{"id":47088,"date":"2024-07-18T20:53:13","date_gmt":"2024-07-19T01:53:13","guid":{"rendered":"https:\/\/prefblog.com\/?p=47088"},"modified":"2024-07-18T20:53:13","modified_gmt":"2024-07-19T01:53:13","slug":"july-18-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47088","title":{"rendered":"July 18, 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>\n0.2627 %<\/td>\n2,183.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2627 %<\/td>\n4,188.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.62 %<\/td>\n10.82 %<\/td>\n23,897<\/td>\n8.93<\/td>\n2<\/td>\n0.2627 %<\/td>\n2,413.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1987 %<\/td>\n3,505.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n6.15 %<\/td>\n28,596<\/td>\n1.23<\/td>\n6<\/td>\n0.1987 %<\/td>\n4,186.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1987 %<\/td>\n3,266.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1883 %<\/td>\n2,725.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.32 %<\/td>\n6.47 %<\/td>\n57,155<\/td>\n13.27<\/td>\n28<\/td>\n0.1883 %<\/td>\n2,971.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.11 %<\/td>\n7.05 %<\/td>\n112,781<\/td>\n12.48<\/td>\n49<\/td>\n0.2195 %<\/td>\n2,643.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.08 %<\/td>\n6.36 %<\/td>\n62,424<\/td>\n13.40<\/td>\n21<\/td>\n0.9459 %<\/td>\n2,938.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.17 %<\/td>\n8.91 %<\/td>\n29,921<\/td>\n10.46<\/td>\n4<\/td>\n0.0897 %<\/td>\n2,793.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.82 %<\/td>\n6.16 %<\/td>\n250,232<\/td>\n11.91<\/td>\n8<\/td>\n0.2478 %<\/td>\n2,535.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2195 %<\/td>\n2,702.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.63 %<\/td>\n90,281<\/td>\n13.19<\/td>\n14<\/td>\n-0.1166 %<\/td>\n2,810.7<\/td>\n<\/tr>\n<\/table>\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
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.85
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n4.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n18.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 20.14
\nEvaluated at bid price : 20.14
\nBid-YTW : 6.47 %<\/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
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n648,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n391,137<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.13
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Prem<\/td>\n204,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n164,349<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.00
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n161,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n78,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
There were 16 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
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 18.93 – 23.35
\nSpot Rate : 4.4200
\nAverage : 2.3607<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 18.93
\nEvaluated at bid price : 18.93
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.05 – 22.99
\nSpot Rate : 0.9400
\nAverage : 0.6626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.70 – 20.70
\nSpot Rate : 1.0000
\nAverage : 0.7347<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 16.60 – 17.49
\nSpot Rate : 0.8900
\nAverage : 0.6996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 24.10 – 24.52
\nSpot Rate : 0.4200
\nAverage : 0.2712<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.65 – 15.17
\nSpot Rate : 0.5200
\nAverage : 0.3802<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-18
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 7.54 %<\/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-47088","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47088","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=47088"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47088\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47088"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47088"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47088"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}