{"id":47381,"date":"2024-09-19T20:44:06","date_gmt":"2024-09-20T01:44:06","guid":{"rendered":"https:\/\/prefblog.com\/?p=47381"},"modified":"2024-09-19T20:44:06","modified_gmt":"2024-09-20T01:44:06","slug":"september-19-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47381","title":{"rendered":"September 19, 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>\n0.3506 %<\/td>\n2,183.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3506 %<\/td>\n4,188.4<\/td>\n<\/tr>\n
Floater<\/td>\n9.86 %<\/td>\n9.95 %<\/td>\n41,267<\/td>\n9.64<\/td>\n2<\/td>\n0.3506 %<\/td>\n2,413.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1015 %<\/td>\n3,566.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n5.20 %<\/td>\n37,596<\/td>\n1.08<\/td>\n4<\/td>\n0.1015 %<\/td>\n4,259.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1015 %<\/td>\n3,323.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4942 %<\/td>\n2,919.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.90 %<\/td>\n6.01 %<\/td>\n56,272<\/td>\n13.84<\/td>\n31<\/td>\n-0.4942 %<\/td>\n3,183.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n6.56 %<\/td>\n119,905<\/td>\n13.00<\/td>\n58<\/td>\n0.2502 %<\/td>\n2,671.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.74 %<\/td>\n5.75 %<\/td>\n68,025<\/td>\n14.29<\/td>\n20<\/td>\n0.1984 %<\/td>\n3,154.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.29 %<\/td>\n8.34 %<\/td>\n33,734<\/td>\n11.09<\/td>\n2<\/td>\n0.0520 %<\/td>\n2,757.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.51 %<\/td>\n220,020<\/td>\n13.57<\/td>\n7<\/td>\n0.1947 %<\/td>\n2,576.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2502 %<\/td>\n2,730.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n5.91 %<\/td>\n100,286<\/td>\n14.08<\/td>\n14<\/td>\n-0.0989 %<\/td>\n2,828.0<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-18.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-8.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-5.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.18
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n11.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 6.79 %<\/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.N<\/td>\nFixedReset Ins Non<\/td>\n88,455<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n85,871<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.86
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n53,870<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n53,840<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n52,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.26
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n52,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 6.46 %<\/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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.00 – 19.60
\nSpot Rate : 3.6000
\nAverage : 2.0872<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.00 – 20.00
\nSpot Rate : 2.0000
\nAverage : 1.2307<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 21.50
\nSpot Rate : 2.5000
\nAverage : 2.0449<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.08 – 15.24
\nSpot Rate : 1.1600
\nAverage : 0.7502<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n

SLF.PR.D<\/td>\nInsurance Straight<\/td>\nQuote: 20.43 – 21.30
\nSpot Rate : 0.8700
\nAverage : 0.5237<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 23.10 – 23.99
\nSpot Rate : 0.8900
\nAverage : 0.5932<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-19
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.75 %<\/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-47381","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47381","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=47381"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47381\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47381"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47381"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47381"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}