{"id":47623,"date":"2024-11-22T22:00:32","date_gmt":"2024-11-23T03:00:32","guid":{"rendered":"https:\/\/prefblog.com\/?p=47623"},"modified":"2024-11-22T22:00:32","modified_gmt":"2024-11-23T03:00:32","slug":"november-22-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47623","title":{"rendered":"November 22, 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>\n0.9161 %<\/td>\n2,215.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.9161 %<\/td>\n4,249.4<\/td>\n<\/tr>\n
Floater<\/td>\n8.59 %<\/td>\n9.01 %<\/td>\n30,634<\/td>\n10.31<\/td>\n4<\/td>\n0.9161 %<\/td>\n2,449.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2787 %<\/td>\n3,618.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.57 %<\/td>\n76,081<\/td>\n3.03<\/td>\n6<\/td>\n-0.2787 %<\/td>\n4,321.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2787 %<\/td>\n3,371.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2377 %<\/td>\n2,808.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.13 %<\/td>\n6.27 %<\/td>\n53,061<\/td>\n13.48<\/td>\n31<\/td>\n0.2377 %<\/td>\n3,062.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.46 %<\/td>\n6.96 %<\/td>\n102,555<\/td>\n12.47<\/td>\n58<\/td>\n0.2591 %<\/td>\n2,706.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.97 %<\/td>\n6.12 %<\/td>\n64,491<\/td>\n13.68<\/td>\n21<\/td>\n0.4501 %<\/td>\n3,033.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.62 %<\/td>\n6.72 %<\/td>\n41,352<\/td>\n12.80<\/td>\n2<\/td>\n0.8690 %<\/td>\n3,253.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.37 %<\/td>\n5.55 %<\/td>\n164,579<\/td>\n3.69<\/td>\n7<\/td>\n0.2759 %<\/td>\n2,599.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2591 %<\/td>\n2,766.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n6.49 %<\/td>\n74,897<\/td>\n13.26<\/td>\n14<\/td>\n0.3618 %<\/td>\n2,811.6<\/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
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-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 21.66
\nEvaluated at bid price : 21.97
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 7.77 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 11.76
\nEvaluated at bid price : 11.76
\nBid-YTW : 9.08 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.38
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.03
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 3.26 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
FFH.PR.F<\/td>\nFloatingReset<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 9.01 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.82
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.91
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n5.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n10.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.22 %<\/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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n204,721<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n136,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n107,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.17
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n31,867<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.69
\nEvaluated at bid price : 19.69
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n28,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n25,242<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 24.12
\nEvaluated at bid price : 25.06
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
There were 19 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
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.10 – 19.10
\nSpot Rate : 1.0000
\nAverage : 0.6298<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 8.18 %<\/td>\n<\/tr>\n

BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.38 – 24.25
\nSpot Rate : 0.8700
\nAverage : 0.5777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.38
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.01 – 18.75
\nSpot Rate : 0.7400
\nAverage : 0.4789<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 19.48 – 20.23
\nSpot Rate : 0.7500
\nAverage : 0.5203<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n

ENB.PF.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.45 – 19.00
\nSpot Rate : 0.5500
\nAverage : 0.3706<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n

MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.31 – 21.95
\nSpot Rate : 0.6400
\nAverage : 0.4656<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-22
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 6.46 %<\/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-47623","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47623","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=47623"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47623\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47623"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47623"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47623"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}