{"id":47078,"date":"2024-07-15T19:33:17","date_gmt":"2024-07-16T00:33:17","guid":{"rendered":"https:\/\/prefblog.com\/?p=47078"},"modified":"2024-07-15T19:33:17","modified_gmt":"2024-07-16T00:33:17","slug":"july-15-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47078","title":{"rendered":"July 15, 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-0.8268 %<\/td>\n2,173.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8268 %<\/td>\n4,168.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.67 %<\/td>\n10.82 %<\/td>\n24,559<\/td>\n8.93<\/td>\n2<\/td>\n-0.8268 %<\/td>\n2,402.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1373 %<\/td>\n3,487.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n6.83 %<\/td>\n31,322<\/td>\n1.24<\/td>\n6<\/td>\n-0.1373 %<\/td>\n4,164.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1373 %<\/td>\n3,249.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3147 %<\/td>\n2,716.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.34 %<\/td>\n6.49 %<\/td>\n51,925<\/td>\n13.27<\/td>\n28<\/td>\n0.3147 %<\/td>\n2,962.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.14 %<\/td>\n7.05 %<\/td>\n113,063<\/td>\n12.49<\/td>\n49<\/td>\n0.3658 %<\/td>\n2,629.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.12 %<\/td>\n6.37 %<\/td>\n60,113<\/td>\n13.39<\/td>\n21<\/td>\n-0.1477 %<\/td>\n2,917.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.14 %<\/td>\n8.89 %<\/td>\n30,921<\/td>\n10.49<\/td>\n4<\/td>\n1.9506 %<\/td>\n2,803.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.83 %<\/td>\n6.19 %<\/td>\n253,025<\/td>\n3.94<\/td>\n8<\/td>\n0.0693 %<\/td>\n2,533.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3658 %<\/td>\n2,687.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.62 %<\/td>\n94,872<\/td>\n13.13<\/td>\n14<\/td>\n0.8052 %<\/td>\n2,803.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-6.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 11.35
\nEvaluated at bid price : 11.35
\nBid-YTW : 10.91 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.79
\nEvaluated at bid price : 21.79
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.15
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 9.65 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 9.72 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 19.69
\nEvaluated at bid price : 19.69
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.33
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.31
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n4.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n6.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 8.86 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n7.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.31
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n8.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n9.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 7.60 %<\/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>\n295,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n71,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.45
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n58,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 24.06
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n41,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.27
\nEvaluated at bid price : 23.74
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n35,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 18.86
\nEvaluated at bid price : 18.86
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n27,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 23.27
\nEvaluated at bid price : 25.16
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
There were 10 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
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 21.10 – 22.75
\nSpot Rate : 1.6500
\nAverage : 1.0006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.60 – 22.60
\nSpot Rate : 1.0000
\nAverage : 0.6037<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.25 – 23.47
\nSpot Rate : 1.2200
\nAverage : 0.8697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.15 – 19.98
\nSpot Rate : 0.8300
\nAverage : 0.5263<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.25 – 21.25
\nSpot Rate : 1.0000
\nAverage : 0.6996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 21.79 – 22.99
\nSpot Rate : 1.2000
\nAverage : 0.9175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-15
\nMaturity Price : 21.79
\nEvaluated at bid price : 21.79
\nBid-YTW : 6.14 %<\/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-47078","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47078","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=47078"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47078\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47078"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47078"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47078"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}