{"id":47620,"date":"2024-11-21T21:38:14","date_gmt":"2024-11-22T02:38:14","guid":{"rendered":"https:\/\/prefblog.com\/?p=47620"},"modified":"2024-11-21T21:38:14","modified_gmt":"2024-11-22T02:38:14","slug":"november-21-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47620","title":{"rendered":"November 21, 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>\n0.9246 %<\/td>\n2,195.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9246 %<\/td>\n4,210.8<\/td>\n<\/tr>\n
Floater<\/td>\n8.67 %<\/td>\n9.14 %<\/td>\n30,434<\/td>\n10.19<\/td>\n4<\/td>\n0.9246 %<\/td>\n2,426.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1921 %<\/td>\n3,628.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n5.11 %<\/td>\n76,047<\/td>\n3.00<\/td>\n6<\/td>\n-0.1921 %<\/td>\n4,333.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1921 %<\/td>\n3,381.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0555 %<\/td>\n2,801.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.15 %<\/td>\n6.27 %<\/td>\n50,766<\/td>\n13.48<\/td>\n31<\/td>\n-0.0555 %<\/td>\n3,055.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.47 %<\/td>\n6.85 %<\/td>\n99,364<\/td>\n12.64<\/td>\n58<\/td>\n0.1058 %<\/td>\n2,699.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.00 %<\/td>\n6.13 %<\/td>\n60,730<\/td>\n13.66<\/td>\n21<\/td>\n0.0251 %<\/td>\n3,019.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.74 %<\/td>\n6.78 %<\/td>\n38,957<\/td>\n12.72<\/td>\n2<\/td>\n0.2177 %<\/td>\n3,225.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.39 %<\/td>\n5.55 %<\/td>\n170,842<\/td>\n3.70<\/td>\n7<\/td>\n-0.0055 %<\/td>\n2,592.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1058 %<\/td>\n2,759.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n6.27 %<\/td>\n71,537<\/td>\n13.49<\/td>\n14<\/td>\n-0.0172 %<\/td>\n2,801.5<\/td>\n<\/tr>\n<\/table>\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.S<\/td>\nInsurance Straight<\/td>\n-7.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-5.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.22
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 11.64
\nEvaluated at bid price : 11.64
\nBid-YTW : 9.17 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
BN.PR.C<\/td>\nFloater<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 11.68
\nEvaluated at bid price : 11.68
\nBid-YTW : 9.14 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 19.08
\nEvaluated at bid price : 19.08
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n5.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.09 %<\/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
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n159,786<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 15.86
\nEvaluated at bid price : 15.86
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n111,871<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 16.86
\nEvaluated at bid price : 16.86
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n106,218<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n98,143<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n70,440<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n66,311<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 24.06
\nEvaluated at bid price : 25.02
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
There were 30 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.S<\/td>\nInsurance Straight<\/td>\nQuote: 19.50 – 21.90
\nSpot Rate : 2.4000
\nAverage : 1.5624<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.50 – 22.90
\nSpot Rate : 1.4000
\nAverage : 0.8399<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.22 – 24.11
\nSpot Rate : 0.8900
\nAverage : 0.5573<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.22
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.85 – 19.40
\nSpot Rate : 1.5500
\nAverage : 1.2691<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.90 – 22.55
\nSpot Rate : 0.6500
\nAverage : 0.4525<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

BN.PR.B<\/td>\nFloater<\/td>\nQuote: 11.64 – 12.17
\nSpot Rate : 0.5300
\nAverage : 0.3401<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-21
\nMaturity Price : 11.64
\nEvaluated at bid price : 11.64
\nBid-YTW : 9.17 %<\/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-47620","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47620","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=47620"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47620\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47620"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47620"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47620"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}