{"id":47323,"date":"2024-09-10T18:45:21","date_gmt":"2024-09-10T23:45:21","guid":{"rendered":"https:\/\/prefblog.com\/?p=47323"},"modified":"2024-09-10T18:45:21","modified_gmt":"2024-09-10T23:45:21","slug":"september-10-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47323","title":{"rendered":"September 10, 2024"},"content":{"rendered":"

I have updated the post ALA.PR.G To Reset To 6.017%<\/a> for what I hope will be the last time.<\/p>\n\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>\n0.0859 %<\/td>\n2,221.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0859 %<\/td>\n4,261.5<\/td>\n<\/tr>\n
Floater<\/td>\n9.69 %<\/td>\n9.99 %<\/td>\n37,730<\/td>\n9.43<\/td>\n2<\/td>\n0.0859 %<\/td>\n2,455.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1840 %<\/td>\n3,542.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n5.71 %<\/td>\n32,912<\/td>\n1.10<\/td>\n4<\/td>\n0.1840 %<\/td>\n4,231.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1840 %<\/td>\n3,301.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2911 %<\/td>\n2,923.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.89 %<\/td>\n6.05 %<\/td>\n59,123<\/td>\n13.77<\/td>\n31<\/td>\n0.2911 %<\/td>\n3,187.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n6.63 %<\/td>\n113,145<\/td>\n12.88<\/td>\n58<\/td>\n-0.2259 %<\/td>\n2,675.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.79 %<\/td>\n5.83 %<\/td>\n67,844<\/td>\n14.14<\/td>\n20<\/td>\n-0.4005 %<\/td>\n3,123.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.29 %<\/td>\n8.40 %<\/td>\n33,381<\/td>\n10.84<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,771.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.54 %<\/td>\n215,933<\/td>\n13.55<\/td>\n7<\/td>\n0.3356 %<\/td>\n2,566.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2259 %<\/td>\n2,734.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.15 %<\/td>\n5.89 %<\/td>\n101,405<\/td>\n14.08<\/td>\n14<\/td>\n1.6028 %<\/td>\n2,851.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-16.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 8.84 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.98
\nEvaluated at bid price : 20.98
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n7.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n33.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 6.11 %<\/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
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n90,740<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n84,745<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n58,345<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n56,658<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.48
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n53,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.68
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n35,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.20
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
There were 18 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 – 19.02
\nSpot Rate : 3.2200
\nAverage : 1.8032<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 8.84 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.50 – 22.75
\nSpot Rate : 1.2500
\nAverage : 0.8087<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.45 – 24.30
\nSpot Rate : 0.8500
\nAverage : 0.5597<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 21.80 – 22.40
\nSpot Rate : 0.6000
\nAverage : 0.3493<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.25 – 21.95
\nSpot Rate : 0.7000
\nAverage : 0.4740<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.50 – 21.25
\nSpot Rate : 0.7500
\nAverage : 0.5344<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-10
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

I have updated the post ALA.PR.G To Reset To 6.017% for what I hope will be the last time. HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and …<\/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-47323","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47323","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=47323"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47323\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47323"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47323"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47323"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}