{"id":47312,"date":"2024-09-06T18:59:33","date_gmt":"2024-09-06T23:59:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=47312"},"modified":"2024-09-06T18:59:33","modified_gmt":"2024-09-06T23:59:33","slug":"september-6-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47312","title":{"rendered":"September 6, 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>\n0.7372 %<\/td>\n2,215.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7372 %<\/td>\n4,248.7<\/td>\n<\/tr>\n
Floater<\/td>\n9.72 %<\/td>\n10.01 %<\/td>\n79,384<\/td>\n9.42<\/td>\n2<\/td>\n0.7372 %<\/td>\n2,448.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4060 %<\/td>\n3,547.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n5.28 %<\/td>\n32,939<\/td>\n1.11<\/td>\n4<\/td>\n-0.4060 %<\/td>\n4,236.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4060 %<\/td>\n3,305.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0847 %<\/td>\n2,914.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.91 %<\/td>\n6.05 %<\/td>\n58,681<\/td>\n13.78<\/td>\n31<\/td>\n0.0847 %<\/td>\n3,177.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n6.79 %<\/td>\n114,099<\/td>\n12.68<\/td>\n58<\/td>\n-0.0024 %<\/td>\n2,688.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.86 %<\/td>\n68,312<\/td>\n14.15<\/td>\n20<\/td>\n0.3857 %<\/td>\n3,136.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.37 %<\/td>\n8.47 %<\/td>\n35,059<\/td>\n10.77<\/td>\n2<\/td>\n0.4162 %<\/td>\n2,767.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.72 %<\/td>\n210,042<\/td>\n13.39<\/td>\n7<\/td>\n-0.1556 %<\/td>\n2,570.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0024 %<\/td>\n2,747.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.17 %<\/td>\n6.04 %<\/td>\n102,691<\/td>\n13.83<\/td>\n14<\/td>\n0.5085 %<\/td>\n2,842.5<\/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
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 14.31
\nEvaluated at bid price : 14.31
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.71
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 11.63
\nEvaluated at bid price : 11.63
\nBid-YTW : 10.01 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.41
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.74
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 17.30
\nEvaluated at bid price : 17.30
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 22.70
\nEvaluated at bid price : 22.98
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 21.75
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n6.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n12.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.75 %<\/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
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n127,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n116,830<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 23.48
\nEvaluated at bid price : 25.82
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n94,689<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n58,216<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 18.09
\nEvaluated at bid price : 18.09
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n58,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 23.19
\nEvaluated at bid price : 25.03
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n57,332<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.37 %<\/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
BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.00
\nSpot Rate : 0.9000
\nAverage : 0.6441<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.10
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.50 – 21.19
\nSpot Rate : 0.6900
\nAverage : 0.4384<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.31 – 14.93
\nSpot Rate : 0.6200
\nAverage : 0.4083<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 14.31
\nEvaluated at bid price : 14.31
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n

BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 24.20 – 24.78
\nSpot Rate : 0.5800
\nAverage : 0.3793<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.20
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.05 – 22.05
\nSpot Rate : 1.0000
\nAverage : 0.7996<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nInsurance Straight<\/td>\nQuote: 23.85 – 24.44
\nSpot Rate : 0.5900
\nAverage : 0.3898<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-06
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.08 %<\/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-47312","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47312","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=47312"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47312\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47312"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47312"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47312"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}