{"id":47476,"date":"2024-10-17T18:22:38","date_gmt":"2024-10-17T23:22:38","guid":{"rendered":"https:\/\/prefblog.com\/?p=47476"},"modified":"2024-10-17T18:22:38","modified_gmt":"2024-10-17T23:22:38","slug":"october-17-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47476","title":{"rendered":"October 17, 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>\n0.0000 %<\/td>\n2,149.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,122.3<\/td>\n<\/tr>\n
Floater<\/td>\n9.60 %<\/td>\n10.16 %<\/td>\n36,223<\/td>\n9.41<\/td>\n4<\/td>\n0.0000 %<\/td>\n2,375.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0850 %<\/td>\n3,607.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n5.16 %<\/td>\n42,176<\/td>\n1.30<\/td>\n8<\/td>\n0.0850 %<\/td>\n4,308.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0850 %<\/td>\n3,361.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2612 %<\/td>\n2,907.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.92 %<\/td>\n5.99 %<\/td>\n51,005<\/td>\n13.88<\/td>\n31<\/td>\n0.2612 %<\/td>\n3,170.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n6.91 %<\/td>\n118,933<\/td>\n12.51<\/td>\n58<\/td>\n0.0860 %<\/td>\n2,663.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.86 %<\/td>\n57,515<\/td>\n14.09<\/td>\n20<\/td>\n0.3510 %<\/td>\n3,134.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.94 %<\/td>\n8.04 %<\/td>\n26,227<\/td>\n11.32<\/td>\n1<\/td>\n-0.0452 %<\/td>\n2,798.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.71 %<\/td>\n204,443<\/td>\n13.60<\/td>\n7<\/td>\n0.1787 %<\/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>\n0.0860 %<\/td>\n2,722.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.19 %<\/td>\n92,229<\/td>\n13.61<\/td>\n14<\/td>\n-0.2363 %<\/td>\n2,812.5<\/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
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-3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 8.19 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 18.42
\nEvaluated at bid price : 18.42
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 22.53
\nEvaluated at bid price : 22.81
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 24.04
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.39
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n8.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.92 %<\/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
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n89,701<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 24.84
\nEvaluated at bid price : 24.84
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n87,574<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.43
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n87,557<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.63
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n51,914<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n37,455<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n20,516<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 7.60 %<\/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
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.55 – 24.55
\nSpot Rate : 1.0000
\nAverage : 0.6811<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.00 – 16.97
\nSpot Rate : 0.9700
\nAverage : 0.6529<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.90 – 21.95
\nSpot Rate : 1.0500
\nAverage : 0.7655<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.25 – 22.24
\nSpot Rate : 0.9900
\nAverage : 0.7409<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 20.35 – 20.99
\nSpot Rate : 0.6400
\nAverage : 0.4133<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 21.90 – 23.60
\nSpot Rate : 1.7000
\nAverage : 1.4860<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-17
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.90
\nBid-YTW : 7.60 %<\/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-47476","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47476","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=47476"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47476\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47476"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47476"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47476"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}