{"id":47317,"date":"2024-09-09T19:50:06","date_gmt":"2024-09-10T00:50:06","guid":{"rendered":"https:\/\/prefblog.com\/?p=47317"},"modified":"2024-09-09T19:50:06","modified_gmt":"2024-09-10T00:50:06","slug":"september-9-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47317","title":{"rendered":"September 9, 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>\n0.2152 %<\/td>\n2,220.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2152 %<\/td>\n4,257.9<\/td>\n<\/tr>\n
Floater<\/td>\n9.70 %<\/td>\n10.01 %<\/td>\n80,468<\/td>\n9.42<\/td>\n2<\/td>\n0.2152 %<\/td>\n2,453.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3160 %<\/td>\n3,536.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n5.73 %<\/td>\n32,721<\/td>\n1.10<\/td>\n4<\/td>\n-0.3160 %<\/td>\n4,223.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3160 %<\/td>\n3,295.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0223 %<\/td>\n2,914.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.91 %<\/td>\n6.07 %<\/td>\n59,490<\/td>\n13.77<\/td>\n31<\/td>\n0.0223 %<\/td>\n3,178.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n6.63 %<\/td>\n115,120<\/td>\n12.93<\/td>\n58<\/td>\n-0.2415 %<\/td>\n2,681.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.85 %<\/td>\n68,291<\/td>\n14.17<\/td>\n20<\/td>\n-0.0139 %<\/td>\n3,136.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.29 %<\/td>\n8.42 %<\/td>\n34,751<\/td>\n10.82<\/td>\n2<\/td>\n0.1295 %<\/td>\n2,771.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.48 %<\/td>\n5.60 %<\/td>\n212,674<\/td>\n13.79<\/td>\n7<\/td>\n-0.4953 %<\/td>\n2,557.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2415 %<\/td>\n2,741.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n5.86 %<\/td>\n98,752<\/td>\n14.09<\/td>\n14<\/td>\n-1.2666 %<\/td>\n2,806.5<\/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
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-19.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-8.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 23.31
\nEvaluated at bid price : 25.35
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.52
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 5.89 %<\/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.K<\/td>\nFixedReset Ins Non<\/td>\n43,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n30,660<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.79
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n29,501<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 19.97
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n28,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 18.22
\nEvaluated at bid price : 18.22
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n28,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.79
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n27,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
There were 13 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: 14.48 – 19.64
\nSpot Rate : 5.1600
\nAverage : 3.7985<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 14.48
\nEvaluated at bid price : 14.48
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 16.21 – 17.98
\nSpot Rate : 1.7700
\nAverage : 1.0542<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.75 – 17.93
\nSpot Rate : 1.1800
\nAverage : 0.7868<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.70 – 19.68
\nSpot Rate : 0.9800
\nAverage : 0.6400<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.00
\nSpot Rate : 0.9000
\nAverage : 0.6898<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.96 – 20.57
\nSpot Rate : 0.6100
\nAverage : 0.4327<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-09
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 6.27 %<\/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-47317","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47317","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=47317"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47317\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47317"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47317"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47317"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}