{"id":47162,"date":"2024-08-13T22:18:24","date_gmt":"2024-08-14T03:18:24","guid":{"rendered":"https:\/\/prefblog.com\/?p=47162"},"modified":"2024-08-13T22:18:24","modified_gmt":"2024-08-14T03:18:24","slug":"august-13-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47162","title":{"rendered":"August 13, 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>\n0.0000 %<\/td>\n2,218.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,254.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.08 %<\/td>\n10.28 %<\/td>\n80,258<\/td>\n9.27<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,451.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3984 %<\/td>\n3,553.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n5.95 %<\/td>\n29,530<\/td>\n1.16<\/td>\n4<\/td>\n0.3984 %<\/td>\n4,243.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3984 %<\/td>\n3,311.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0550 %<\/td>\n2,832.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.08 %<\/td>\n6.21 %<\/td>\n56,780<\/td>\n13.59<\/td>\n31<\/td>\n0.0550 %<\/td>\n3,088.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n6.90 %<\/td>\n133,901<\/td>\n12.51<\/td>\n62<\/td>\n0.0528 %<\/td>\n2,632.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.90 %<\/td>\n6.05 %<\/td>\n65,625<\/td>\n13.78<\/td>\n21<\/td>\n0.4655 %<\/td>\n3,067.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.91 %<\/td>\n8.96 %<\/td>\n26,365<\/td>\n10.38<\/td>\n3<\/td>\n-0.1763 %<\/td>\n2,729.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.74 %<\/td>\n5.73 %<\/td>\n250,615<\/td>\n12.01<\/td>\n5<\/td>\n0.0622 %<\/td>\n2,558.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0528 %<\/td>\n2,690.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n6.36 %<\/td>\n107,581<\/td>\n13.41<\/td>\n14<\/td>\n-0.2833 %<\/td>\n2,785.7<\/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
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-8.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 8.13 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 16.64
\nEvaluated at bid price : 16.64
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 8.79 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 16.16
\nEvaluated at bid price : 16.16
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.08
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.14
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 21.69
\nEvaluated at bid price : 21.94
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 6.17 %<\/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>\n165,809<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n81,440<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.15
\nEvaluated at bid price : 17.15
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n77,006<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n57,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n47,149<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n46,308<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.48
\nEvaluated at bid price : 25.84
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
There were 18 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
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.90 – 19.79
\nSpot Rate : 1.8900
\nAverage : 1.2867<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 21.94 – 23.64
\nSpot Rate : 1.7000
\nAverage : 1.2538<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 21.69
\nEvaluated at bid price : 21.94
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.60 – 22.39
\nSpot Rate : 1.7900
\nAverage : 1.4232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 21.40
\nSpot Rate : 1.2000
\nAverage : 0.8822<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n

BN.PF.H<\/td>\nFixedReset Disc<\/td>\nQuote: 23.85 – 24.38
\nSpot Rate : 0.5300
\nAverage : 0.3887<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.40
\nEvaluated at bid price : 23.85
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 24.80 – 25.14
\nSpot Rate : 0.3400
\nAverage : 0.2399<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-13
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.76 %<\/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-47162","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47162","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=47162"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47162\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47162"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47162"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47162"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}