{"id":47533,"date":"2024-11-01T21:07:34","date_gmt":"2024-11-02T02:07:34","guid":{"rendered":"https:\/\/prefblog.com\/?p=47533"},"modified":"2024-11-01T21:07:34","modified_gmt":"2024-11-02T02:07:34","slug":"november-1-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47533","title":{"rendered":"November 1, 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>\n0.2134 %<\/td>\n2,147.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2134 %<\/td>\n4,117.9<\/td>\n<\/tr>\n
Floater<\/td>\n8.87 %<\/td>\n9.36 %<\/td>\n36,031<\/td>\n10.04<\/td>\n4<\/td>\n0.2134 %<\/td>\n2,373.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0350 %<\/td>\n3,605.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.22 %<\/td>\n48,724<\/td>\n1.26<\/td>\n8<\/td>\n0.0350 %<\/td>\n4,306.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0350 %<\/td>\n3,359.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0137 %<\/td>\n2,837.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.07 %<\/td>\n6.15 %<\/td>\n51,694<\/td>\n13.65<\/td>\n31<\/td>\n0.0137 %<\/td>\n3,093.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n7.00 %<\/td>\n106,988<\/td>\n12.33<\/td>\n58<\/td>\n0.3625 %<\/td>\n2,660.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.92 %<\/td>\n6.05 %<\/td>\n68,133<\/td>\n13.82<\/td>\n20<\/td>\n0.1142 %<\/td>\n3,055.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.46 %<\/td>\n7.57 %<\/td>\n25,857<\/td>\n11.81<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,823.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.42 %<\/td>\n5.75 %<\/td>\n182,020<\/td>\n3.74<\/td>\n7<\/td>\n-0.0554 %<\/td>\n2,581.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3625 %<\/td>\n2,719.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n6.29 %<\/td>\n89,041<\/td>\n13.46<\/td>\n14<\/td>\n0.7861 %<\/td>\n2,796.8<\/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\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-17.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.27
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.89
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.69
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.20
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n4.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n6.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n6.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.38
\nEvaluated at bid price : 20.38
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n12.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n17.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.10 %<\/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
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n444,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-12-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n156,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 15.26
\nEvaluated at bid price : 15.26
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n74,562<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n28,915<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 9.40 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n27,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n26,348<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.82 %<\/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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.60 – 20.23
\nSpot Rate : 3.6300
\nAverage : 2.1212<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.00 – 21.95
\nSpot Rate : 1.9500
\nAverage : 1.3461<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.45 – 20.50
\nSpot Rate : 1.0500
\nAverage : 0.6126<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.26 – 24.50
\nSpot Rate : 1.2400
\nAverage : 0.9172<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.65 – 24.40
\nSpot Rate : 0.7500
\nAverage : 0.4856<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.12 – 23.00
\nSpot Rate : 0.8800
\nAverage : 0.6320<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.25 %<\/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-47533","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47533","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=47533"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47533\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47533"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47533"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47533"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}