{"id":47122,"date":"2024-07-30T21:53:46","date_gmt":"2024-07-31T02:53:46","guid":{"rendered":"https:\/\/prefblog.com\/?p=47122"},"modified":"2024-07-30T21:53:46","modified_gmt":"2024-07-31T02:53:46","slug":"july-30-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47122","title":{"rendered":"July 30, 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-0.4635 %<\/td>\n2,252.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4635 %<\/td>\n4,320.0<\/td>\n<\/tr>\n
Floater<\/td>\n9.93 %<\/td>\n10.14 %<\/td>\n25,369<\/td>\n9.41<\/td>\n2<\/td>\n-0.4635 %<\/td>\n2,489.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1907 %<\/td>\n3,526.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n6.61 %<\/td>\n26,280<\/td>\n1.20<\/td>\n6<\/td>\n0.1907 %<\/td>\n4,211.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1907 %<\/td>\n3,285.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1709 %<\/td>\n2,806.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.13 %<\/td>\n6.27 %<\/td>\n58,968<\/td>\n13.52<\/td>\n28<\/td>\n0.1709 %<\/td>\n3,060.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.14 %<\/td>\n6.95 %<\/td>\n119,562<\/td>\n12.57<\/td>\n49<\/td>\n-0.3874 %<\/td>\n2,629.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.08 %<\/td>\n6.25 %<\/td>\n63,479<\/td>\n13.52<\/td>\n20<\/td>\n0.1542 %<\/td>\n2,980.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.98 %<\/td>\n8.83 %<\/td>\n29,281<\/td>\n10.53<\/td>\n4<\/td>\n0.0000 %<\/td>\n2,791.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.84 %<\/td>\n5.88 %<\/td>\n264,144<\/td>\n11.90<\/td>\n8<\/td>\n-0.3753 %<\/td>\n2,528.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3874 %<\/td>\n2,687.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.37 %<\/td>\n98,324<\/td>\n13.34<\/td>\n14<\/td>\n-0.3489 %<\/td>\n2,811.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-7.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.00
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.42
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.78
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.55
\nEvaluated at bid price : 23.98
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.06
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.26
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n3.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 6.23 %<\/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>\n135,002<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.99
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n89,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Prem<\/td>\n88,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-09-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Prem<\/td>\n33,584<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n30,801<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.55
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n27,370<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 5.88 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.08 – 15.30
\nSpot Rate : 1.2200
\nAverage : 0.7328<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.50 – 21.80
\nSpot Rate : 1.3000
\nAverage : 1.0235<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 20.62 – 21.76
\nSpot Rate : 1.1400
\nAverage : 0.8640<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.60 – 22.50
\nSpot Rate : 0.9000
\nAverage : 0.6457<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.76 – 24.40
\nSpot Rate : 0.6400
\nAverage : 0.3909<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.76
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.78 – 24.00
\nSpot Rate : 1.2200
\nAverage : 0.9818<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-30
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.78
\nBid-YTW : 6.48 %<\/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-47122","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47122","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=47122"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47122\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47122"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47122"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47122"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}