{"id":47182,"date":"2024-08-15T20:15:36","date_gmt":"2024-08-16T01:15:36","guid":{"rendered":"https:\/\/prefblog.com\/?p=47182"},"modified":"2024-08-15T20:15:36","modified_gmt":"2024-08-16T01:15:36","slug":"august-15-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47182","title":{"rendered":"August 15, 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>\n1.4802 %<\/td>\n2,222.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.4802 %<\/td>\n4,263.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.06 %<\/td>\n10.28 %<\/td>\n76,391<\/td>\n9.26<\/td>\n2<\/td>\n1.4802 %<\/td>\n2,457.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2236 %<\/td>\n3,549.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n6.01 %<\/td>\n31,167<\/td>\n1.16<\/td>\n4<\/td>\n-0.2236 %<\/td>\n4,238.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2236 %<\/td>\n3,307.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0731 %<\/td>\n2,844.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.05 %<\/td>\n6.17 %<\/td>\n57,038<\/td>\n13.62<\/td>\n31<\/td>\n0.0731 %<\/td>\n3,101.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n6.88 %<\/td>\n138,392<\/td>\n12.49<\/td>\n62<\/td>\n-0.0808 %<\/td>\n2,639.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.87 %<\/td>\n6.01 %<\/td>\n63,247<\/td>\n13.82<\/td>\n21<\/td>\n0.0940 %<\/td>\n3,086.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.85 %<\/td>\n8.82 %<\/td>\n25,878<\/td>\n10.50<\/td>\n3<\/td>\n0.9743 %<\/td>\n2,748.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.69 %<\/td>\n5.71 %<\/td>\n245,610<\/td>\n12.07<\/td>\n5<\/td>\n0.5435 %<\/td>\n2,574.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0808 %<\/td>\n2,698.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.37 %<\/td>\n6.41 %<\/td>\n107,357<\/td>\n13.38<\/td>\n14<\/td>\n-0.0705 %<\/td>\n2,734.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 23.84
\nEvaluated at bid price : 24.25
\nBid-YTW : 7.69 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 17.06
\nEvaluated at bid price : 17.06
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 19.47
\nEvaluated at bid price : 19.47
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.72
\nEvaluated at bid price : 21.97
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 23.37
\nEvaluated at bid price : 23.66
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.84
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.36
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 16.96
\nEvaluated at bid price : 16.96
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.94
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 11.70
\nEvaluated at bid price : 11.70
\nBid-YTW : 10.28 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.80
\nEvaluated at bid price : 21.80
\nBid-YTW : 8.80 %<\/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
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n124,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n65,910<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n57,459<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.74
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n51,099<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 24.95
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n49,069<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 19.87
\nEvaluated at bid price : 19.87
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n48,601<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
There were 21 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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.67 – 20.35
\nSpot Rate : 5.6800
\nAverage : 4.2385<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 14.67
\nEvaluated at bid price : 14.67
\nBid-YTW : 8.35 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.19 – 15.65
\nSpot Rate : 1.4600
\nAverage : 0.9502<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 14.19
\nEvaluated at bid price : 14.19
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 24.94 – 25.94
\nSpot Rate : 1.0000
\nAverage : 0.5537<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 23.75 – 24.95
\nSpot Rate : 1.2000
\nAverage : 0.8155<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 23.28
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.87 – 24.95
\nSpot Rate : 1.0800
\nAverage : 0.7223<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 23.60
\nEvaluated at bid price : 23.87
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 16.45 – 17.40
\nSpot Rate : 0.9500
\nAverage : 0.6734<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-15
\nMaturity Price : 16.45
\nEvaluated at bid price : 16.45
\nBid-YTW : 7.77 %<\/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-47182","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47182","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=47182"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47182\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47182"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47182"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47182"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}