{"id":47436,"date":"2024-10-03T18:59:22","date_gmt":"2024-10-03T23:59:22","guid":{"rendered":"https:\/\/prefblog.com\/?p=47436"},"modified":"2024-10-03T18:59:22","modified_gmt":"2024-10-03T23:59:22","slug":"october-3-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47436","title":{"rendered":"October 3, 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>\n0.4425 %<\/td>\n2,164.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4425 %<\/td>\n4,151.8<\/td>\n<\/tr>\n
Floater<\/td>\n9.94 %<\/td>\n10.06 %<\/td>\n83,655<\/td>\n9.52<\/td>\n2<\/td>\n0.4425 %<\/td>\n2,392.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1204 %<\/td>\n3,600.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.25 %<\/td>\n104,681<\/td>\n4.17<\/td>\n4<\/td>\n0.1204 %<\/td>\n4,299.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1204 %<\/td>\n3,354.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3098 %<\/td>\n2,925.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.88 %<\/td>\n5.99 %<\/td>\n48,944<\/td>\n13.89<\/td>\n31<\/td>\n-0.3098 %<\/td>\n3,189.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n6.56 %<\/td>\n116,367<\/td>\n13.01<\/td>\n58<\/td>\n-0.0466 %<\/td>\n2,663.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.80 %<\/td>\n61,756<\/td>\n14.23<\/td>\n20<\/td>\n0.2811 %<\/td>\n3,160.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.22 %<\/td>\n8.34 %<\/td>\n29,523<\/td>\n11.06<\/td>\n2<\/td>\n0.2649 %<\/td>\n2,714.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.42 %<\/td>\n5.52 %<\/td>\n216,278<\/td>\n13.58<\/td>\n7<\/td>\n0.2056 %<\/td>\n2,579.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0466 %<\/td>\n2,722.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n5.92 %<\/td>\n99,858<\/td>\n13.97<\/td>\n14<\/td>\n0.1340 %<\/td>\n2,813.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 23.49
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.13
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 14.76
\nEvaluated at bid price : 14.76
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 15.08
\nEvaluated at bid price : 15.08
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n4.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.52 %<\/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>\n44,600<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n39,665<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.34
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n32,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 23.28
\nEvaluated at bid price : 25.23
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n31,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.89
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n29,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n27,250<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.65 %<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.12 – 17.00
\nSpot Rate : 0.8800
\nAverage : 0.5614<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 16.12
\nEvaluated at bid price : 16.12
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.00 – 18.85
\nSpot Rate : 0.8500
\nAverage : 0.5353<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.59 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 21.24 – 22.82
\nSpot Rate : 1.5800
\nAverage : 1.2685<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.90 – 23.90
\nSpot Rate : 1.0000
\nAverage : 0.7547<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.56 – 21.51
\nSpot Rate : 0.9500
\nAverage : 0.7345<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 22.50 – 23.33
\nSpot Rate : 0.8300
\nAverage : 0.6499<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-03
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.58 %<\/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-47436","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47436","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=47436"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47436\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47436"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47436"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47436"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}