{"id":47195,"date":"2024-08-19T21:02:39","date_gmt":"2024-08-20T02:02:39","guid":{"rendered":"https:\/\/prefblog.com\/?p=47195"},"modified":"2024-08-19T21:02:39","modified_gmt":"2024-08-20T02:02:39","slug":"august-19-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47195","title":{"rendered":"August 19, 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-0.0858 %<\/td>\n2,221.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0858 %<\/td>\n4,261.5<\/td>\n<\/tr>\n
Floater<\/td>\n10.06 %<\/td>\n10.29 %<\/td>\n31,340<\/td>\n9.24<\/td>\n2<\/td>\n-0.0858 %<\/td>\n2,455.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7740 %<\/td>\n3,578.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.65 %<\/td>\n5.61 %<\/td>\n29,901<\/td>\n1.15<\/td>\n4<\/td>\n0.7740 %<\/td>\n4,272.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7740 %<\/td>\n3,333.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5834 %<\/td>\n2,858.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.02 %<\/td>\n6.15 %<\/td>\n56,612<\/td>\n13.66<\/td>\n31<\/td>\n0.5834 %<\/td>\n3,116.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.41 %<\/td>\n6.84 %<\/td>\n136,278<\/td>\n12.57<\/td>\n62<\/td>\n0.4685 %<\/td>\n2,655.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.85 %<\/td>\n5.99 %<\/td>\n66,268<\/td>\n13.85<\/td>\n21<\/td>\n0.4887 %<\/td>\n3,093.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.75 %<\/td>\n8.74 %<\/td>\n24,676<\/td>\n10.57<\/td>\n3<\/td>\n0.1576 %<\/td>\n2,757.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.72 %<\/td>\n5.74 %<\/td>\n233,858<\/td>\n12.07<\/td>\n5<\/td>\n-0.0078 %<\/td>\n2,564.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4685 %<\/td>\n2,714.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.25 %<\/td>\n101,508<\/td>\n13.54<\/td>\n14<\/td>\n1.7435 %<\/td>\n2,805.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 23.14
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 23.17
\nEvaluated at bid price : 24.98
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n4.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n6.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n13.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n33.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.30 %<\/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>\n457,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n114,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n50,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n47,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n46,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n32,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
There were 15 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
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 25.50 – 26.50
\nSpot Rate : 1.0000
\nAverage : 0.6240<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 23.35
\nEvaluated at bid price : 25.50
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 24.30 – 25.20
\nSpot Rate : 0.9000
\nAverage : 0.5289<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.20 – 15.65
\nSpot Rate : 1.4500
\nAverage : 1.1492<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 21.85 – 23.39
\nSpot Rate : 1.5400
\nAverage : 1.2769<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 23.30 – 23.75
\nSpot Rate : 0.4500
\nAverage : 0.2885<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.30
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 20.19 – 20.64
\nSpot Rate : 0.4500
\nAverage : 0.2922<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-19
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 6.90 %<\/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-47195","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47195","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=47195"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47195\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47195"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47195"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47195"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}