{"id":47222,"date":"2024-08-26T21:20:14","date_gmt":"2024-08-27T02:20:14","guid":{"rendered":"https:\/\/prefblog.com\/?p=47222"},"modified":"2024-08-26T21:20:14","modified_gmt":"2024-08-27T02:20:14","slug":"august-26-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47222","title":{"rendered":"August 26, 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-0.3002 %<\/td>\n2,217.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3002 %<\/td>\n4,252.4<\/td>\n<\/tr>\n
Floater<\/td>\n10.09 %<\/td>\n10.36 %<\/td>\n75,592<\/td>\n9.17<\/td>\n2<\/td>\n-0.3002 %<\/td>\n2,450.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4106 %<\/td>\n3,508.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n5.66 %<\/td>\n29,357<\/td>\n1.14<\/td>\n4<\/td>\n-0.4106 %<\/td>\n4,189.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4106 %<\/td>\n3,268.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1189 %<\/td>\n2,880.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.98 %<\/td>\n6.12 %<\/td>\n59,965<\/td>\n13.69<\/td>\n31<\/td>\n0.1189 %<\/td>\n3,140.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.41 %<\/td>\n6.76 %<\/td>\n134,728<\/td>\n12.68<\/td>\n61<\/td>\n0.2195 %<\/td>\n2,675.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.94 %<\/td>\n71,459<\/td>\n13.91<\/td>\n21<\/td>\n0.4283 %<\/td>\n3,138.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.70 %<\/td>\n8.72 %<\/td>\n24,538<\/td>\n10.58<\/td>\n3<\/td>\n0.0697 %<\/td>\n2,770.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.73 %<\/td>\n5.78 %<\/td>\n225,436<\/td>\n12.09<\/td>\n5<\/td>\n-0.0543 %<\/td>\n2,562.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2195 %<\/td>\n2,735.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n6.09 %<\/td>\n105,718<\/td>\n13.94<\/td>\n14<\/td>\n0.4254 %<\/td>\n2,825.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 23.47
\nEvaluated at bid price : 25.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.17
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.50
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.44
\nEvaluated at bid price : 20.44
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.94
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.12
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
FFH.PR.M<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.42
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 24.13
\nEvaluated at bid price : 24.38
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.84
\nEvaluated at bid price : 20.84
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 7.20 %<\/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
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n139,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n89,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n43,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.44
\nEvaluated at bid price : 20.44
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n43,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 22.88
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n43,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 19.71
\nEvaluated at bid price : 19.71
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n42,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 17.99
\nEvaluated at bid price : 17.99
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
There were 8 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
BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 15.80 – 19.35
\nSpot Rate : 3.5500
\nAverage : 2.8042<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 9.06 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 22.25 – 23.60
\nSpot Rate : 1.3500
\nAverage : 0.9128<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 23.10
\nSpot Rate : 2.1000
\nAverage : 1.7038<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.00 – 20.99
\nSpot Rate : 0.9900
\nAverage : 0.6296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nInsurance Straight<\/td>\nQuote: 22.50 – 23.47
\nSpot Rate : 0.9700
\nAverage : 0.6925<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.01 – 18.00
\nSpot Rate : 0.9900
\nAverage : 0.7396<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-26
\nMaturity Price : 17.01
\nEvaluated at bid price : 17.01
\nBid-YTW : 8.04 %<\/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-47222","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47222","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=47222"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47222\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47222"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47222"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47222"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}