{"id":47444,"date":"2024-10-06T18:43:25","date_gmt":"2024-10-06T23:43:25","guid":{"rendered":"https:\/\/prefblog.com\/?p=47444"},"modified":"2024-10-06T18:43:25","modified_gmt":"2024-10-06T23:43:25","slug":"october-4-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47444","title":{"rendered":"October 4, 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-0.8370 %<\/td>\n2,146.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8370 %<\/td>\n4,117.0<\/td>\n<\/tr>\n
Floater<\/td>\n10.03 %<\/td>\n10.16 %<\/td>\n84,446<\/td>\n9.44<\/td>\n2<\/td>\n-0.8370 %<\/td>\n2,372.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1604 %<\/td>\n3,606.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n5.12 %<\/td>\n113,187<\/td>\n4.17<\/td>\n4<\/td>\n0.1604 %<\/td>\n4,306.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1604 %<\/td>\n3,360.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2264 %<\/td>\n2,918.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.90 %<\/td>\n6.00 %<\/td>\n50,114<\/td>\n13.88<\/td>\n31<\/td>\n-0.2264 %<\/td>\n3,182.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n6.53 %<\/td>\n119,226<\/td>\n12.79<\/td>\n58<\/td>\n0.4647 %<\/td>\n2,675.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.80 %<\/td>\n61,826<\/td>\n14.23<\/td>\n20<\/td>\n-0.0620 %<\/td>\n3,158.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.23 %<\/td>\n8.37 %<\/td>\n29,269<\/td>\n11.02<\/td>\n2<\/td>\n-0.1057 %<\/td>\n2,711.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.51 %<\/td>\n219,280<\/td>\n13.55<\/td>\n7<\/td>\n-0.0666 %<\/td>\n2,577.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4647 %<\/td>\n2,734.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n5.87 %<\/td>\n98,893<\/td>\n14.06<\/td>\n14<\/td>\n0.5524 %<\/td>\n2,829.1<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-4.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.38
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.58
\nEvaluated at bid price : 24.17
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.73
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.37
\nEvaluated at bid price : 23.17
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.29
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.06
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n5.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.81 %<\/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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n108,863<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n55,838<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n50,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.89
\nEvaluated at bid price : 24.02
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n43,000<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n39,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n38,200<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.36
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
There were 18 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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.25 – 22.54
\nSpot Rate : 1.2900
\nAverage : 0.8774<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 20.40 – 21.40
\nSpot Rate : 1.0000
\nAverage : 0.6795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.90 – 24.15
\nSpot Rate : 1.2500
\nAverage : 1.0137<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.52 – 20.10
\nSpot Rate : 0.5800
\nAverage : 0.3678<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 24.99 – 25.45
\nSpot Rate : 0.4600
\nAverage : 0.3027<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.99
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.00 – 23.00
\nSpot Rate : 1.0000
\nAverage : 0.8489<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-04
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.04 %<\/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-47444","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47444","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=47444"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47444\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47444"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47444"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47444"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}