{"id":47224,"date":"2024-08-27T20:29:40","date_gmt":"2024-08-28T01:29:40","guid":{"rendered":"https:\/\/prefblog.com\/?p=47224"},"modified":"2024-08-27T20:29:40","modified_gmt":"2024-08-28T01:29:40","slug":"august-27-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47224","title":{"rendered":"August 27, 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-0.0430 %<\/td>\n2,216.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0430 %<\/td>\n4,250.5<\/td>\n<\/tr>\n
Floater<\/td>\n10.09 %<\/td>\n10.37 %<\/td>\n77,184<\/td>\n9.16<\/td>\n2<\/td>\n-0.0430 %<\/td>\n2,449.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0309 %<\/td>\n3,507.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n5.91 %<\/td>\n29,321<\/td>\n1.14<\/td>\n4<\/td>\n-0.0309 %<\/td>\n4,188.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0309 %<\/td>\n3,267.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4208 %<\/td>\n2,892.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.95 %<\/td>\n6.09 %<\/td>\n59,529<\/td>\n13.73<\/td>\n31<\/td>\n0.4208 %<\/td>\n3,153.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n6.79 %<\/td>\n128,985<\/td>\n12.69<\/td>\n60<\/td>\n-0.1841 %<\/td>\n2,670.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.80 %<\/td>\n5.94 %<\/td>\n69,254<\/td>\n13.90<\/td>\n21<\/td>\n-0.4727 %<\/td>\n3,123.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.62 %<\/td>\n8.60 %<\/td>\n26,166<\/td>\n10.69<\/td>\n3<\/td>\n0.8528 %<\/td>\n2,794.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.69 %<\/td>\n5.64 %<\/td>\n223,097<\/td>\n12.12<\/td>\n5<\/td>\n0.5587 %<\/td>\n2,576.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1841 %<\/td>\n2,730.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n6.08 %<\/td>\n104,940<\/td>\n13.81<\/td>\n14<\/td>\n0.0410 %<\/td>\n2,826.7<\/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\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-7.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-6.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 23.18
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 16.99
\nEvaluated at bid price : 16.99
\nBid-YTW : 8.60 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.13
\nEvaluated at bid price : 20.13
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.70 %<\/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
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n329,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n126,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n78,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n46,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n41,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n27,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 23.47
\nEvaluated at bid price : 25.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
There were 16 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: 18.00 – 21.00
\nSpot Rate : 3.0000
\nAverage : 2.0692<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 21.75 – 23.70
\nSpot Rate : 1.9500
\nAverage : 1.2928<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.50 – 20.75
\nSpot Rate : 1.2500
\nAverage : 0.7820<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.50 – 18.65
\nSpot Rate : 1.1500
\nAverage : 0.6960<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 21.10
\nSpot Rate : 1.1000
\nAverage : 0.6477<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.55 – 24.84
\nSpot Rate : 1.2900
\nAverage : 0.8859<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-27
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.58 %<\/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-47224","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47224","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=47224"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47224\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47224"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47224"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47224"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}