{"id":47193,"date":"2024-08-16T22:02:56","date_gmt":"2024-08-17T03:02:56","guid":{"rendered":"https:\/\/prefblog.com\/?p=47193"},"modified":"2024-08-16T22:02:56","modified_gmt":"2024-08-17T03:02:56","slug":"august-16-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47193","title":{"rendered":"August 16, 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>\n0.0429 %<\/td>\n2,223.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0429 %<\/td>\n4,265.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.06 %<\/td>\n10.30 %<\/td>\n29,019<\/td>\n9.24<\/td>\n2<\/td>\n0.0429 %<\/td>\n2,458.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0306 %<\/td>\n3,550.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n6.04 %<\/td>\n30,844<\/td>\n1.15<\/td>\n4<\/td>\n0.0306 %<\/td>\n4,240.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0306 %<\/td>\n3,308.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1035 %<\/td>\n2,841.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.06 %<\/td>\n6.16 %<\/td>\n54,840<\/td>\n13.63<\/td>\n31<\/td>\n-0.1035 %<\/td>\n3,098.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.44 %<\/td>\n6.89 %<\/td>\n143,703<\/td>\n12.53<\/td>\n62<\/td>\n0.1427 %<\/td>\n2,643.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.88 %<\/td>\n6.04 %<\/td>\n62,688<\/td>\n13.80<\/td>\n21<\/td>\n-0.2750 %<\/td>\n3,078.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.83 %<\/td>\n8.78 %<\/td>\n24,843<\/td>\n10.54<\/td>\n3<\/td>\n0.1754 %<\/td>\n2,753.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.72 %<\/td>\n5.73 %<\/td>\n237,513<\/td>\n12.06<\/td>\n5<\/td>\n-0.3861 %<\/td>\n2,564.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1427 %<\/td>\n2,702.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.33 %<\/td>\n6.27 %<\/td>\n105,674<\/td>\n13.47<\/td>\n14<\/td>\n0.8260 %<\/td>\n2,757.1<\/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
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-9.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-5.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-4.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.56
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.34
\nEvaluated at bid price : 21.61
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.47
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.49
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.33
\nEvaluated at bid price : 20.33
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.29
\nEvaluated at bid price : 20.29
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.82
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.33
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n4.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 6.52 %<\/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.T<\/td>\nFixedReset Disc<\/td>\n230,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n75,030<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n70,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 16.16
\nEvaluated at bid price : 16.16
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n68,999<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n54,950<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
There were 20 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 – 20.30
\nSpot Rate : 2.4000
\nAverage : 1.4626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 21.85 – 23.45
\nSpot Rate : 1.6000
\nAverage : 0.9884<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.67 – 19.99
\nSpot Rate : 5.3200
\nAverage : 4.8041<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 14.67
\nEvaluated at bid price : 14.67
\nBid-YTW : 8.36 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 21.75 – 23.70
\nSpot Rate : 1.9500
\nAverage : 1.4462<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.20 – 19.23
\nSpot Rate : 1.0300
\nAverage : 0.6555<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.65 – 22.50
\nSpot Rate : 0.8500
\nAverage : 0.5643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-16
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.65
\nBid-YTW : 7.51 %<\/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-47193","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47193","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=47193"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47193\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47193"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47193"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47193"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}