{"id":47149,"date":"2024-08-09T20:01:55","date_gmt":"2024-08-10T01:01:55","guid":{"rendered":"https:\/\/prefblog.com\/?p=47149"},"modified":"2024-08-09T20:01:55","modified_gmt":"2024-08-10T01:01:55","slug":"august-9-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47149","title":{"rendered":"August 9, 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-0.4689 %<\/td>\n2,226.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4689 %<\/td>\n4,270.7<\/td>\n<\/tr>\n
Floater<\/td>\n10.04 %<\/td>\n10.28 %<\/td>\n86,253<\/td>\n9.27<\/td>\n2<\/td>\n-0.4689 %<\/td>\n2,461.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2864 %<\/td>\n3,545.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n6.07 %<\/td>\n30,067<\/td>\n1.17<\/td>\n4<\/td>\n0.2864 %<\/td>\n4,234.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2864 %<\/td>\n3,303.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1245 %<\/td>\n2,820.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.10 %<\/td>\n6.22 %<\/td>\n59,228<\/td>\n13.59<\/td>\n31<\/td>\n0.1245 %<\/td>\n3,075.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n7.04 %<\/td>\n135,784<\/td>\n12.44<\/td>\n62<\/td>\n0.1298 %<\/td>\n2,624.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.95 %<\/td>\n6.11 %<\/td>\n63,409<\/td>\n13.70<\/td>\n21<\/td>\n0.1702 %<\/td>\n3,045.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.91 %<\/td>\n8.99 %<\/td>\n26,174<\/td>\n10.36<\/td>\n3<\/td>\n0.1062 %<\/td>\n2,727.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.77 %<\/td>\n5.92 %<\/td>\n254,505<\/td>\n11.98<\/td>\n5<\/td>\n-0.1170 %<\/td>\n2,544.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1298 %<\/td>\n2,682.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.29 %<\/td>\n6.41 %<\/td>\n109,317<\/td>\n13.51<\/td>\n14<\/td>\n-0.4673 %<\/td>\n2,775.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-6.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-5.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 19.23
\nEvaluated at bid price : 19.23
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.76
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.74
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.97
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 23.08
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n7.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 6.35 %<\/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
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n220,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 23.44
\nEvaluated at bid price : 25.71
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n137,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n111,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 23.97
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n89,405<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n55,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.48
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n32,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 23.25
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
There were 5 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
GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 21.69 – 23.64
\nSpot Rate : 1.9500
\nAverage : 1.2190<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.69
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.90 – 19.69
\nSpot Rate : 1.7900
\nAverage : 1.1464<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.05 – 22.57
\nSpot Rate : 1.5200
\nAverage : 0.9600<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.55 – 22.50
\nSpot Rate : 1.9500
\nAverage : 1.6470<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.40 – 21.30
\nSpot Rate : 0.9000
\nAverage : 0.6733<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.00 – 18.65
\nSpot Rate : 0.6500
\nAverage : 0.4296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-09
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.27 %<\/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-47149","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47149","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=47149"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47149\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47149"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47149"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47149"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}