{"id":47573,"date":"2024-11-08T22:08:38","date_gmt":"2024-11-09T03:08:38","guid":{"rendered":"https:\/\/prefblog.com\/?p=47573"},"modified":"2024-11-08T22:08:38","modified_gmt":"2024-11-09T03:08:38","slug":"november-8-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47573","title":{"rendered":"November 8, 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-0.5106 %<\/td>\n2,137.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5106 %<\/td>\n4,099.5<\/td>\n<\/tr>\n
Floater<\/td>\n8.91 %<\/td>\n9.41 %<\/td>\n34,434<\/td>\n9.98<\/td>\n4<\/td>\n-0.5106 %<\/td>\n2,362.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2210 %<\/td>\n3,603.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n5.35 %<\/td>\n67,604<\/td>\n3.03<\/td>\n6<\/td>\n0.2210 %<\/td>\n4,303.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2210 %<\/td>\n3,357.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1720 %<\/td>\n2,786.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.18 %<\/td>\n6.28 %<\/td>\n51,067<\/td>\n13.49<\/td>\n31<\/td>\n-0.1720 %<\/td>\n3,038.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.59 %<\/td>\n7.15 %<\/td>\n93,119<\/td>\n12.35<\/td>\n58<\/td>\n-0.1835 %<\/td>\n2,643.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.00 %<\/td>\n6.13 %<\/td>\n67,586<\/td>\n13.66<\/td>\n21<\/td>\n0.5515 %<\/td>\n3,019.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.60 %<\/td>\n7.29 %<\/td>\n27,158<\/td>\n12.13<\/td>\n2<\/td>\n0.7654 %<\/td>\n2,859.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n5.55 %<\/td>\n176,370<\/td>\n3.73<\/td>\n7<\/td>\n0.0332 %<\/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-0.1835 %<\/td>\n2,701.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.32 %<\/td>\n6.35 %<\/td>\n80,925<\/td>\n13.39<\/td>\n14<\/td>\n-0.2753 %<\/td>\n2,762.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-13.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 16.06
\nEvaluated at bid price : 16.06
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-9.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 8.62 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 23.46
\nEvaluated at bid price : 23.98
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.31
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.36
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 18.41
\nEvaluated at bid price : 18.41
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 19.66
\nEvaluated at bid price : 19.66
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n4.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n7.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n11.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 6.36 %<\/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
PWF.PR.A<\/td>\nFloater<\/td>\n110,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 12.90
\nEvaluated at bid price : 12.90
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n50,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n50,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n34,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n34,170<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n32,710<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 11.31
\nEvaluated at bid price : 11.31
\nBid-YTW : 9.41 %<\/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.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.06 – 19.50
\nSpot Rate : 3.4400
\nAverage : 1.9612<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 16.06
\nEvaluated at bid price : 16.06
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n

FFH.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 15.90 – 17.75
\nSpot Rate : 1.8500
\nAverage : 1.1250<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 8.62 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 19.76 – 21.35
\nSpot Rate : 1.5900
\nAverage : 1.0652<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.45 – 21.95
\nSpot Rate : 1.5000
\nAverage : 1.0565<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 24.47
\nSpot Rate : 1.2200
\nAverage : 0.9133<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 20.12 – 20.99
\nSpot Rate : 0.8700
\nAverage : 0.5940<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-08
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 5.88 %<\/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-47573","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47573","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=47573"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47573\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47573"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47573"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47573"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}