{"id":47071,"date":"2024-07-12T21:14:43","date_gmt":"2024-07-13T02:14:43","guid":{"rendered":"https:\/\/prefblog.com\/?p=47071"},"modified":"2024-07-12T21:14:43","modified_gmt":"2024-07-13T02:14:43","slug":"july-12-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47071","title":{"rendered":"July 12, 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>\n0.3055 %<\/td>\n2,191.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3055 %<\/td>\n4,203.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.59 %<\/td>\n10.73 %<\/td>\n88,770<\/td>\n9.00<\/td>\n2<\/td>\n0.3055 %<\/td>\n2,422.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0412 %<\/td>\n3,492.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n6.76 %<\/td>\n32,609<\/td>\n1.24<\/td>\n6<\/td>\n0.0412 %<\/td>\n4,170.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0412 %<\/td>\n3,253.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0920 %<\/td>\n2,707.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.36 %<\/td>\n6.50 %<\/td>\n50,679<\/td>\n13.24<\/td>\n28<\/td>\n0.0920 %<\/td>\n2,952.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.16 %<\/td>\n7.05 %<\/td>\n117,469<\/td>\n12.46<\/td>\n49<\/td>\n-0.2186 %<\/td>\n2,619.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.11 %<\/td>\n6.36 %<\/td>\n59,466<\/td>\n13.40<\/td>\n21<\/td>\n0.4427 %<\/td>\n2,921.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.31 %<\/td>\n9.46 %<\/td>\n31,306<\/td>\n10.00<\/td>\n4<\/td>\n-1.0932 %<\/td>\n2,749.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.83 %<\/td>\n6.18 %<\/td>\n262,925<\/td>\n2.99<\/td>\n8<\/td>\n-0.0643 %<\/td>\n2,532.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2186 %<\/td>\n2,678.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.11 %<\/td>\n6.65 %<\/td>\n97,830<\/td>\n13.23<\/td>\n14<\/td>\n-0.2009 %<\/td>\n2,781.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-7.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.27 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-7.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-5.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.46 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 23.42
\nEvaluated at bid price : 23.85
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 8.32 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n5.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n8.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.77 %<\/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.B<\/td>\nFixedReset Prem<\/td>\n391,614<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Prem<\/td>\n300,361<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.07
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n288,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 23.97
\nEvaluated at bid price : 24.93
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n259,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n114,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.36
\nEvaluated at bid price : 23.02
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n94,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
There were 29 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: 19.20 – 20.98
\nSpot Rate : 1.7800
\nAverage : 1.0753<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 22.10 – 23.90
\nSpot Rate : 1.8000
\nAverage : 1.1633<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.30 – 17.75
\nSpot Rate : 1.4500
\nAverage : 0.9328<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 9.46 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 23.70 – 24.90
\nSpot Rate : 1.2000
\nAverage : 0.8617<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.08 – 15.60
\nSpot Rate : 1.5200
\nAverage : 1.1826<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.27 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.30 – 24.30
\nSpot Rate : 1.0000
\nAverage : 0.6842<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-12
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.71 %<\/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-47071","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47071","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=47071"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47071\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47071"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47071"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47071"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}