{"id":47230,"date":"2024-08-29T20:03:35","date_gmt":"2024-08-30T01:03:35","guid":{"rendered":"https:\/\/prefblog.com\/?p=47230"},"modified":"2024-08-29T20:03:35","modified_gmt":"2024-08-30T01:03:35","slug":"august-29-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47230","title":{"rendered":"August 29, 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>\n0.2160 %<\/td>\n2,212.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2160 %<\/td>\n4,243.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.11 %<\/td>\n10.42 %<\/td>\n32,911<\/td>\n9.12<\/td>\n2<\/td>\n0.2160 %<\/td>\n2,445.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8736 %<\/td>\n3,549.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n5.22 %<\/td>\n30,328<\/td>\n1.13<\/td>\n4<\/td>\n0.8736 %<\/td>\n4,238.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8736 %<\/td>\n3,306.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0869 %<\/td>\n2,892.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.95 %<\/td>\n6.08 %<\/td>\n58,750<\/td>\n13.73<\/td>\n31<\/td>\n0.0869 %<\/td>\n3,154.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.42 %<\/td>\n6.79 %<\/td>\n122,894<\/td>\n12.68<\/td>\n60<\/td>\n0.2964 %<\/td>\n2,684.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.88 %<\/td>\n69,417<\/td>\n14.00<\/td>\n21<\/td>\n0.7110 %<\/td>\n3,137.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.68 %<\/td>\n8.71 %<\/td>\n26,633<\/td>\n10.74<\/td>\n3<\/td>\n0.1740 %<\/td>\n2,775.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.67 %<\/td>\n5.66 %<\/td>\n223,602<\/td>\n3.83<\/td>\n5<\/td>\n0.1387 %<\/td>\n2,584.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2964 %<\/td>\n2,743.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.17 %<\/td>\n6.02 %<\/td>\n99,704<\/td>\n13.88<\/td>\n14<\/td>\n0.0782 %<\/td>\n2,840.0<\/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
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-4.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 22.91
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.30
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.67
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.66
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.10
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n5.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 22.61
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.82 %<\/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
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n249,515<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n103,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.26
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n52,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n46,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.82
\nEvaluated at bid price : 21.82
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n39,158<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n30,640<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.21
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
There were 10 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
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.50 – 22.25
\nSpot Rate : 2.7500
\nAverage : 1.7584<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.20 – 22.39
\nSpot Rate : 1.1900
\nAverage : 0.7650<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.75 – 20.99
\nSpot Rate : 1.2400
\nAverage : 0.8281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.00 – 22.90
\nSpot Rate : 0.9000
\nAverage : 0.6299<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n

FTS.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 15.20 – 15.79
\nSpot Rate : 0.5900
\nAverage : 0.3654<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.50 – 16.90
\nSpot Rate : 1.4000
\nAverage : 1.2233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-29
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.68 %<\/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-47230","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47230","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=47230"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47230\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47230"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47230"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47230"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}