{"id":47147,"date":"2024-08-08T21:45:33","date_gmt":"2024-08-09T02:45:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=47147"},"modified":"2024-08-08T21:45:33","modified_gmt":"2024-08-09T02:45:33","slug":"august-8-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47147","title":{"rendered":"August 8, 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-0.1702 %<\/td>\n2,237.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1702 %<\/td>\n4,290.8<\/td>\n<\/tr>\n
Floater<\/td>\n10.00 %<\/td>\n10.19 %<\/td>\n87,404<\/td>\n9.34<\/td>\n2<\/td>\n-0.1702 %<\/td>\n2,472.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4277 %<\/td>\n3,535.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n6.16 %<\/td>\n30,005<\/td>\n1.17<\/td>\n4<\/td>\n-0.4277 %<\/td>\n4,221.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4277 %<\/td>\n3,294.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2667 %<\/td>\n2,816.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.11 %<\/td>\n6.22 %<\/td>\n61,028<\/td>\n13.59<\/td>\n31<\/td>\n-0.2667 %<\/td>\n3,071.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n6.94 %<\/td>\n140,284<\/td>\n12.46<\/td>\n62<\/td>\n0.2959 %<\/td>\n2,621.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.96 %<\/td>\n6.11 %<\/td>\n64,134<\/td>\n13.67<\/td>\n21<\/td>\n0.2343 %<\/td>\n3,039.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.94 %<\/td>\n9.05 %<\/td>\n25,818<\/td>\n10.31<\/td>\n3<\/td>\n-0.5281 %<\/td>\n2,724.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.76 %<\/td>\n5.74 %<\/td>\n256,923<\/td>\n12.05<\/td>\n5<\/td>\n0.0234 %<\/td>\n2,547.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2959 %<\/td>\n2,679.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n6.25 %<\/td>\n112,609<\/td>\n13.51<\/td>\n14<\/td>\n0.1838 %<\/td>\n2,788.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-5.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 9.05 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.05
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 19.69
\nEvaluated at bid price : 19.69
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.75
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n8.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 21.23
\nEvaluated at bid price : 21.23
\nBid-YTW : 7.44 %<\/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
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n2,601,101<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 23.97
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n829,262<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 23.98
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n109,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n54,748<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n50,804<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n48,643<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
There were 17 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.E<\/td>\nInsurance Straight<\/td>\nQuote: 21.75 – 23.64
\nSpot Rate : 1.8900
\nAverage : 1.1044<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 21.75
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 19.60 – 21.50
\nSpot Rate : 1.9000
\nAverage : 1.1784<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.50 – 22.50
\nSpot Rate : 2.0000
\nAverage : 1.3148<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.25 – 19.94
\nSpot Rate : 1.6900
\nAverage : 1.1900<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.39 – 21.00
\nSpot Rate : 1.6100
\nAverage : 1.1408<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.54 – 19.50
\nSpot Rate : 0.9600
\nAverage : 0.6328<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-08
\nMaturity Price : 18.54
\nEvaluated at bid price : 18.54
\nBid-YTW : 7.74 %<\/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-47147","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47147","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=47147"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47147\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47147"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47147"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47147"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}