{"id":47346,"date":"2024-09-16T19:54:14","date_gmt":"2024-09-17T00:54:14","guid":{"rendered":"https:\/\/prefblog.com\/?p=47346"},"modified":"2024-09-16T19:54:14","modified_gmt":"2024-09-17T00:54:14","slug":"september-16-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47346","title":{"rendered":"September 16, 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-1.0912 %<\/td>\n2,160.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0912 %<\/td>\n4,144.5<\/td>\n<\/tr>\n
Floater<\/td>\n9.96 %<\/td>\n9.94 %<\/td>\n82,010<\/td>\n9.66<\/td>\n2<\/td>\n-1.0912 %<\/td>\n2,388.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,550.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n5.60 %<\/td>\n35,094<\/td>\n1.08<\/td>\n4<\/td>\n0.0000 %<\/td>\n4,240.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n3,308.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3199 %<\/td>\n2,932.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.87 %<\/td>\n6.02 %<\/td>\n57,282<\/td>\n13.80<\/td>\n31<\/td>\n0.3199 %<\/td>\n3,197.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.45 %<\/td>\n6.60 %<\/td>\n111,102<\/td>\n13.05<\/td>\n58<\/td>\n0.1344 %<\/td>\n2,678.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.75 %<\/td>\n5.80 %<\/td>\n65,372<\/td>\n14.22<\/td>\n20<\/td>\n0.3637 %<\/td>\n3,145.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.25 %<\/td>\n8.25 %<\/td>\n32,696<\/td>\n11.17<\/td>\n2<\/td>\n-0.1550 %<\/td>\n2,771.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.52 %<\/td>\n220,923<\/td>\n13.57<\/td>\n7<\/td>\n-0.0056 %<\/td>\n2,568.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1344 %<\/td>\n2,737.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.17 %<\/td>\n5.91 %<\/td>\n95,541<\/td>\n14.12<\/td>\n14<\/td>\n0.1054 %<\/td>\n2,843.0<\/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
BN.PR.K<\/td>\nFloater<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 11.21
\nEvaluated at bid price : 11.21
\nBid-YTW : 10.16 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 22.64
\nEvaluated at bid price : 22.89
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.89
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 23.54
\nEvaluated at bid price : 24.00
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.52
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.87 %<\/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.B<\/td>\nInsurance Straight<\/td>\n312,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n67,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n33,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.03
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n23,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 23.27
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n15,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.27
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n15,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
There were 5 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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.65 – 21.75
\nSpot Rate : 1.1000
\nAverage : 0.6685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.12 – 22.05
\nSpot Rate : 0.9300
\nAverage : 0.5791<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

BIK.PR.A<\/td>\nFixedReset Prem<\/td>\nQuote: 25.40 – 25.99
\nSpot Rate : 0.5900
\nAverage : 0.3819<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 23.32
\nEvaluated at bid price : 25.40
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.10 – 20.94
\nSpot Rate : 0.8400
\nAverage : 0.6577<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 24.17 – 24.60
\nSpot Rate : 0.4300
\nAverage : 0.2839<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.17
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.15 – 21.95
\nSpot Rate : 0.8000
\nAverage : 0.6792<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-16
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.42 %<\/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-47346","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47346","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=47346"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47346\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47346"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47346"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47346"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}