{"id":47645,"date":"2024-11-29T20:16:58","date_gmt":"2024-11-30T01:16:58","guid":{"rendered":"https:\/\/prefblog.com\/?p=47645"},"modified":"2024-11-29T20:16:58","modified_gmt":"2024-11-30T01:16:58","slug":"november-29-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47645","title":{"rendered":"November 29, 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-0.4049 %<\/td>\n2,248.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4049 %<\/td>\n4,313.4<\/td>\n<\/tr>\n
Floater<\/td>\n8.47 %<\/td>\n8.81 %<\/td>\n30,071<\/td>\n10.48<\/td>\n4<\/td>\n-0.4049 %<\/td>\n2,485.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4551 %<\/td>\n3,614.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.65 %<\/td>\n71,984<\/td>\n1.21<\/td>\n6<\/td>\n0.4551 %<\/td>\n4,316.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4551 %<\/td>\n3,367.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4545 %<\/td>\n2,847.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.05 %<\/td>\n6.21 %<\/td>\n51,468<\/td>\n13.55<\/td>\n31<\/td>\n0.4545 %<\/td>\n3,105.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.43 %<\/td>\n6.67 %<\/td>\n105,481<\/td>\n12.83<\/td>\n57<\/td>\n-0.1816 %<\/td>\n2,736.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.97 %<\/td>\n6.13 %<\/td>\n60,527<\/td>\n13.63<\/td>\n21<\/td>\n0.2188 %<\/td>\n3,033.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.45 %<\/td>\n1.64 %<\/td>\n44,192<\/td>\n0.09<\/td>\n2<\/td>\n-0.1691 %<\/td>\n3,309.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.38 %<\/td>\n5.53 %<\/td>\n174,473<\/td>\n3.73<\/td>\n7<\/td>\n0.1656 %<\/td>\n2,596.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1816 %<\/td>\n2,797.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.18 %<\/td>\n6.11 %<\/td>\n84,002<\/td>\n13.70<\/td>\n14<\/td>\n0.2252 %<\/td>\n2,835.4<\/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
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-6.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.11
\nEvaluated at bid price : 18.11
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 9.06 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
FFH.PR.F<\/td>\nFloatingReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.85
\nEvaluated at bid price : 21.85
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.61
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.38
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.95
\nEvaluated at bid price : 21.95
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.63
\nEvaluated at bid price : 19.63
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n4.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n5.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n6.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.15 %<\/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.A<\/td>\nFixedReset Disc<\/td>\n229,768<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.93
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n103,100<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n75,508<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 21.68
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n64,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 1.64 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n48,640<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.20
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n36,268<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 7.56 %<\/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
BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.11 – 19.45
\nSpot Rate : 1.3400
\nAverage : 0.7634<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.11
\nEvaluated at bid price : 18.11
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.45 – 19.95
\nSpot Rate : 1.5000
\nAverage : 0.9638<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 19.00 – 20.35
\nSpot Rate : 1.3500
\nAverage : 0.8896<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.47 – 20.50
\nSpot Rate : 1.0300
\nAverage : 0.6717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 19.47
\nEvaluated at bid price : 19.47
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.11 – 20.99
\nSpot Rate : 0.8800
\nAverage : 0.5399<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.09 – 21.00
\nSpot Rate : 0.9100
\nAverage : 0.5930<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-11-29
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.23 %<\/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-47645","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47645","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=47645"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47645\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47645"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47645"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47645"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}