{"id":47643,"date":"2024-11-28T21:43:56","date_gmt":"2024-11-29T02:43:56","guid":{"rendered":"https:\/\/prefblog.com\/?p=47643"},"modified":"2024-11-28T21:43:56","modified_gmt":"2024-11-29T02:43:56","slug":"november-28-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47643","title":{"rendered":"November 28, 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>\n2.0029 %<\/td>\n2,258.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.0029 %<\/td>\n4,331.0<\/td>\n<\/tr>\n
Floater<\/td>\n8.43 %<\/td>\n8.82 %<\/td>\n29,922<\/td>\n10.48<\/td>\n4<\/td>\n2.0029 %<\/td>\n2,495.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8296 %<\/td>\n3,597.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.18 %<\/td>\n62,194<\/td>\n1.21<\/td>\n6<\/td>\n-0.8296 %<\/td>\n4,296.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8296 %<\/td>\n3,352.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0641 %<\/td>\n2,834.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.07 %<\/td>\n6.23 %<\/td>\n53,392<\/td>\n13.53<\/td>\n31<\/td>\n0.0641 %<\/td>\n3,091.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.42 %<\/td>\n6.82 %<\/td>\n104,546<\/td>\n12.61<\/td>\n57<\/td>\n0.2096 %<\/td>\n2,741.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.98 %<\/td>\n6.12 %<\/td>\n60,607<\/td>\n13.61<\/td>\n21<\/td>\n-0.3136 %<\/td>\n3,027.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.48 %<\/td>\n6.71 %<\/td>\n40,803<\/td>\n12.81<\/td>\n2<\/td>\n0.3181 %<\/td>\n3,315.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.39 %<\/td>\n5.55 %<\/td>\n174,568<\/td>\n3.45<\/td>\n7<\/td>\n-0.3685 %<\/td>\n2,591.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2096 %<\/td>\n2,802.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n6.33 %<\/td>\n83,592<\/td>\n13.46<\/td>\n14<\/td>\n0.0478 %<\/td>\n2,829.0<\/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
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-5.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-5.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 19.48
\nEvaluated at bid price : 19.48
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.77
\nEvaluated at bid price : 21.77
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.40
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 7.41 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 12.12
\nEvaluated at bid price : 12.12
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 12.12
\nEvaluated at bid price : 12.12
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
BN.PR.C<\/td>\nFloater<\/td>\n2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 12.12
\nEvaluated at bid price : 12.12
\nBid-YTW : 8.82 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.59
\nBid-YTW : 7.28 %<\/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.I<\/td>\nFixedReset Ins Non<\/td>\n335,514<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.03
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n123,540<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n110,799<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n80,737<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n64,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.55
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n32,450<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.97
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
There were 16 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: 20.00 – 21.45
\nSpot Rate : 1.4500
\nAverage : 0.8943<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 23.51 – 24.89
\nSpot Rate : 1.3800
\nAverage : 0.8390<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

CU.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.61 – 21.75
\nSpot Rate : 1.1400
\nAverage : 0.7664<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.16 – 22.15
\nSpot Rate : 0.9900
\nAverage : 0.6994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 17.71
\nSpot Rate : 0.7100
\nAverage : 0.4221<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.00 – 18.81
\nSpot Rate : 0.8100
\nAverage : 0.5289<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-28
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.30 %<\/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-47643","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47643","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=47643"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47643\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47643"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47643"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47643"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}