{"id":47512,"date":"2024-10-28T20:05:55","date_gmt":"2024-10-29T01:05:55","guid":{"rendered":"https:\/\/prefblog.com\/?p=47512"},"modified":"2024-10-28T20:05:55","modified_gmt":"2024-10-29T01:05:55","slug":"october-28-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47512","title":{"rendered":"October 28, 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>\n0.0214 %<\/td>\n2,140.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0214 %<\/td>\n4,105.6<\/td>\n<\/tr>\n
Floater<\/td>\n8.89 %<\/td>\n9.39 %<\/td>\n35,535<\/td>\n10.02<\/td>\n4<\/td>\n0.0214 %<\/td>\n2,366.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0550 %<\/td>\n3,604.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.38 %<\/td>\n46,031<\/td>\n1.27<\/td>\n8<\/td>\n-0.0550 %<\/td>\n4,304.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0550 %<\/td>\n3,358.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6122 %<\/td>\n2,874.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.99 %<\/td>\n6.08 %<\/td>\n51,016<\/td>\n13.80<\/td>\n31<\/td>\n-0.6122 %<\/td>\n3,134.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.52 %<\/td>\n7.00 %<\/td>\n113,225<\/td>\n12.48<\/td>\n58<\/td>\n-0.0931 %<\/td>\n2,666.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.84 %<\/td>\n5.96 %<\/td>\n69,265<\/td>\n13.91<\/td>\n20<\/td>\n0.1502 %<\/td>\n3,098.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.33 %<\/td>\n7.44 %<\/td>\n27,258<\/td>\n11.97<\/td>\n1<\/td>\n0.8000 %<\/td>\n2,871.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n5.71 %<\/td>\n188,345<\/td>\n3.76<\/td>\n7<\/td>\n0.2217 %<\/td>\n2,586.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0931 %<\/td>\n2,725.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.25 %<\/td>\n84,424<\/td>\n13.52<\/td>\n14<\/td>\n-0.0378 %<\/td>\n2,810.5<\/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.S<\/td>\nPerpetual-Discount<\/td>\n-18.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-6.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.47
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 21.77
\nEvaluated at bid price : 21.77
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.71
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.96
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 19.28
\nEvaluated at bid price : 19.28
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n5.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.86 %<\/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
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n105,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n57,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n53,400<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-12-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n46,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 23.56
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n45,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n42,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.54
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
There were 15 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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.60 – 20.39
\nSpot Rate : 3.7900
\nAverage : 2.0634<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 21.00 – 22.70
\nSpot Rate : 1.7000
\nAverage : 1.1174<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.50 – 24.00
\nSpot Rate : 1.5000
\nAverage : 0.9520<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.21 – 16.33
\nSpot Rate : 1.1200
\nAverage : 0.6545<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.50 – 17.00
\nSpot Rate : 1.5000
\nAverage : 1.1444<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.70 – 21.76
\nSpot Rate : 1.0600
\nAverage : 0.7323<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-28
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.03 %<\/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-47512","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47512","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=47512"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47512\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47512"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47512"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47512"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}