{"id":47565,"date":"2024-11-05T22:15:30","date_gmt":"2024-11-06T03:15:30","guid":{"rendered":"https:\/\/prefblog.com\/?p=47565"},"modified":"2024-11-05T22:15:30","modified_gmt":"2024-11-06T03:15:30","slug":"november-5-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47565","title":{"rendered":"November 5, 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>\n9.37 %<\/td>\n34,286<\/td>\n10.02<\/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>\n0.0535 %<\/td>\n3,601.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n5.37 %<\/td>\n69,518<\/td>\n2.16<\/td>\n6<\/td>\n0.0535 %<\/td>\n4,300.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0535 %<\/td>\n3,355.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0504 %<\/td>\n2,830.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.08 %<\/td>\n6.15 %<\/td>\n51,004<\/td>\n13.63<\/td>\n31<\/td>\n-1.0504 %<\/td>\n3,086.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n7.10 %<\/td>\n101,103<\/td>\n12.35<\/td>\n58<\/td>\n-0.5425 %<\/td>\n2,644.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.92 %<\/td>\n6.04 %<\/td>\n67,717<\/td>\n13.80<\/td>\n21<\/td>\n-0.0631 %<\/td>\n3,058.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.73 %<\/td>\n7.53 %<\/td>\n24,796<\/td>\n11.84<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,827.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.56 %<\/td>\n189,432<\/td>\n3.73<\/td>\n7<\/td>\n-0.0609 %<\/td>\n2,584.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5425 %<\/td>\n2,702.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.29 %<\/td>\n84,941<\/td>\n13.44<\/td>\n14<\/td>\n-0.1583 %<\/td>\n2,801.2<\/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
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-15.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-14.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-10.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 8.64 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-5.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-4.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 18.67
\nEvaluated at bid price : 18.67
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 12.85
\nEvaluated at bid price : 12.85
\nBid-YTW : 8.16 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 15.42
\nEvaluated at bid price : 15.42
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 21.59
\nEvaluated at bid price : 22.00
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.15 %<\/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>\n106,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.87
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n50,738<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 23.31
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n39,903<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 15.29
\nEvaluated at bid price : 15.29
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n28,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n22,860<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
There were 6 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 – 19.20
\nSpot Rate : 3.2000
\nAverage : 1.9626<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n

FFH.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 15.90 – 18.00
\nSpot Rate : 2.1000
\nAverage : 1.1715<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 8.64 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.00 – 20.00
\nSpot Rate : 3.0000
\nAverage : 2.1115<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.13 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 17.47 – 18.50
\nSpot Rate : 1.0300
\nAverage : 0.6075<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 8.17 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.21 – 24.21
\nSpot Rate : 1.0000
\nAverage : 0.6697<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.21
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.67 – 19.50
\nSpot Rate : 0.8300
\nAverage : 0.5298<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-05
\nMaturity Price : 18.67
\nEvaluated at bid price : 18.67
\nBid-YTW : 7.82 %<\/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-47565","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47565","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=47565"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47565\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47565"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47565"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47565"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}