{"id":47399,"date":"2024-09-26T20:28:37","date_gmt":"2024-09-27T01:28:37","guid":{"rendered":"https:\/\/prefblog.com\/?p=47399"},"modified":"2024-09-26T20:28:37","modified_gmt":"2024-09-27T01:28:37","slug":"september-26-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47399","title":{"rendered":"September 26, 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-0.1754 %<\/td>\n2,170.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1754 %<\/td>\n4,162.8<\/td>\n<\/tr>\n
Floater<\/td>\n9.92 %<\/td>\n10.01 %<\/td>\n86,295<\/td>\n9.58<\/td>\n2<\/td>\n-0.1754 %<\/td>\n2,399.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4464 %<\/td>\n3,548.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.69 %<\/td>\n5.40 %<\/td>\n41,974<\/td>\n1.06<\/td>\n4<\/td>\n-0.4464 %<\/td>\n4,237.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4464 %<\/td>\n3,305.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2302 %<\/td>\n2,927.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.88 %<\/td>\n5.99 %<\/td>\n52,140<\/td>\n13.87<\/td>\n31<\/td>\n-0.2302 %<\/td>\n3,191.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n6.57 %<\/td>\n116,948<\/td>\n12.95<\/td>\n58<\/td>\n-0.3754 %<\/td>\n2,642.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.74 %<\/td>\n5.76 %<\/td>\n64,595<\/td>\n14.27<\/td>\n20<\/td>\n-0.0737 %<\/td>\n3,150.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.38 %<\/td>\n8.48 %<\/td>\n32,385<\/td>\n10.93<\/td>\n2<\/td>\n-0.0524 %<\/td>\n2,733.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.54 %<\/td>\n232,635<\/td>\n13.54<\/td>\n7<\/td>\n0.1170 %<\/td>\n2,570.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3754 %<\/td>\n2,700.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.28 %<\/td>\n5.79 %<\/td>\n105,319<\/td>\n13.98<\/td>\n14<\/td>\n-1.6609 %<\/td>\n2,783.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-24.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 9.71 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-14.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 17.97
\nEvaluated at bid price : 17.97
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-8.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.04
\nEvaluated at bid price : 21.04
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.69
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 16.40
\nEvaluated at bid price : 16.40
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 23.22
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n5.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 7.01 %<\/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
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n50,880<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n21,802<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n20,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 11.36
\nEvaluated at bid price : 11.36
\nBid-YTW : 10.05 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n19,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n18,293<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 23.28
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n15,149<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 25.05
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
There were 6 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
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 16.00 – 21.40
\nSpot Rate : 5.4000
\nAverage : 3.2491<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 9.71 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.97 – 21.10
\nSpot Rate : 3.1300
\nAverage : 1.7413<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 17.97
\nEvaluated at bid price : 17.97
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n

PVS.PR.I<\/td>\nSplitShare<\/td>\nQuote: 24.90 – 25.90
\nSpot Rate : 1.0000
\nAverage : 0.5604<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.82 – 18.82
\nSpot Rate : 1.0000
\nAverage : 0.5806<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.00 – 20.08
\nSpot Rate : 2.0800
\nAverage : 1.7895<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.80 – 20.70
\nSpot Rate : 0.9000
\nAverage : 0.6145<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-26
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.07 %<\/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-47399","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47399","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=47399"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47399\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47399"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47399"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47399"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}