{"id":47452,"date":"2024-10-07T21:24:37","date_gmt":"2024-10-08T02:24:37","guid":{"rendered":"https:\/\/prefblog.com\/?p=47452"},"modified":"2024-10-07T21:24:37","modified_gmt":"2024-10-08T02:24:37","slug":"october-7-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47452","title":{"rendered":"October 7, 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-0.2768 %<\/td>\n2,140.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2768 %<\/td>\n4,105.6<\/td>\n<\/tr>\n
Floater<\/td>\n9.64 %<\/td>\n10.18 %<\/td>\n36,634<\/td>\n9.42<\/td>\n4<\/td>\n-0.2768 %<\/td>\n2,366.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2199 %<\/td>\n3,598.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.22 %<\/td>\n44,013<\/td>\n1.33<\/td>\n8<\/td>\n-0.2199 %<\/td>\n4,297.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2199 %<\/td>\n3,352.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2773 %<\/td>\n2,910.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.91 %<\/td>\n6.02 %<\/td>\n49,725<\/td>\n13.85<\/td>\n31<\/td>\n-0.2773 %<\/td>\n3,173.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.49 %<\/td>\n6.88 %<\/td>\n117,482<\/td>\n12.48<\/td>\n58<\/td>\n0.0440 %<\/td>\n2,676.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.76 %<\/td>\n5.81 %<\/td>\n59,743<\/td>\n14.17<\/td>\n20<\/td>\n-0.4437 %<\/td>\n3,144.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.23 %<\/td>\n8.33 %<\/td>\n28,194<\/td>\n11.06<\/td>\n1<\/td>\n1.4012 %<\/td>\n2,749.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.80 %<\/td>\n216,504<\/td>\n13.50<\/td>\n7<\/td>\n-0.4163 %<\/td>\n2,567.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0440 %<\/td>\n2,736.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n6.32 %<\/td>\n100,320<\/td>\n13.59<\/td>\n14<\/td>\n-0.0682 %<\/td>\n2,827.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-5.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-5.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.61
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.35
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.86
\nEvaluated at bid price : 24.30
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.25
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.71
\nBid-YTW : 8.33 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 16.59
\nEvaluated at bid price : 16.59
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.23
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n4.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 7.69 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n178,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.15
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n118,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n52,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.33
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n48,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.29
\nEvaluated at bid price : 25.24
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n32,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n28,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
There were 15 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: 20.75 – 22.78
\nSpot Rate : 2.0300
\nAverage : 1.2774<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.40 – 23.74
\nSpot Rate : 1.3400
\nAverage : 0.8281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.75 – 23.05
\nSpot Rate : 1.3000
\nAverage : 0.7946<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.70 – 22.80
\nSpot Rate : 1.1000
\nAverage : 0.7609<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.20 – 16.97
\nSpot Rate : 0.7700
\nAverage : 0.4620<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.11 – 23.70
\nSpot Rate : 0.5900
\nAverage : 0.4042<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-07
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.11
\nBid-YTW : 6.75 %<\/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-47452","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47452","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=47452"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47452\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47452"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47452"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47452"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}