{"id":47385,"date":"2024-09-20T23:23:38","date_gmt":"2024-09-21T04:23:38","guid":{"rendered":"https:\/\/prefblog.com\/?p=47385"},"modified":"2024-09-20T23:23:38","modified_gmt":"2024-09-21T04:23:38","slug":"september-20-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47385","title":{"rendered":"September 20, 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-0.0873 %<\/td>\n2,181.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0873 %<\/td>\n4,184.7<\/td>\n<\/tr>\n
Floater<\/td>\n9.87 %<\/td>\n9.95 %<\/td>\n86,656<\/td>\n9.64<\/td>\n2<\/td>\n-0.0873 %<\/td>\n2,411.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1723 %<\/td>\n3,572.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n5.05 %<\/td>\n37,868<\/td>\n1.07<\/td>\n4<\/td>\n0.1723 %<\/td>\n4,266.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1723 %<\/td>\n3,329.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2001 %<\/td>\n2,925.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.88 %<\/td>\n6.00 %<\/td>\n55,574<\/td>\n13.84<\/td>\n31<\/td>\n0.2001 %<\/td>\n3,189.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n6.56 %<\/td>\n115,301<\/td>\n12.96<\/td>\n58<\/td>\n-0.3124 %<\/td>\n2,662.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.74 %<\/td>\n5.77 %<\/td>\n65,418<\/td>\n14.29<\/td>\n20<\/td>\n0.0069 %<\/td>\n3,154.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.35 %<\/td>\n8.44 %<\/td>\n33,492<\/td>\n10.99<\/td>\n2<\/td>\n-0.6760 %<\/td>\n2,739.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.52 %<\/td>\n219,507<\/td>\n13.57<\/td>\n7<\/td>\n0.0111 %<\/td>\n2,577.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3124 %<\/td>\n2,721.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.15 %<\/td>\n5.91 %<\/td>\n102,431<\/td>\n14.15<\/td>\n14<\/td>\n0.8397 %<\/td>\n2,851.7<\/td>\n<\/tr>\n<\/table>\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.X<\/td>\nFixedReset Disc<\/td>\n-10.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-5.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 15.76
\nEvaluated at bid price : 15.76
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.08
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.34
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.65
\nBid-YTW : 8.44 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.12
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n4.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n6.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 14.95
\nEvaluated at bid price : 14.95
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n9.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.95 %<\/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.I<\/td>\nFixedReset Ins Non<\/td>\n125,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n105,515<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n81,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.18
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n57,569<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n48,297<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n41,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
There were 15 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 – 19.78
\nSpot Rate : 3.7800
\nAverage : 2.9725<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.21 – 17.02
\nSpot Rate : 1.8100
\nAverage : 1.3697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 15.76 – 16.82
\nSpot Rate : 1.0600
\nAverage : 0.6757<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 15.76
\nEvaluated at bid price : 15.76
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.07 – 18.01
\nSpot Rate : 0.9400
\nAverage : 0.6483<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.20 – 22.03
\nSpot Rate : 0.8300
\nAverage : 0.5642<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 21.60
\nSpot Rate : 2.6000
\nAverage : 2.3352<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-20
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 8.17 %<\/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-47385","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47385","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=47385"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47385\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47385"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47385"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47385"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}