{"id":47592,"date":"2024-11-15T00:19:39","date_gmt":"2024-11-15T05:19:39","guid":{"rendered":"https:\/\/prefblog.com\/?p=47592"},"modified":"2024-11-15T00:19:39","modified_gmt":"2024-11-15T05:19:39","slug":"november-14-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47592","title":{"rendered":"November 14, 2024"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
\nThese values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
\nValues are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent
\nYield
\n(at bid)<\/td>\n		Median
\nYTW<\/td>\n		Median
\nAverage
\nTrading
\nValue<\/td>\n		Median
\nMod Dur
\n(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>\n0.1702 %<\/td>\n2,151.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1702 %<\/td>\n4,126.7<\/td>\n<\/tr>\n
Floater<\/td>\n8.85 %<\/td>\n9.39 %<\/td>\n31,924<\/td>\n9.99<\/td>\n4<\/td>\n0.1702 %<\/td>\n2,378.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3402 %<\/td>\n3,621.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n5.13 %<\/td>\n73,345<\/td>\n2.14<\/td>\n6<\/td>\n0.3402 %<\/td>\n4,324.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3402 %<\/td>\n3,374.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5717 %<\/td>\n2,821.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.10 %<\/td>\n6.25 %<\/td>\n49,614<\/td>\n13.53<\/td>\n31<\/td>\n0.5717 %<\/td>\n3,076.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.55 %<\/td>\n6.94 %<\/td>\n90,775<\/td>\n12.52<\/td>\n58<\/td>\n0.2814 %<\/td>\n2,663.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.95 %<\/td>\n6.11 %<\/td>\n62,218<\/td>\n13.68<\/td>\n21<\/td>\n0.1908 %<\/td>\n3,043.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.59 %<\/td>\n7.29 %<\/td>\n29,059<\/td>\n12.12<\/td>\n2<\/td>\n-0.4139 %<\/td>\n2,865.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.36 %<\/td>\n5.55 %<\/td>\n169,195<\/td>\n3.72<\/td>\n7<\/td>\n0.2867 %<\/td>\n2,602.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2814 %<\/td>\n2,722.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.25 %<\/td>\n75,697<\/td>\n13.48<\/td>\n14<\/td>\n0.9308 %<\/td>\n2,805.2<\/td>\n<\/tr>\n<\/table>\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.G<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.48
\nEvaluated at bid price : 18.48
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.13
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n7.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.81
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n10.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.86 %<\/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
\nTraded<\/td>\n		Notes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n93,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.48
\nEvaluated at bid price : 18.48
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n31,815<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n23,400<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n19,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n19,217<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.29
\nEvaluated at bid price : 18.29
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n15,439<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 7.31 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.21 – 25.21
\nSpot Rate : 1.0000
\nAverage : 0.5569<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.58
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.30 – 18.80
\nSpot Rate : 0.5000
\nAverage : 0.3259<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n

TD.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 23.40 – 23.78
\nSpot Rate : 0.3800
\nAverage : 0.2398<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.85 – 19.29
\nSpot Rate : 0.4400
\nAverage : 0.3240<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n

PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.55 – 23.85
\nSpot Rate : 0.3000
\nAverage : 0.2072<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

BN.PF.H<\/td>\nFixedReset Disc<\/td>\nQuote: 23.90 – 24.40
\nSpot Rate : 0.5000
\nAverage : 0.4072<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-14
\nMaturity Price : 23.39
\nEvaluated at bid price : 23.90
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly Index Mean Current Yield (at bid) Median YTW Median Average Trading Value Median Mod …<\/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-47592","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47592","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=47592"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47592\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47592"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47592"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47592"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}