{"id":47597,"date":"2024-11-15T20:49:20","date_gmt":"2024-11-16T01:49:20","guid":{"rendered":"https:\/\/prefblog.com\/?p=47597"},"modified":"2024-11-15T20:49:20","modified_gmt":"2024-11-16T01:49:20","slug":"november-15-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47597","title":{"rendered":"November 15, 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-0.0850 %<\/td>\n2,149.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0850 %<\/td>\n4,123.2<\/td>\n<\/tr>\n
Floater<\/td>\n8.86 %<\/td>\n9.39 %<\/td>\n32,343<\/td>\n9.98<\/td>\n4<\/td>\n-0.0850 %<\/td>\n2,376.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0731 %<\/td>\n3,624.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n5.14 %<\/td>\n73,677<\/td>\n2.13<\/td>\n6<\/td>\n0.0731 %<\/td>\n4,328.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0731 %<\/td>\n3,377.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4566 %<\/td>\n2,808.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.13 %<\/td>\n6.27 %<\/td>\n49,156<\/td>\n13.50<\/td>\n31<\/td>\n-0.4566 %<\/td>\n3,062.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.56 %<\/td>\n6.93 %<\/td>\n89,498<\/td>\n12.47<\/td>\n58<\/td>\n-0.2560 %<\/td>\n2,656.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.97 %<\/td>\n6.12 %<\/td>\n62,750<\/td>\n13.68<\/td>\n21<\/td>\n-0.3787 %<\/td>\n3,031.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.59 %<\/td>\n7.33 %<\/td>\n29,441<\/td>\n12.06<\/td>\n2<\/td>\n-0.0733 %<\/td>\n2,863.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.38 %<\/td>\n5.55 %<\/td>\n169,853<\/td>\n3.71<\/td>\n7<\/td>\n-0.2968 %<\/td>\n2,594.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2560 %<\/td>\n2,715.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.20 %<\/td>\n74,606<\/td>\n13.49<\/td>\n14<\/td>\n0.1342 %<\/td>\n2,808.9<\/td>\n<\/tr>\n<\/table>\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
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-5.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.71
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 24.01
\nEvaluated at bid price : 24.45
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 18.96
\nEvaluated at bid price : 18.96
\nBid-YTW : 7.56 %<\/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>\n155,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 13.05
\nEvaluated at bid price : 13.05
\nBid-YTW : 8.06 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n125,490<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 23.58
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n27,082<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n19,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n15,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 23.38
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n14,418<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.84
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
There were 12 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 – 26.25
\nSpot Rate : 2.0400
\nAverage : 1.3325<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 23.58
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 22.90
\nSpot Rate : 1.4000
\nAverage : 0.8473<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 20.85 – 21.71
\nSpot Rate : 0.8600
\nAverage : 0.5572<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.60 – 20.60
\nSpot Rate : 1.0000
\nAverage : 0.7163<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.39 – 20.14
\nSpot Rate : 0.7500
\nAverage : 0.4737<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.80 – 21.40
\nSpot Rate : 0.6000
\nAverage : 0.3889<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.11 %<\/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-47597","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47597","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=47597"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47597\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47597"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47597"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47597"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}