{"id":47508,"date":"2024-10-25T20:32:57","date_gmt":"2024-10-26T01:32:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=47508"},"modified":"2024-10-25T20:32:57","modified_gmt":"2024-10-26T01:32:57","slug":"october-25-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47508","title":{"rendered":"October 25, 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-0.2131 %<\/td>\n2,140.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2131 %<\/td>\n4,104.8<\/td>\n<\/tr>\n
Floater<\/td>\n8.90 %<\/td>\n9.39 %<\/td>\n36,735<\/td>\n10.03<\/td>\n4<\/td>\n-0.2131 %<\/td>\n2,365.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0800 %<\/td>\n3,606.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.26 %<\/td>\n45,504<\/td>\n1.28<\/td>\n8<\/td>\n0.0800 %<\/td>\n4,306.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0800 %<\/td>\n3,360.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1554 %<\/td>\n2,891.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.95 %<\/td>\n6.05 %<\/td>\n49,913<\/td>\n13.81<\/td>\n31<\/td>\n-0.1554 %<\/td>\n3,153.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.51 %<\/td>\n6.88 %<\/td>\n114,568<\/td>\n12.59<\/td>\n58<\/td>\n0.1087 %<\/td>\n2,668.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.85 %<\/td>\n5.98 %<\/td>\n67,747<\/td>\n13.92<\/td>\n20<\/td>\n-0.5787 %<\/td>\n3,093.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.61 %<\/td>\n7.72 %<\/td>\n26,720<\/td>\n11.66<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,849.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.42 %<\/td>\n5.65 %<\/td>\n194,728<\/td>\n3.75<\/td>\n7<\/td>\n0.1888 %<\/td>\n2,581.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1087 %<\/td>\n2,727.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.17 %<\/td>\n85,431<\/td>\n13.62<\/td>\n14<\/td>\n0.0412 %<\/td>\n2,811.5<\/td>\n<\/tr>\n<\/table>\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.E<\/td>\nInsurance Straight<\/td>\n-5.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 22.26
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.88 %<\/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.PR.T<\/td>\nFixedReset Disc<\/td>\n29,113<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n25,765<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.60
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n23,943<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n22,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 16.68
\nEvaluated at bid price : 16.68
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n22,509<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 23.30
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n22,077<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.14
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
There were 7 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.E<\/td>\nInsurance Straight<\/td>\nQuote: 21.24 – 22.60
\nSpot Rate : 1.3600
\nAverage : 0.8549<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.24
\nEvaluated at bid price : 21.24
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 22.40 – 23.50
\nSpot Rate : 1.1000
\nAverage : 0.7311<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.08 – 21.90
\nSpot Rate : 0.8200
\nAverage : 0.6187<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.62 – 20.40
\nSpot Rate : 0.7800
\nAverage : 0.5932<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

RY.PR.S<\/td>\nFixedReset Prem<\/td>\nQuote: 25.25 – 25.76
\nSpot Rate : 0.5100
\nAverage : 0.3456<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 23.30
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.32 – 18.65
\nSpot Rate : 0.3300
\nAverage : 0.2041<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-25
\nMaturity Price : 18.32
\nEvaluated at bid price : 18.32
\nBid-YTW : 7.76 %<\/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-47508","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47508","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=47508"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47508\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47508"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47508"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47508"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}