{"id":47525,"date":"2024-10-31T19:42:18","date_gmt":"2024-11-01T00:42:18","guid":{"rendered":"https:\/\/prefblog.com\/?p=47525"},"modified":"2024-10-31T19:42:18","modified_gmt":"2024-11-01T00:42:18","slug":"october-31-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47525","title":{"rendered":"October 31, 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-0.2129 %<\/td>\n2,142.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2129 %<\/td>\n4,109.1<\/td>\n<\/tr>\n
Floater<\/td>\n8.89 %<\/td>\n9.39 %<\/td>\n36,523<\/td>\n10.01<\/td>\n4<\/td>\n-0.2129 %<\/td>\n2,368.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1503 %<\/td>\n3,604.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.22 %<\/td>\n46,942<\/td>\n1.27<\/td>\n8<\/td>\n0.1503 %<\/td>\n4,304.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1503 %<\/td>\n3,358.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7466 %<\/td>\n2,836.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.07 %<\/td>\n6.14 %<\/td>\n51,690<\/td>\n13.68<\/td>\n31<\/td>\n-0.7466 %<\/td>\n3,093.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.55 %<\/td>\n7.09 %<\/td>\n108,572<\/td>\n12.38<\/td>\n58<\/td>\n-0.3383 %<\/td>\n2,650.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.93 %<\/td>\n6.08 %<\/td>\n69,168<\/td>\n13.76<\/td>\n20<\/td>\n0.0167 %<\/td>\n3,052.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.46 %<\/td>\n7.57 %<\/td>\n26,198<\/td>\n11.81<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,823.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.72 %<\/td>\n179,655<\/td>\n3.75<\/td>\n7<\/td>\n-0.0055 %<\/td>\n2,582.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3383 %<\/td>\n2,709.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.29 %<\/td>\n6.29 %<\/td>\n86,020<\/td>\n13.45<\/td>\n14<\/td>\n-0.3708 %<\/td>\n2,775.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-15.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-7.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-7.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-4.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.62
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.77
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 18.44
\nEvaluated at bid price : 18.44
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 6.13 %<\/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>\n60,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 11.27
\nEvaluated at bid price : 11.27
\nBid-YTW : 9.43 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n45,051<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n41,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n36,336<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-12-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n33,244<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n27,015<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
There were 10 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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.00 – 19.10
\nSpot Rate : 3.1000
\nAverage : 1.6633<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.05 – 20.91
\nSpot Rate : 1.8600
\nAverage : 1.2468<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.01 – 20.89
\nSpot Rate : 1.8800
\nAverage : 1.2800<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 19.60 – 21.04
\nSpot Rate : 1.4400
\nAverage : 0.8982<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 19.81 – 21.07
\nSpot Rate : 1.2600
\nAverage : 0.8345<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-10-31
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 25.05 – 26.00
\nSpot Rate : 0.9500
\nAverage : 0.5722<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.59 %<\/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-47525","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47525","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=47525"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47525\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47525"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47525"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47525"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}