{"id":47330,"date":"2024-09-13T19:16:46","date_gmt":"2024-09-14T00:16:46","guid":{"rendered":"https:\/\/prefblog.com\/?p=47330"},"modified":"2024-09-13T19:16:46","modified_gmt":"2024-09-14T00:16:46","slug":"september-13-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47330","title":{"rendered":"September 13, 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-1.6738 %<\/td>\n2,184.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6738 %<\/td>\n4,190.2<\/td>\n<\/tr>\n
Floater<\/td>\n9.85 %<\/td>\n9.92 %<\/td>\n40,399<\/td>\n9.68<\/td>\n2<\/td>\n-1.6738 %<\/td>\n2,414.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0305 %<\/td>\n3,550.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n5.60 %<\/td>\n33,375<\/td>\n1.09<\/td>\n4<\/td>\n-0.0305 %<\/td>\n4,240.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0305 %<\/td>\n3,308.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1538 %<\/td>\n2,922.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.89 %<\/td>\n6.01 %<\/td>\n57,634<\/td>\n13.84<\/td>\n31<\/td>\n-0.1538 %<\/td>\n3,187.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n6.54 %<\/td>\n110,705<\/td>\n13.02<\/td>\n58<\/td>\n0.1795 %<\/td>\n2,674.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.84 %<\/td>\n66,113<\/td>\n14.21<\/td>\n20<\/td>\n-0.2703 %<\/td>\n3,134.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.24 %<\/td>\n8.18 %<\/td>\n32,147<\/td>\n11.24<\/td>\n2<\/td>\n-0.3604 %<\/td>\n2,775.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.52 %<\/td>\n217,035<\/td>\n13.60<\/td>\n7<\/td>\n0.0390 %<\/td>\n2,568.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1795 %<\/td>\n2,733.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.17 %<\/td>\n5.89 %<\/td>\n96,553<\/td>\n14.11<\/td>\n14<\/td>\n-0.0781 %<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.66
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 11.46
\nEvaluated at bid price : 11.46
\nBid-YTW : 9.92 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.52
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.79
\nEvaluated at bid price : 22.24
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.26
\nBid-YTW : 8.18 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n6.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.64
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n8.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n20.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.29 %<\/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
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n133,040<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n101,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n99,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 23.49
\nEvaluated at bid price : 25.85
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n93,025<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 22.26
\nEvaluated at bid price : 23.01
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n62,766<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 23.30
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n57,317<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
There were 14 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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.00 – 22.50
\nSpot Rate : 1.5000
\nAverage : 1.0005<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.66 – 21.99
\nSpot Rate : 1.3300
\nAverage : 0.9295<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 20.66
\nEvaluated at bid price : 20.66
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.77 – 20.69
\nSpot Rate : 0.9200
\nAverage : 0.5769<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 19.77
\nEvaluated at bid price : 19.77
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.20 – 21.00
\nSpot Rate : 0.8000
\nAverage : 0.4578<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.50 – 22.75
\nSpot Rate : 1.2500
\nAverage : 0.9427<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.64 – 23.49
\nSpot Rate : 0.8500
\nAverage : 0.6139<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-13
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.64
\nBid-YTW : 5.86 %<\/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-47330","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47330","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=47330"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47330\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47330"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47330"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47330"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}