{"id":47465,"date":"2024-10-11T20:52:49","date_gmt":"2024-10-12T01:52:49","guid":{"rendered":"https:\/\/prefblog.com\/?p=47465"},"modified":"2024-10-11T20:52:49","modified_gmt":"2024-10-12T01:52:49","slug":"october-11-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47465","title":{"rendered":"October 11, 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>\n0.0427 %<\/td>\n2,143.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0427 %<\/td>\n4,110.9<\/td>\n<\/tr>\n
Floater<\/td>\n9.63 %<\/td>\n10.17 %<\/td>\n35,865<\/td>\n9.42<\/td>\n4<\/td>\n0.0427 %<\/td>\n2,369.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,600.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.38 %<\/td>\n41,613<\/td>\n1.32<\/td>\n8<\/td>\n-0.0050 %<\/td>\n4,299.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,354.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1186 %<\/td>\n2,879.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.98 %<\/td>\n6.04 %<\/td>\n50,555<\/td>\n13.86<\/td>\n31<\/td>\n-0.1186 %<\/td>\n3,139.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n6.89 %<\/td>\n121,620<\/td>\n12.51<\/td>\n58<\/td>\n-0.3477 %<\/td>\n2,653.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.81 %<\/td>\n5.83 %<\/td>\n58,729<\/td>\n14.12<\/td>\n20<\/td>\n-0.5332 %<\/td>\n3,115.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.02 %<\/td>\n8.13 %<\/td>\n27,944<\/td>\n11.26<\/td>\n1<\/td>\n0.0915 %<\/td>\n2,769.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.48 %<\/td>\n5.80 %<\/td>\n200,632<\/td>\n13.58<\/td>\n7<\/td>\n-0.2569 %<\/td>\n2,555.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3477 %<\/td>\n2,712.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.20 %<\/td>\n96,550<\/td>\n13.66<\/td>\n14<\/td>\n-0.0789 %<\/td>\n2,812.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-13.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-8.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-4.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.79
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 17.54
\nEvaluated at bid price : 17.54
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.77
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.44
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.16
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.03
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.49
\nEvaluated at bid price : 19.49
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.55
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n6.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.66 %<\/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
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n110,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.18
\nEvaluated at bid price : 19.18
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n44,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n41,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n37,713<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.85
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n23,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 11.24
\nEvaluated at bid price : 11.24
\nBid-YTW : 10.20 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n20,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.48 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 20.79 – 24.16
\nSpot Rate : 3.3700
\nAverage : 1.8720<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 20.32 – 22.30
\nSpot Rate : 1.9800
\nAverage : 1.0976<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.96 – 24.99
\nSpot Rate : 2.0300
\nAverage : 1.3321<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.96
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

TD.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.79 – 24.10
\nSpot Rate : 1.3100
\nAverage : 0.8064<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.79
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.82 – 20.69
\nSpot Rate : 0.8700
\nAverage : 0.5662<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 19.80 – 20.50
\nSpot Rate : 0.7000
\nAverage : 0.4804<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-11
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.67 %<\/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-47465","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47465","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=47465"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47465\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47465"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47465"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47465"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}