{"id":47684,"date":"2024-12-05T20:21:57","date_gmt":"2024-12-06T01:21:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=47684"},"modified":"2024-12-05T20:21:57","modified_gmt":"2024-12-06T01:21:57","slug":"december-5-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47684","title":{"rendered":"December 5, 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>\n0.4620 %<\/td>\n2,285.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4620 %<\/td>\n4,384.4<\/td>\n<\/tr>\n
Floater<\/td>\n8.33 %<\/td>\n8.68 %<\/td>\n27,821<\/td>\n10.59<\/td>\n4<\/td>\n0.4620 %<\/td>\n2,526.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6152 %<\/td>\n3,601.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.78 %<\/td>\n68,159<\/td>\n1.19<\/td>\n7<\/td>\n-0.6152 %<\/td>\n4,301.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6152 %<\/td>\n3,356.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0766 %<\/td>\n2,840.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.05 %<\/td>\n6.26 %<\/td>\n49,781<\/td>\n13.49<\/td>\n32<\/td>\n-0.0766 %<\/td>\n3,097.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.48 %<\/td>\n6.78 %<\/td>\n103,808<\/td>\n12.85<\/td>\n53<\/td>\n-0.0608 %<\/td>\n2,742.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.06 %<\/td>\n6.13 %<\/td>\n59,251<\/td>\n13.76<\/td>\n21<\/td>\n-0.7429 %<\/td>\n2,987.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.63 %<\/td>\n6.24 %<\/td>\n34,294<\/td>\n12.54<\/td>\n4<\/td>\n0.9424 %<\/td>\n3,382.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.14 %<\/td>\n5.60 %<\/td>\n184,941<\/td>\n3.72<\/td>\n10<\/td>\n0.0935 %<\/td>\n2,593.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0608 %<\/td>\n2,803.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n6.09 %<\/td>\n86,152<\/td>\n13.79<\/td>\n14<\/td>\n0.7943 %<\/td>\n2,829.5<\/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.T<\/td>\nInsurance Straight<\/td>\n-18.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.64 %<\/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 : 4.90 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.98
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
FFH.PR.F<\/td>\nFloatingReset<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 22.54
\nEvaluated at bid price : 22.83
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.16
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.85
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 23.38
\nEvaluated at bid price : 25.16
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n12.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 6.45 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n69,539<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.83
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n59,908<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 7.47 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n50,229<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n27,629<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n21,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n18,964<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 25.21
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
There were 9 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: 17.00 – 21.10
\nSpot Rate : 4.1000
\nAverage : 2.2250<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 21.75 – 22.70
\nSpot Rate : 0.9500
\nAverage : 0.5923<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.37 – 24.60
\nSpot Rate : 1.2300
\nAverage : 0.8918<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.37
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 16.70 – 17.89
\nSpot Rate : 1.1900
\nAverage : 0.8700<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n

ENB.PR.N<\/td>\nFixedReset Disc<\/td>\nQuote: 21.59 – 22.25
\nSpot Rate : 0.6600
\nAverage : 0.3806<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.59
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 21.78 – 23.00
\nSpot Rate : 1.2200
\nAverage : 0.9900<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-05
\nMaturity Price : 21.78
\nEvaluated at bid price : 21.78
\nBid-YTW : 6.09 %<\/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-47684","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47684","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=47684"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47684\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47684"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47684"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47684"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}