
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.78
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 8.83 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 8.08 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 20.33
\nEvaluated at bid price : 20.33
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.64
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 8.37 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 15.43
\nEvaluated at bid price : 15.43
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n5.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.64 %<\/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
BN.PR.B<\/td>\nFloater<\/td>\n74,308<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 11.31
\nEvaluated at bid price : 11.31
\nBid-YTW : 10.91 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n45,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n24,705<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n12,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 24.68
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n12,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.54
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
There were 5 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.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.36 – 22.50
\nSpot Rate : 2.1400
\nAverage : 1.5656<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 22.40 – 24.10
\nSpot Rate : 1.7000
\nAverage : 1.1499<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n

BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 23.75 – 25.00
\nSpot Rate : 1.2500
\nAverage : 0.7799<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.75 – 21.46
\nSpot Rate : 1.7100
\nAverage : 1.3173<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n

PVS.PR.F<\/td>\nSplitShare<\/td>\nQuote: 24.98 – 25.98
\nSpot Rate : 1.0000
\nAverage : 0.6420<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.98
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.62 – 18.90
\nSpot Rate : 1.2800
\nAverage : 0.9898<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-04
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.48 %<\/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-47030","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47030","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=47030"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47030\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47030"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47030"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47030"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}