{"id":47454,"date":"2024-10-08T20:49:34","date_gmt":"2024-10-09T01:49:34","guid":{"rendered":"https:\/\/prefblog.com\/?p=47454"},"modified":"2024-10-08T20:49:34","modified_gmt":"2024-10-09T01:49:34","slug":"october-8-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47454","title":{"rendered":"October 8, 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-0.1495 %<\/td>\n2,137.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1495 %<\/td>\n4,099.5<\/td>\n<\/tr>\n
Floater<\/td>\n9.66 %<\/td>\n10.18 %<\/td>\n36,376<\/td>\n9.42<\/td>\n4<\/td>\n-0.1495 %<\/td>\n2,362.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0501 %<\/td>\n3,596.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.25 %<\/td>\n44,131<\/td>\n1.33<\/td>\n8<\/td>\n-0.0501 %<\/td>\n4,295.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0501 %<\/td>\n3,351.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4075 %<\/td>\n2,898.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.94 %<\/td>\n6.03 %<\/td>\n50,218<\/td>\n13.81<\/td>\n31<\/td>\n-0.4075 %<\/td>\n3,160.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n6.93 %<\/td>\n115,028<\/td>\n12.48<\/td>\n58<\/td>\n-0.0781 %<\/td>\n2,674.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.82 %<\/td>\n59,431<\/td>\n14.17<\/td>\n20<\/td>\n0.4780 %<\/td>\n3,159.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.24 %<\/td>\n8.34 %<\/td>\n28,323<\/td>\n11.05<\/td>\n1<\/td>\n-0.0461 %<\/td>\n2,747.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.78 %<\/td>\n209,205<\/td>\n13.50<\/td>\n7<\/td>\n0.0836 %<\/td>\n2,569.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0781 %<\/td>\n2,734.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n6.31 %<\/td>\n96,661<\/td>\n13.59<\/td>\n14<\/td>\n-0.0615 %<\/td>\n2,825.4<\/td>\n<\/tr>\n<\/table>\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
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.96
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n3.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.57 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n93,330<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n80,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.16
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n52,581<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n48,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.12
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n46,780<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.09
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n41,690<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
There were 8 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
IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.96 – 24.99
\nSpot Rate : 2.0300
\nAverage : 1.1745<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.96
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.47 – 23.29
\nSpot Rate : 0.8200
\nAverage : 0.5092<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.75 – 23.13
\nSpot Rate : 1.3800
\nAverage : 1.1008<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.00 – 19.74
\nSpot Rate : 0.7400
\nAverage : 0.5013<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.25 – 22.05
\nSpot Rate : 0.8000
\nAverage : 0.5616<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.05 – 21.65
\nSpot Rate : 0.6000
\nAverage : 0.3964<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-08
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.41 %<\/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-47454","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47454","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=47454"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47454\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47454"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47454"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47454"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}