{"id":47387,"date":"2024-09-23T21:05:44","date_gmt":"2024-09-24T02:05:44","guid":{"rendered":"https:\/\/prefblog.com\/?p=47387"},"modified":"2024-09-23T21:05:44","modified_gmt":"2024-09-24T02:05:44","slug":"september-23-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47387","title":{"rendered":"September 23, 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-0.0437 %<\/td>\n2,180.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0437 %<\/td>\n4,182.9<\/td>\n<\/tr>\n
Floater<\/td>\n9.87 %<\/td>\n9.96 %<\/td>\n85,401<\/td>\n9.62<\/td>\n2<\/td>\n-0.0437 %<\/td>\n2,410.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5263 %<\/td>\n3,554.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.68 %<\/td>\n5.31 %<\/td>\n40,913<\/td>\n1.06<\/td>\n4<\/td>\n-0.5263 %<\/td>\n4,244.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5263 %<\/td>\n3,311.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0326 %<\/td>\n2,924.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.89 %<\/td>\n6.01 %<\/td>\n54,751<\/td>\n13.85<\/td>\n31<\/td>\n-0.0326 %<\/td>\n3,188.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n6.63 %<\/td>\n116,671<\/td>\n12.93<\/td>\n58<\/td>\n-0.0736 %<\/td>\n2,660.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.76 %<\/td>\n5.80 %<\/td>\n64,749<\/td>\n14.25<\/td>\n20<\/td>\n-0.4189 %<\/td>\n3,141.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.34 %<\/td>\n8.42 %<\/td>\n32,425<\/td>\n11.00<\/td>\n2<\/td>\n0.2356 %<\/td>\n2,745.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.64 %<\/td>\n211,862<\/td>\n13.80<\/td>\n7<\/td>\n-0.4052 %<\/td>\n2,566.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0736 %<\/td>\n2,719.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n5.90 %<\/td>\n98,944<\/td>\n14.06<\/td>\n14<\/td>\n-1.6958 %<\/td>\n2,803.3<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-15.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-8.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.35
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.52
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 23.36
\nEvaluated at bid price : 25.50
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.02
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.01
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 16.51
\nEvaluated at bid price : 16.51
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n5.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 7.35 %<\/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
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n186,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 22.32
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n54,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.01
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n38,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 23.52
\nEvaluated at bid price : 25.97
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n36,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.32
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n31,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n30,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.71
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
There were 10 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: 17.87 – 21.25
\nSpot Rate : 3.3800
\nAverage : 2.1181<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.00 – 20.75
\nSpot Rate : 2.7500
\nAverage : 1.7931<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.70 – 20.70
\nSpot Rate : 2.0000
\nAverage : 1.1772<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.22 – 24.25
\nSpot Rate : 1.0300
\nAverage : 0.6229<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.22
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.25 – 22.17
\nSpot Rate : 0.9200
\nAverage : 0.5606<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.85 – 21.75
\nSpot Rate : 0.9000
\nAverage : 0.5603<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-23
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\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-47387","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47387","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=47387"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47387\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47387"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47387"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47387"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}