{"id":47563,"date":"2024-11-04T19:37:01","date_gmt":"2024-11-05T00:37:01","guid":{"rendered":"https:\/\/prefblog.com\/?p=47563"},"modified":"2024-11-04T19:37:01","modified_gmt":"2024-11-05T00:37:01","slug":"november-4-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47563","title":{"rendered":"November 4, 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>\n0.0000 %<\/td>\n2,147.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,117.9<\/td>\n<\/tr>\n
Floater<\/td>\n8.87 %<\/td>\n9.37 %<\/td>\n34,637<\/td>\n10.03<\/td>\n4<\/td>\n0.0000 %<\/td>\n2,373.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1803 %<\/td>\n3,599.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.36 %<\/td>\n68,766<\/td>\n3.04<\/td>\n6<\/td>\n-0.1803 %<\/td>\n4,298.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1803 %<\/td>\n3,353.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.8305 %<\/td>\n2,860.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.02 %<\/td>\n6.15 %<\/td>\n51,035<\/td>\n13.67<\/td>\n31<\/td>\n0.8305 %<\/td>\n3,119.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n7.02 %<\/td>\n104,905<\/td>\n12.35<\/td>\n58<\/td>\n-0.0598 %<\/td>\n2,658.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.92 %<\/td>\n6.02 %<\/td>\n67,786<\/td>\n13.80<\/td>\n21<\/td>\n0.1558 %<\/td>\n3,060.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.73 %<\/td>\n7.53 %<\/td>\n25,798<\/td>\n11.85<\/td>\n2<\/td>\n0.1241 %<\/td>\n2,827.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.61 %<\/td>\n175,352<\/td>\n3.74<\/td>\n7<\/td>\n0.1607 %<\/td>\n2,585.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0598 %<\/td>\n2,717.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.28 %<\/td>\n85,875<\/td>\n13.46<\/td>\n14<\/td>\n0.3175 %<\/td>\n2,805.7<\/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
FFH.PR.F<\/td>\nFloatingReset<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 8.28 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.59
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.15
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 18.92
\nEvaluated at bid price : 18.92
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.42
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.46
\nEvaluated at bid price : 22.70
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n4.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n19.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 19.83
\nEvaluated at bid price : 19.83
\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
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n225,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.61
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n60,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.12
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n60,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n56,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 23.58
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n55,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 19.03
\nEvaluated at bid price : 19.03
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n38,600<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : 5.53 %<\/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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.30 – 22.00
\nSpot Rate : 1.7000
\nAverage : 1.1522<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.10 – 24.50
\nSpot Rate : 1.4000
\nAverage : 1.1697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 21.40 – 22.49
\nSpot Rate : 1.0900
\nAverage : 0.8992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

BN.PR.K<\/td>\nFloater<\/td>\nQuote: 11.27 – 11.72
\nSpot Rate : 0.4500
\nAverage : 0.2778<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 11.27
\nEvaluated at bid price : 11.27
\nBid-YTW : 9.44 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.79 – 19.44
\nSpot Rate : 0.6500
\nAverage : 0.5264<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 18.79
\nEvaluated at bid price : 18.79
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 22.05 – 22.70
\nSpot Rate : 0.6500
\nAverage : 0.5513<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-04
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.02 %<\/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-47563","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47563","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=47563"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47563\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47563"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47563"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47563"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}