{"id":51138,"date":"2024-12-23T21:24:00","date_gmt":"2024-12-24T02:24:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51138"},"modified":"2025-11-28T21:25:24","modified_gmt":"2025-11-29T02:25:24","slug":"december-23-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51138","title":{"rendered":"December 23, 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>\n0.2412 %<\/td>\n2,279.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2412 %<\/td>\n4,372.2<\/td>\n<\/tr>\n
Floater<\/td>\n7.65 %<\/td>\n7.88 %<\/td>\n37,111<\/td>\n11.56<\/td>\n4<\/td>\n0.2412 %<\/td>\n2,519.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1999 %<\/td>\n3,622.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n5.03 %<\/td>\n62,527<\/td>\n2.06<\/td>\n7<\/td>\n0.1999 %<\/td>\n4,326.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1999 %<\/td>\n3,375.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2194 %<\/td>\n2,868.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.99 %<\/td>\n6.17 %<\/td>\n56,375<\/td>\n13.59<\/td>\n32<\/td>\n0.2194 %<\/td>\n3,127.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.39 %<\/td>\n6.66 %<\/td>\n103,378<\/td>\n12.64<\/td>\n53<\/td>\n0.0408 %<\/td>\n2,787.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.96 %<\/td>\n6.03 %<\/td>\n67,754<\/td>\n13.88<\/td>\n21<\/td>\n0.0682 %<\/td>\n3,039.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.42 %<\/td>\n6.23 %<\/td>\n37,359<\/td>\n13.15<\/td>\n4<\/td>\n0.1286 %<\/td>\n3,340.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.03 %<\/td>\n5.62 %<\/td>\n197,004<\/td>\n13.68<\/td>\n9<\/td>\n-0.0607 %<\/td>\n2,598.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0408 %<\/td>\n2,848.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.30 %<\/td>\n6.09 %<\/td>\n82,858<\/td>\n13.75<\/td>\n14<\/td>\n-0.1792 %<\/td>\n2,849.3<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.96
\nEvaluated at bid price : 18.96
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.58
\nEvaluated at bid price : 18.58
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.06
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 23.24
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 13.37
\nEvaluated at bid price : 13.37
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.32
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n3.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.93
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n7.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.46
\nEvaluated at bid price : 18.46
\nBid-YTW : 6.48 %<\/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
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n50,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n26,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 23.41
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n25,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n13,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n12,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n12,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.45
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
There were 5 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.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.95 – 19.95
\nSpot Rate : 1.0000
\nAverage : 0.6633<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 18.73 – 19.75
\nSpot Rate : 1.0200
\nAverage : 0.6966<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 20.00 – 20.99
\nSpot Rate : 0.9900
\nAverage : 0.7319<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 23.72
\nSpot Rate : 0.7200
\nAverage : 0.4793<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 22.34
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.85 – 19.62
\nSpot Rate : 0.7700
\nAverage : 0.5382<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.37 – 24.30
\nSpot Rate : 0.9300
\nAverage : 0.7228<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-12-23
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.37
\nBid-YTW : 6.62 %<\/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-51138","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51138","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=51138"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51138\/revisions"}],"predecessor-version":[{"id":51139,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51138\/revisions\/51139"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51138"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51138"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51138"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}