{"id":47599,"date":"2024-11-18T21:30:49","date_gmt":"2024-11-19T02:30:49","guid":{"rendered":"https:\/\/prefblog.com\/?p=47599"},"modified":"2024-11-18T21:30:49","modified_gmt":"2024-11-19T02:30:49","slug":"november-18-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47599","title":{"rendered":"November 18, 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-0.0213 %<\/td>\n2,149.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0213 %<\/td>\n4,122.3<\/td>\n<\/tr>\n
Floater<\/td>\n8.86 %<\/td>\n9.38 %<\/td>\n31,052<\/td>\n9.99<\/td>\n4<\/td>\n-0.0213 %<\/td>\n2,375.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1727 %<\/td>\n3,630.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.98 %<\/td>\n73,459<\/td>\n3.01<\/td>\n6<\/td>\n0.1727 %<\/td>\n4,335.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1727 %<\/td>\n3,382.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0385 %<\/td>\n2,809.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.13 %<\/td>\n6.26 %<\/td>\n49,376<\/td>\n13.50<\/td>\n31<\/td>\n0.0385 %<\/td>\n3,064.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.55 %<\/td>\n7.01 %<\/td>\n89,305<\/td>\n12.47<\/td>\n58<\/td>\n0.2903 %<\/td>\n2,664.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.01 %<\/td>\n6.14 %<\/td>\n62,026<\/td>\n13.63<\/td>\n21<\/td>\n-0.5599 %<\/td>\n3,014.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n7.47 %<\/td>\n7.18 %<\/td>\n30,632<\/td>\n12.24<\/td>\n2<\/td>\n1.5904 %<\/td>\n2,909.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.37 %<\/td>\n5.53 %<\/td>\n171,007<\/td>\n3.70<\/td>\n7<\/td>\n0.1654 %<\/td>\n2,599.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2903 %<\/td>\n2,723.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.22 %<\/td>\n6.36 %<\/td>\n72,168<\/td>\n13.33<\/td>\n14<\/td>\n0.1168 %<\/td>\n2,812.2<\/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\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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-18.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 18.44
\nEvaluated at bid price : 18.44
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.00
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.56
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.77
\nBid-YTW : 7.11 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.70
\nBid-YTW : 7.12 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.77
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 18.46
\nEvaluated at bid price : 18.46
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n3.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n5.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.23 %<\/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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n100,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 23.51
\nEvaluated at bid price : 24.16
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n69,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n33,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n25,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.39
\nEvaluated at bid price : 19.39
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n15,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
There were 4 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
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 17.25 – 21.39
\nSpot Rate : 4.1400
\nAverage : 2.3622<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.44 – 19.44
\nSpot Rate : 1.0000
\nAverage : 0.5929<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 18.44
\nEvaluated at bid price : 18.44
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n

ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.02 – 22.85
\nSpot Rate : 0.8300
\nAverage : 0.5406<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.81 – 20.40
\nSpot Rate : 0.5900
\nAverage : 0.3647<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.36 – 17.89
\nSpot Rate : 1.5300
\nAverage : 1.3349<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 16.36
\nEvaluated at bid price : 16.36
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.27 – 21.00
\nSpot Rate : 0.7300
\nAverage : 0.5418<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-18
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 6.43 %<\/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-47599","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47599","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=47599"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47599\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47599"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47599"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47599"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}