{"id":47414,"date":"2024-09-30T20:48:00","date_gmt":"2024-10-01T01:48:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47414"},"modified":"2024-09-30T20:48:00","modified_gmt":"2024-10-01T01:48:00","slug":"september-30-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47414","title":{"rendered":"September 30, 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-0.2193 %<\/td>\n2,169.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2193 %<\/td>\n4,160.9<\/td>\n<\/tr>\n
Floater<\/td>\n9.92 %<\/td>\n10.02 %<\/td>\n85,778<\/td>\n9.56<\/td>\n2<\/td>\n-0.2193 %<\/td>\n2,398.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7806 %<\/td>\n3,570.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n5.32 %<\/td>\n97,166<\/td>\n4.17<\/td>\n4<\/td>\n0.7806 %<\/td>\n4,264.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7806 %<\/td>\n3,327.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2431 %<\/td>\n2,931.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.87 %<\/td>\n5.96 %<\/td>\n50,575<\/td>\n13.91<\/td>\n31<\/td>\n-0.2431 %<\/td>\n3,196.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n6.56 %<\/td>\n113,639<\/td>\n12.86<\/td>\n58<\/td>\n0.0689 %<\/td>\n2,659.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.71 %<\/td>\n5.74 %<\/td>\n63,968<\/td>\n14.29<\/td>\n20<\/td>\n0.1607 %<\/td>\n3,167.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.13 %<\/td>\n8.28 %<\/td>\n31,184<\/td>\n11.13<\/td>\n2<\/td>\n0.2885 %<\/td>\n2,741.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.55 %<\/td>\n224,559<\/td>\n13.57<\/td>\n7<\/td>\n-0.1113 %<\/td>\n2,568.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0689 %<\/td>\n2,718.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n5.89 %<\/td>\n102,334<\/td>\n14.03<\/td>\n14<\/td>\n0.0378 %<\/td>\n2,811.5<\/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
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-9.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.76
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 23.62
\nEvaluated at bid price : 25.83
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 19.29
\nEvaluated at bid price : 19.29
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 23.17
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.60
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.34 %<\/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
PVS.PR.L<\/td>\nSplitShare<\/td>\n158,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n101,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.82
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n29,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n21,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n20,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n15,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.15 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.51 – 22.78
\nSpot Rate : 2.2700
\nAverage : 1.4027<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.22 – 21.45
\nSpot Rate : 1.2300
\nAverage : 0.6919<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.00 – 20.75
\nSpot Rate : 2.7500
\nAverage : 2.2196<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.75 – 21.89
\nSpot Rate : 1.1400
\nAverage : 0.7111<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.21 – 17.00
\nSpot Rate : 1.7900
\nAverage : 1.3647<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.10 – 19.97
\nSpot Rate : 0.8700
\nAverage : 0.5610<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-09-30
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.27 %<\/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-47414","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47414","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=47414"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47414\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47414"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47414"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47414"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}