{"id":47496,"date":"2024-10-24T19:32:41","date_gmt":"2024-10-25T00:32:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=47496"},"modified":"2024-10-24T19:32:41","modified_gmt":"2024-10-25T00:32:41","slug":"october-24-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47496","title":{"rendered":"October 24, 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-0.1065 %<\/td>\n2,144.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1065 %<\/td>\n4,113.5<\/td>\n<\/tr>\n
Floater<\/td>\n8.88 %<\/td>\n9.40 %<\/td>\n36,803<\/td>\n10.02<\/td>\n4<\/td>\n-0.1065 %<\/td>\n2,370.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0100 %<\/td>\n3,603.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.41 %<\/td>\n45,517<\/td>\n1.28<\/td>\n8<\/td>\n0.0100 %<\/td>\n4,303.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0100 %<\/td>\n3,357.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0926 %<\/td>\n2,896.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.94 %<\/td>\n6.04 %<\/td>\n49,834<\/td>\n13.84<\/td>\n31<\/td>\n-0.0926 %<\/td>\n3,158.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n6.89 %<\/td>\n116,158<\/td>\n12.58<\/td>\n58<\/td>\n-0.0857 %<\/td>\n2,665.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.82 %<\/td>\n5.91 %<\/td>\n64,425<\/td>\n14.02<\/td>\n20<\/td>\n-0.2258 %<\/td>\n3,111.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.61 %<\/td>\n7.72 %<\/td>\n26,177<\/td>\n11.66<\/td>\n1<\/td>\n-0.1332 %<\/td>\n2,849.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.57 %<\/td>\n195,907<\/td>\n3.53<\/td>\n7<\/td>\n-0.0832 %<\/td>\n2,576.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0857 %<\/td>\n2,724.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.17 %<\/td>\n88,513<\/td>\n13.63<\/td>\n14<\/td>\n0.0963 %<\/td>\n2,810.4<\/td>\n<\/tr>\n<\/table>\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
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-5.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 22.38
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 23.05
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 20.59
\nEvaluated at bid price : 20.59
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.95 %<\/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
BN.PR.K<\/td>\nFloater<\/td>\n61,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 11.23
\nEvaluated at bid price : 11.23
\nBid-YTW : 9.44 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n27,865<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n20,100<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n16,913<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.64
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n15,392<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 11.28
\nEvaluated at bid price : 11.28
\nBid-YTW : 9.40 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n13,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.66
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
There were 5 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
NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 22.55 – 23.38
\nSpot Rate : 0.8300
\nAverage : 0.5072<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.70 – 19.50
\nSpot Rate : 0.8000
\nAverage : 0.6593<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 19.25 – 19.74
\nSpot Rate : 0.4900
\nAverage : 0.3501<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.00 – 19.51
\nSpot Rate : 0.5100
\nAverage : 0.3702<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n

RY.PR.O<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.06 – 24.42
\nSpot Rate : 0.3600
\nAverage : 0.2280<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.06
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n

PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.04 – 19.50
\nSpot Rate : 0.4600
\nAverage : 0.3401<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-24
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 5.94 %<\/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-47496","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47496","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=47496"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47496\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47496"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47496"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47496"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}