{"id":47113,"date":"2024-07-26T19:48:59","date_gmt":"2024-07-27T00:48:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=47113"},"modified":"2024-07-26T19:48:59","modified_gmt":"2024-07-27T00:48:59","slug":"july-26-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47113","title":{"rendered":"July 26, 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>\n0.9358 %<\/td>\n2,262.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9358 %<\/td>\n4,340.2<\/td>\n<\/tr>\n
Floater<\/td>\n9.88 %<\/td>\n10.06 %<\/td>\n25,680<\/td>\n9.47<\/td>\n2<\/td>\n0.9358 %<\/td>\n2,501.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2792 %<\/td>\n3,529.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n6.66 %<\/td>\n28,208<\/td>\n1.21<\/td>\n6<\/td>\n0.2792 %<\/td>\n4,215.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2792 %<\/td>\n3,289.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2176 %<\/td>\n2,800.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.15 %<\/td>\n6.27 %<\/td>\n58,937<\/td>\n13.53<\/td>\n28<\/td>\n0.2176 %<\/td>\n3,053.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.10 %<\/td>\n6.98 %<\/td>\n115,724<\/td>\n12.44<\/td>\n49<\/td>\n-0.0548 %<\/td>\n2,651.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.99 %<\/td>\n6.20 %<\/td>\n62,210<\/td>\n13.60<\/td>\n21<\/td>\n0.0552 %<\/td>\n2,979.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.93 %<\/td>\n8.86 %<\/td>\n28,950<\/td>\n10.51<\/td>\n4<\/td>\n0.0381 %<\/td>\n2,815.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.80 %<\/td>\n6.13 %<\/td>\n240,509<\/td>\n3.91<\/td>\n8<\/td>\n-0.0443 %<\/td>\n2,544.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0548 %<\/td>\n2,710.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.51 %<\/td>\n97,381<\/td>\n13.36<\/td>\n14<\/td>\n-0.8426 %<\/td>\n2,817.1<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-8.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 8.27 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 17.08
\nEvaluated at bid price : 17.08
\nBid-YTW : 8.86 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.52
\nEvaluated at bid price : 23.79
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.29
\nEvaluated at bid price : 23.75
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.28
\nEvaluated at bid price : 19.28
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 11.88
\nEvaluated at bid price : 11.88
\nBid-YTW : 10.06 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 6.37 %<\/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.M<\/td>\nFixedReset Prem<\/td>\n114,140<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.99
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n75,516<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n67,653<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.12
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n65,048<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n60,236<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n35,921<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 16.65
\nEvaluated at bid price : 16.65
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
There were 12 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
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.50 – 22.50
\nSpot Rate : 2.0000
\nAverage : 1.1186<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.82 – 19.91
\nSpot Rate : 1.0900
\nAverage : 0.7183<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.50 – 19.61
\nSpot Rate : 2.1100
\nAverage : 1.7527<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.93 – 20.80
\nSpot Rate : 0.8700
\nAverage : 0.5263<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 19.93
\nEvaluated at bid price : 19.93
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.40 – 19.18
\nSpot Rate : 0.7800
\nAverage : 0.4519<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 8.27 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.60 – 23.41
\nSpot Rate : 0.8100
\nAverage : 0.4939<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-26
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.60
\nBid-YTW : 7.23 %<\/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-47113","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47113","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=47113"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47113\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47113"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47113"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47113"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}