{"id":47679,"date":"2024-12-03T21:34:33","date_gmt":"2024-12-04T02:34:33","guid":{"rendered":"https:\/\/prefblog.com\/?p=47679"},"modified":"2024-12-03T21:34:33","modified_gmt":"2024-12-04T02:34:33","slug":"december-3-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47679","title":{"rendered":"December 3, 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>\n0.1414 %<\/td>\n2,266.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1414 %<\/td>\n4,346.7<\/td>\n<\/tr>\n
Floater<\/td>\n8.40 %<\/td>\n8.76 %<\/td>\n27,988<\/td>\n10.52<\/td>\n4<\/td>\n0.1414 %<\/td>\n2,505.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0741 %<\/td>\n3,620.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.22 %<\/td>\n67,062<\/td>\n1.20<\/td>\n7<\/td>\n-0.0741 %<\/td>\n4,323.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0741 %<\/td>\n3,373.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0796 %<\/td>\n2,839.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.05 %<\/td>\n6.25 %<\/td>\n50,847<\/td>\n13.50<\/td>\n32<\/td>\n-0.0796 %<\/td>\n3,096.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n6.73 %<\/td>\n104,823<\/td>\n12.83<\/td>\n53<\/td>\n0.2464 %<\/td>\n2,743.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.02 %<\/td>\n6.13 %<\/td>\n60,173<\/td>\n13.76<\/td>\n21<\/td>\n-1.0977 %<\/td>\n3,009.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.71 %<\/td>\n6.37 %<\/td>\n33,118<\/td>\n12.38<\/td>\n4<\/td>\n0.4691 %<\/td>\n3,340.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.13 %<\/td>\n5.50 %<\/td>\n173,466<\/td>\n3.73<\/td>\n10<\/td>\n0.1479 %<\/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>\n0.2464 %<\/td>\n2,804.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.21 %<\/td>\n6.06 %<\/td>\n83,841<\/td>\n13.76<\/td>\n14<\/td>\n0.3501 %<\/td>\n2,821.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-5.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 15.72
\nEvaluated at bid price : 15.72
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-4.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.20 %<\/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 : 4.89 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 20.84
\nEvaluated at bid price : 20.84
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
FFH.PR.F<\/td>\nFloatingReset<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.26
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n4.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.50 %<\/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
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n49,763<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n48,374<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n36,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-01-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.37
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n31,191<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n27,184<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n26,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 23.71
\nEvaluated at bid price : 24.72
\nBid-YTW : 5.25 %<\/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.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.00 – 20.90
\nSpot Rate : 1.9000
\nAverage : 1.2104<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.30 – 24.60
\nSpot Rate : 1.3000
\nAverage : 0.8840<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 22.41
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n

PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.27 – 24.25
\nSpot Rate : 0.9800
\nAverage : 0.6522<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.72 – 16.72
\nSpot Rate : 1.0000
\nAverage : 0.7233<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 15.72
\nEvaluated at bid price : 15.72
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 19.00 – 20.28
\nSpot Rate : 1.2800
\nAverage : 1.0091<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

PVS.PR.J<\/td>\nSplitShare<\/td>\nQuote: 24.65 – 25.50
\nSpot Rate : 0.8500
\nAverage : 0.5821<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 4.89 %<\/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-47679","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47679","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=47679"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47679\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47679"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47679"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47679"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}