{"id":51130,"date":"2024-12-30T21:17:00","date_gmt":"2024-12-31T02:17:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51130"},"modified":"2025-11-28T21:17:58","modified_gmt":"2025-11-29T02:17:58","slug":"december-30-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51130","title":{"rendered":"December 30, 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>\n0.5021 %<\/td>\n2,287.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5021 %<\/td>\n4,387.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.62 %<\/td>\n7.86 %<\/td>\n38,455<\/td>\n11.57<\/td>\n4<\/td>\n0.5021 %<\/td>\n2,528.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4675 %<\/td>\n3,638.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.75 %<\/td>\n4.42 %<\/td>\n56,909<\/td>\n1.12<\/td>\n7<\/td>\n0.4675 %<\/td>\n4,345.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4675 %<\/td>\n3,390.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4356 %<\/td>\n2,876.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.97 %<\/td>\n6.12 %<\/td>\n54,031<\/td>\n13.68<\/td>\n32<\/td>\n0.4356 %<\/td>\n3,136.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.37 %<\/td>\n6.57 %<\/td>\n98,112<\/td>\n12.72<\/td>\n53<\/td>\n0.4123 %<\/td>\n2,801.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.97 %<\/td>\n6.05 %<\/td>\n64,267<\/td>\n13.82<\/td>\n21<\/td>\n-0.0568 %<\/td>\n3,033.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.44 %<\/td>\n6.38 %<\/td>\n42,986<\/td>\n13.36<\/td>\n4<\/td>\n0.3517 %<\/td>\n3,337.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.02 %<\/td>\n5.57 %<\/td>\n187,167<\/td>\n13.56<\/td>\n9<\/td>\n0.0954 %<\/td>\n2,602.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4123 %<\/td>\n2,863.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n5.99 %<\/td>\n77,918<\/td>\n13.82<\/td>\n14<\/td>\n0.5316 %<\/td>\n2,884.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.86
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 16.62
\nEvaluated at bid price : 16.62
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.93
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 20.39
\nEvaluated at bid price : 20.39
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.14
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 15.57
\nEvaluated at bid price : 15.57
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.07
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.93
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.32
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.37
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.44
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 23.61
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.71 %<\/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
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n47,050<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 3.69 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n38,881<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n26,979<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 15.88
\nEvaluated at bid price : 15.88
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n18,650<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n16,765<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n14,211<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
There were 3 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.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 20.35 – 22.22
\nSpot Rate : 1.8700
\nAverage : 1.0354<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 22.15 – 23.85
\nSpot Rate : 1.7000
\nAverage : 0.9825<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n

PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.00 – 22.65
\nSpot Rate : 1.6500
\nAverage : 1.0325<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nInsurance Straight<\/td>\nQuote: 23.65 – 25.00
\nSpot Rate : 1.3500
\nAverage : 0.8016<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

BN.PF.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.12 – 20.40
\nSpot Rate : 1.2800
\nAverage : 0.8177<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-30
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 24.87 – 25.88
\nSpot Rate : 1.0100
\nAverage : 0.6967<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.87
\nBid-YTW : 4.68 %<\/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-51130","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51130","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=51130"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51130\/revisions"}],"predecessor-version":[{"id":51131,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51130\/revisions\/51131"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51130"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51130"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51130"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}