{"id":51293,"date":"2025-01-13T11:58:00","date_gmt":"2025-01-13T16:58:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=51293"},"modified":"2025-12-24T11:59:02","modified_gmt":"2025-12-24T16:59:02","slug":"january-13-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51293","title":{"rendered":"January 13, 2025"},"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>\n0.2962 %<\/td>\n2,321.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2962 %<\/td>\n4,452.8<\/td>\n<\/tr>\n
Floater<\/td>\n7.51 %<\/td>\n7.80 %<\/td>\n31,950<\/td>\n11.61<\/td>\n4<\/td>\n0.2962 %<\/td>\n2,566.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,633.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.70 %<\/td>\n48,587<\/td>\n0.77<\/td>\n8<\/td>\n-0.0050 %<\/td>\n4,339.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0050 %<\/td>\n3,385.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3218 %<\/td>\n2,892.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.94 %<\/td>\n6.07 %<\/td>\n56,722<\/td>\n13.81<\/td>\n32<\/td>\n-0.3218 %<\/td>\n3,153.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.34 %<\/td>\n6.62 %<\/td>\n102,423<\/td>\n12.76<\/td>\n50<\/td>\n-0.0245 %<\/td>\n2,847.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.87 %<\/td>\n5.97 %<\/td>\n65,993<\/td>\n13.96<\/td>\n21<\/td>\n-0.4057 %<\/td>\n3,082.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.27 %<\/td>\n6.37 %<\/td>\n38,541<\/td>\n13.35<\/td>\n3<\/td>\n0.4196 %<\/td>\n3,422.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.69 %<\/td>\n5.50 %<\/td>\n166,189<\/td>\n3.37<\/td>\n12<\/td>\n-0.0098 %<\/td>\n2,591.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0245 %<\/td>\n2,910.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.16 %<\/td>\n6.09 %<\/td>\n74,695<\/td>\n13.72<\/td>\n14<\/td>\n0.1981 %<\/td>\n2,929.7<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-7.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-7.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 19.67
\nEvaluated at bid price : 19.67
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.22
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.21
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 23.28
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 7.29 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.96
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 20.23
\nEvaluated at bid price : 20.23
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 6.62 %<\/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
NA.PR.W<\/td>\nFixedReset Prem<\/td>\n112,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.91
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n112,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n111,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n61,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n50,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 22.63
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Prem<\/td>\n49,700<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-03-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.85 %<\/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
GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 18.70 – 20.45
\nSpot Rate : 1.7500
\nAverage : 1.0635<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.35 – 25.88
\nSpot Rate : 1.5300
\nAverage : 0.9149<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 23.04
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.60 – 19.00
\nSpot Rate : 1.4000
\nAverage : 0.8452<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.67 – 21.50
\nSpot Rate : 1.8300
\nAverage : 1.2777<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 19.67
\nEvaluated at bid price : 19.67
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.40 – 22.50
\nSpot Rate : 1.1000
\nAverage : 0.8101<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.10 – 23.00
\nSpot Rate : 0.9000
\nAverage : 0.6358<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-01-13
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.03 %<\/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-51293","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51293","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=51293"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51293\/revisions"}],"predecessor-version":[{"id":51294,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51293\/revisions\/51294"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51293"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51293"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51293"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}