Month: March 2025

Market Action

March 31, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1831 % 2,210.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1831 % 4,302.0
Floater 7.06 % 7.40 % 30,184 12.09 4 -0.1831 % 2,479.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.2268 % 3,619.8
SplitShare 4.82 % 4.95 % 68,596 0.89 9 0.2268 % 4,322.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2268 % 3,372.8
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4092 % 2,968.8
Perpetual-Discount 5.78 % 5.93 % 54,274 13.97 32 0.4092 % 3,237.3
FixedReset Disc 5.54 % 6.27 % 124,104 13.19 49 0.3595 % 2,819.1
Insurance Straight 5.73 % 5.78 % 72,382 14.27 21 1.6710 % 3,157.1
FloatingReset 5.47 % 5.51 % 62,757 14.64 4 0.3804 % 3,585.1
FixedReset Prem 5.79 % 5.29 % 159,781 13.99 10 0.2120 % 2,587.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3595 % 2,881.7
FixedReset Ins Non 5.36 % 5.62 % 75,368 14.19 14 0.4669 % 2,886.9
Performance Highlights
Issue Index Change Notes
CU.PR.C FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.21 %
CU.PR.E Perpetual-Discount -1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.95 %
GWO.PR.S Insurance Straight -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.14
Evaluated at bid price : 22.42
Bid-YTW : 5.88 %
IFC.PR.E Insurance Straight -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.94
Evaluated at bid price : 23.37
Bid-YTW : 5.58 %
BN.PF.C Perpetual-Discount 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.05 %
BIP.PR.F FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.49
Evaluated at bid price : 23.23
Bid-YTW : 6.23 %
PWF.PR.R Perpetual-Discount 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.92 %
SLF.PR.J FloatingReset 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 17.09
Evaluated at bid price : 17.09
Bid-YTW : 6.00 %
PWF.PR.Z Perpetual-Discount 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 21.70
Evaluated at bid price : 22.08
Bid-YTW : 5.92 %
IFC.PR.A FixedReset Ins Non 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.27
Evaluated at bid price : 19.27
Bid-YTW : 5.81 %
IFC.PR.G FixedReset Ins Non 2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.84
Evaluated at bid price : 23.78
Bid-YTW : 5.62 %
GWO.PR.Y Insurance Straight 3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.59
Evaluated at bid price : 19.59
Bid-YTW : 5.78 %
GWO.PR.M Insurance Straight 4.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 24.22
Evaluated at bid price : 24.51
Bid-YTW : 5.94 %
SLF.PR.E Insurance Straight 5.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.51
Evaluated at bid price : 20.51
Bid-YTW : 5.52 %
GWO.PR.G Insurance Straight 7.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 5.79 %
POW.PR.G Perpetual-Discount 10.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 5.93 %
BIP.PR.E FixedReset Disc 12.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.68
Evaluated at bid price : 23.42
Bid-YTW : 6.24 %
GWO.PR.T Insurance Straight 20.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.33 %
Volume Highlights
Issue Index Shares
Traded		 Notes
TD.PF.E FixedReset Disc 150,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 24.03
Evaluated at bid price : 24.63
Bid-YTW : 5.55 %
BN.PR.R FixedReset Disc 83,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 17.67
Evaluated at bid price : 17.67
Bid-YTW : 6.82 %
ENB.PR.D FixedReset Disc 56,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.71 %
IFC.PR.I Insurance Straight 50,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.67
Evaluated at bid price : 23.95
Bid-YTW : 5.66 %
RY.PR.J FixedReset Disc 47,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.83
Evaluated at bid price : 24.82
Bid-YTW : 5.40 %
MFC.PR.C Insurance Straight 40,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.59 %
There were 37 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
MFC.PR.M FixedReset Ins Non Quote: 23.00 – 25.00
Spot Rate : 2.0000
Average : 1.3458

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.29
Evaluated at bid price : 23.00
Bid-YTW : 5.61 %
EIT.PR.B SplitShare Quote: 25.11 – 26.11
Spot Rate : 1.0000
Average : 0.5543

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 2.00 %
EIT.PR.A SplitShare Quote: 25.11 – 26.11
Spot Rate : 1.0000
Average : 0.5596

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 2.00 %
TD.PF.D FixedReset Disc Quote: 24.71 – 25.71
Spot Rate : 1.0000
Average : 0.5917

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.95
Evaluated at bid price : 24.71
Bid-YTW : 5.47 %
PVS.PR.L SplitShare Quote: 25.43 – 26.43
Spot Rate : 1.0000
Average : 0.5954

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.43
Bid-YTW : 5.23 %
GWO.PR.Y Insurance Straight Quote: 19.59 – 21.00
Spot Rate : 1.4100
Average : 1.0609

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.59
Evaluated at bid price : 19.59
Bid-YTW : 5.78 %
Market Action

March 28, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.0407 % 2,214.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0407 % 4,309.9
Floater 7.05 % 7.38 % 27,945 12.12 4 0.0407 % 2,483.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.1380 % 3,611.6
SplitShare 4.83 % 4.88 % 67,695 1.82 9 0.1380 % 4,313.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1380 % 3,365.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.4876 % 2,956.7
Perpetual-Discount 5.81 % 5.94 % 53,196 13.95 32 -0.4876 % 3,224.1
FixedReset Disc 5.56 % 6.36 % 118,429 13.06 49 -0.4013 % 2,809.0
Insurance Straight 5.83 % 5.80 % 72,415 14.24 21 -0.7652 % 3,105.2
FloatingReset 5.50 % 5.53 % 64,966 14.17 4 0.0672 % 3,571.6
FixedReset Prem 5.80 % 5.42 % 158,734 13.67 10 -0.2233 % 2,581.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.4013 % 2,871.4
FixedReset Ins Non 5.38 % 5.70 % 69,803 14.08 14 -0.4847 % 2,873.5
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Disc -11.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
POW.PR.G Perpetual-Discount -9.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.55 %
GWO.PR.G Insurance Straight -7.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.23 %
GWO.PR.M Insurance Straight -5.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 6.23 %
SLF.PR.E Insurance Straight -4.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.80 %
GWO.PR.Y Insurance Straight -4.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 5.99 %
MFC.PR.M FixedReset Ins Non -4.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.29
Evaluated at bid price : 23.00
Bid-YTW : 5.67 %
MFC.PR.B Insurance Straight -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.76 %
FTS.PR.J Perpetual-Discount -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.74 %
BN.PR.R FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 6.91 %
BN.PF.B FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 6.48 %
TD.PF.J FixedReset Prem -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.41
Evaluated at bid price : 25.14
Bid-YTW : 5.46 %
CU.PR.C FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 6.19 %
PVS.PR.J SplitShare 1.10 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.77
Bid-YTW : 4.86 %
IFC.PR.E Insurance Straight 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.39
Evaluated at bid price : 23.65
Bid-YTW : 5.52 %
GWO.PR.S Insurance Straight 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.44
Evaluated at bid price : 22.70
Bid-YTW : 5.80 %
IFC.PR.K Insurance Straight 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.91
Evaluated at bid price : 23.25
Bid-YTW : 5.66 %
CU.PR.E Perpetual-Discount 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.85 %
SLF.PR.D Insurance Straight 2.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.29
Evaluated at bid price : 20.29
Bid-YTW : 5.52 %
IFC.PR.F Insurance Straight 2.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.97
Evaluated at bid price : 23.40
Bid-YTW : 5.67 %
Volume Highlights
Issue Index Shares
Traded		 Notes
ENB.PR.Y FixedReset Disc 53,489 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.85
Evaluated at bid price : 18.85
Bid-YTW : 6.94 %
FTS.PR.M FixedReset Disc 44,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.42
Evaluated at bid price : 21.42
Bid-YTW : 6.25 %
RY.PR.O Perpetual-Discount 38,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 24.20
Evaluated at bid price : 24.49
Bid-YTW : 5.05 %
PWF.PR.Z Perpetual-Discount 22,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.77
Evaluated at bid price : 21.77
Bid-YTW : 6.03 %
CM.PR.Q FixedReset Disc 16,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.73
Evaluated at bid price : 24.54
Bid-YTW : 5.53 %
GWO.PR.T Insurance Straight 12,204 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
There were 2 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
POW.PR.G Perpetual-Discount Quote: 21.47 – 23.85
Spot Rate : 2.3800
Average : 1.3222

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.55 %
GWO.PR.T Insurance Straight Quote: 17.00 – 22.48
Spot Rate : 5.4800
Average : 4.5613

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
BIP.PR.E FixedReset Disc Quote: 20.75 – 23.55
Spot Rate : 2.8000
Average : 2.0635

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
GWO.PR.G Insurance Straight Quote: 21.00 – 22.79
Spot Rate : 1.7900
Average : 1.0538

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.23 %
SLF.PR.E Insurance Straight Quote: 19.51 – 20.62
Spot Rate : 1.1100
Average : 0.6635

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.80 %
GWO.PR.Y Insurance Straight Quote: 18.90 – 19.90
Spot Rate : 1.0000
Average : 0.6782

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 5.99 %
Market Action

March 27, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1422 % 2,213.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1422 % 4,308.2
Floater 7.05 % 7.38 % 29,089 12.12 4 -0.1422 % 2,482.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.2813 % 3,606.6
SplitShare 4.84 % 4.99 % 68,571 1.82 9 0.2813 % 4,307.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2813 % 3,360.6
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.2151 % 2,971.2
Perpetual-Discount 5.78 % 5.92 % 53,315 13.98 32 -0.2151 % 3,239.9
FixedReset Disc 5.53 % 6.31 % 121,578 13.13 49 0.3404 % 2,820.3
Insurance Straight 5.79 % 5.77 % 70,268 14.25 21 -1.5137 % 3,129.1
FloatingReset 5.50 % 5.53 % 65,382 14.62 4 0.0448 % 3,569.2
FixedReset Prem 5.79 % 5.39 % 160,205 13.96 10 0.0627 % 2,587.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3404 % 2,882.9
FixedReset Ins Non 5.36 % 5.70 % 69,983 14.08 14 -0.3398 % 2,887.5
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -17.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
IFC.PR.A FixedReset Ins Non -4.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.94 %
IFC.PR.F Insurance Straight -3.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.85 %
SLF.PR.D Insurance Straight -2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.65 %
GWO.PR.L Insurance Straight -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.96 %
IFC.PR.K Insurance Straight -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.61
Evaluated at bid price : 22.92
Bid-YTW : 5.74 %
BN.PR.T FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.78
Evaluated at bid price : 17.78
Bid-YTW : 6.88 %
GWO.PR.S Insurance Straight -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.88 %
SLF.PR.C Insurance Straight -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.51 %
BN.PF.G FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 6.91 %
ENB.PR.H FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.31 %
PVS.PR.K SplitShare 2.98 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.51
Bid-YTW : 5.07 %
ENB.PR.B FixedReset Disc 3.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 6.96 %
BIP.PR.E FixedReset Disc 12.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.67
Evaluated at bid price : 23.40
Bid-YTW : 6.32 %
Volume Highlights
Issue Index Shares
Traded		 Notes
BN.PR.R FixedReset Disc 89,630 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.93
Evaluated at bid price : 17.93
Bid-YTW : 6.82 %
PWF.PR.T FixedReset Disc 64,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.26
Evaluated at bid price : 22.84
Bid-YTW : 5.78 %
CU.PR.C FixedReset Disc 37,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.25 %
ENB.PF.A FixedReset Disc 36,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 6.96 %
FFH.PR.I FixedReset Disc 31,782 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.90
Evaluated at bid price : 23.53
Bid-YTW : 5.80 %
ENB.PF.E FixedReset Disc 30,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 7.14 %
There were 6 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.T Insurance Straight Quote: 17.00 – 22.49
Spot Rate : 5.4900
Average : 3.5541

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
IFC.PR.A FixedReset Ins Non Quote: 19.10 – 20.10
Spot Rate : 1.0000
Average : 0.5812

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.94 %
GWO.PR.L Insurance Straight Quote: 23.80 – 24.75
Spot Rate : 0.9500
Average : 0.5770

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.96 %
TD.PF.J FixedReset Prem Quote: 25.40 – 26.40
Spot Rate : 1.0000
Average : 0.7021

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.50
Evaluated at bid price : 25.40
Bid-YTW : 5.39 %
BIP.PR.F FixedReset Disc Quote: 23.19 – 23.99
Spot Rate : 0.8000
Average : 0.5335

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.47
Evaluated at bid price : 23.19
Bid-YTW : 6.30 %
BN.PR.T FixedReset Disc Quote: 17.78 – 18.95
Spot Rate : 1.1700
Average : 0.9246

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.78
Evaluated at bid price : 17.78
Bid-YTW : 6.88 %
Market Action

March 24, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.3678 % 2,212.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3678 % 4,306.4
Floater 7.05 % 7.40 % 30,054 12.11 4 0.3678 % 2,481.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.2899 % 3,610.8
SplitShare 4.83 % 4.87 % 72,133 1.83 9 0.2899 % 4,312.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2899 % 3,364.4
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.2334 % 2,984.7
Perpetual-Discount 5.75 % 5.90 % 57,931 13.94 32 0.2334 % 3,254.7
FixedReset Disc 5.56 % 6.44 % 126,203 13.17 49 -0.2297 % 2,808.4
Insurance Straight 5.72 % 5.76 % 75,009 14.29 21 -0.3387 % 3,167.0
FloatingReset 5.50 % 5.53 % 63,955 14.63 4 0.0560 % 3,571.2
FixedReset Prem 5.79 % 5.40 % 163,372 13.98 10 0.0392 % 2,584.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2297 % 2,870.7
FixedReset Ins Non 5.34 % 5.66 % 71,936 14.21 14 0.4587 % 2,896.1
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Disc -11.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.18 %
GWO.PR.T Insurance Straight -6.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.17 %
CU.PR.C FixedReset Disc -4.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.46 %
IFC.PR.K Insurance Straight -2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.20
Evaluated at bid price : 22.55
Bid-YTW : 5.83 %
GWO.PR.P Insurance Straight -2.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.78
Evaluated at bid price : 23.06
Bid-YTW : 5.87 %
ENB.PR.B FixedReset Disc -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 18.21
Evaluated at bid price : 18.21
Bid-YTW : 7.15 %
CCS.PR.C Insurance Straight -1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.45
Evaluated at bid price : 21.71
Bid-YTW : 5.77 %
GWO.PR.S Insurance Straight -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.88 %
PVS.PR.J SplitShare 1.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 4.87 %
IFC.PR.G FixedReset Ins Non 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.87
Evaluated at bid price : 23.85
Bid-YTW : 5.66 %
BN.PR.R FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.77 %
GWO.PR.G Insurance Straight 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.71 %
TD.PF.I FixedReset Prem 1.29 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 5.29 %
CU.PR.H Perpetual-Discount 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 5.68 %
SLF.PR.D Insurance Straight 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.43 %
FTS.PR.J Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 5.62 %
CU.PR.E Perpetual-Discount 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.31
Evaluated at bid price : 21.31
Bid-YTW : 5.81 %
MFC.PR.B Insurance Straight 2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.01 %
SLF.PR.H FixedReset Ins Non 2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.85 %
IFC.PR.F Insurance Straight 2.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.89
Evaluated at bid price : 23.30
Bid-YTW : 5.70 %
MFC.PR.M FixedReset Ins Non 2.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.55
Evaluated at bid price : 23.48
Bid-YTW : 5.54 %
Volume Highlights
Issue Index Shares
Traded		 Notes
NA.PR.E FixedReset Disc 338,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 23.34
Evaluated at bid price : 24.96
Bid-YTW : 5.40 %
FTS.PR.M FixedReset Disc 220,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 6.27 %
TD.PF.J FixedReset Prem 148,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 23.48
Evaluated at bid price : 25.35
Bid-YTW : 5.40 %
TD.PF.I FixedReset Prem 143,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : 5.29 %
FFH.PR.M FixedReset Prem 125,000 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 6.12 %
BN.PR.R FixedReset Disc 123,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.77 %
There were 22 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
BIP.PR.E FixedReset Disc Quote: 20.75 – 23.82
Spot Rate : 3.0700
Average : 1.9437

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.18 %
GWO.PR.T Insurance Straight Quote: 21.00 – 22.59
Spot Rate : 1.5900
Average : 1.0206

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.17 %
IFC.PR.K Insurance Straight Quote: 22.55 – 23.69
Spot Rate : 1.1400
Average : 0.7310

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.20
Evaluated at bid price : 22.55
Bid-YTW : 5.83 %
PVS.PR.G SplitShare Quote: 25.01 – 26.01
Spot Rate : 1.0000
Average : 0.6730

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.01
Bid-YTW : 5.12 %
BN.PR.Z FixedReset Disc Quote: 22.14 – 23.00
Spot Rate : 0.8600
Average : 0.5371

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 21.88
Evaluated at bid price : 22.14
Bid-YTW : 6.53 %
GWO.PR.P Insurance Straight Quote: 23.06 – 23.73
Spot Rate : 0.6700
Average : 0.3825

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-24
Maturity Price : 22.78
Evaluated at bid price : 23.06
Bid-YTW : 5.87 %
Market Action

March 21, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.0204 % 2,204.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0204 % 4,290.6
Floater 7.08 % 7.40 % 30,350 12.12 4 -0.0204 % 2,472.7
OpRet 0.00 % 0.00 % 0 0.00 0 0.0134 % 3,600.4
SplitShare 4.84 % 5.13 % 74,497 1.84 9 0.0134 % 4,299.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0134 % 3,354.7
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.2482 % 2,977.8
Perpetual-Discount 5.77 % 5.91 % 57,721 13.95 32 -0.2482 % 3,247.1
FixedReset Disc 5.54 % 6.36 % 124,303 13.17 49 0.0019 % 2,814.8
Insurance Straight 5.70 % 5.71 % 75,649 14.32 21 -0.4173 % 3,177.8
FloatingReset 5.50 % 5.52 % 64,788 14.19 4 0.2695 % 3,569.2
FixedReset Prem 5.80 % 5.41 % 165,999 13.90 10 0.0903 % 2,583.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0019 % 2,877.3
FixedReset Ins Non 5.37 % 5.71 % 71,596 14.13 14 -0.0435 % 2,882.9
Performance Highlights
Issue Index Change Notes
MFC.PR.B Insurance Straight -7.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 6.13 %
IFC.PR.F Insurance Straight -2.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.84 %
PWF.PF.A Perpetual-Discount -2.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.54
Evaluated at bid price : 19.54
Bid-YTW : 5.86 %
CU.PR.E Perpetual-Discount -2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 5.93 %
BN.PF.D Perpetual-Discount -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 6.12 %
FTS.PR.J Perpetual-Discount -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.72 %
IFC.PR.C FixedReset Ins Non -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.20 %
SLF.PR.H FixedReset Ins Non -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.73
Evaluated at bid price : 19.73
Bid-YTW : 5.98 %
BIP.PR.B FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 24.08
Evaluated at bid price : 24.60
Bid-YTW : 7.29 %
CU.PR.G Perpetual-Discount -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 5.77 %
BMO.PR.E FixedReset Prem 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 23.62
Evaluated at bid price : 26.12
Bid-YTW : 5.41 %
IFC.PR.G FixedReset Ins Non 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 22.74
Evaluated at bid price : 23.60
Bid-YTW : 5.73 %
ENB.PR.P FixedReset Disc 1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 20.02
Evaluated at bid price : 20.02
Bid-YTW : 6.84 %
CU.PR.C FixedReset Disc 2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.18 %
Volume Highlights
Issue Index Shares
Traded		 Notes
TD.PF.D FixedReset Disc 211,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 23.98
Evaluated at bid price : 24.71
Bid-YTW : 5.55 %
FFH.PR.E FixedReset Prem 144,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 4.68 %
BMO.PR.Y FixedReset Disc 124,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 23.93
Evaluated at bid price : 24.63
Bid-YTW : 5.46 %
NA.PR.E FixedReset Disc 93,280 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 23.35
Evaluated at bid price : 24.97
Bid-YTW : 5.39 %
MFC.PR.L FixedReset Ins Non 86,430 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 22.08
Evaluated at bid price : 22.60
Bid-YTW : 5.67 %
FTS.PR.H FixedReset Disc 69,901 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.53 %
There were 15 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
MFC.PR.B Insurance Straight Quote: 19.10 – 21.14
Spot Rate : 2.0400
Average : 1.2559

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 6.13 %
GWO.PR.Y Insurance Straight Quote: 19.85 – 21.00
Spot Rate : 1.1500
Average : 0.6634

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 5.70 %
TD.PF.J FixedReset Prem Quote: 25.32 – 26.32
Spot Rate : 1.0000
Average : 0.6037

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 23.47
Evaluated at bid price : 25.32
Bid-YTW : 5.40 %
IFC.PR.F Insurance Straight Quote: 22.75 – 23.98
Spot Rate : 1.2300
Average : 0.8522

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.84 %
IFC.PR.C FixedReset Ins Non Quote: 21.00 – 22.55
Spot Rate : 1.5500
Average : 1.2051

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.20 %
BN.PR.T FixedReset Disc Quote: 18.00 – 18.90
Spot Rate : 0.9000
Average : 0.6210

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-21
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.79 %
Market Action

March 20, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.0408 % 2,204.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0408 % 4,291.5
Floater 7.08 % 7.42 % 31,366 12.09 4 -0.0408 % 2,473.2
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2137 % 3,599.9
SplitShare 4.85 % 5.12 % 74,223 1.84 9 -0.2137 % 4,299.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2137 % 3,354.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.1264 % 2,985.2
Perpetual-Discount 5.75 % 5.90 % 58,426 13.97 32 0.1264 % 3,255.2
FixedReset Disc 5.54 % 6.32 % 127,540 13.15 49 0.2265 % 2,814.8
Insurance Straight 5.67 % 5.70 % 76,679 14.39 21 0.2406 % 3,191.1
FloatingReset 5.52 % 5.56 % 59,882 14.58 4 0.0449 % 3,559.6
FixedReset Prem 5.80 % 5.50 % 164,285 13.74 10 -0.0510 % 2,580.8
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2265 % 2,877.3
FixedReset Ins Non 5.24 % 5.69 % 73,926 14.12 14 0.1072 % 2,884.1
Performance Highlights
Issue Index Change Notes
CU.PR.C FixedReset Disc -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 6.36 %
ENB.PR.P FixedReset Disc -2.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 19.66
Evaluated at bid price : 19.66
Bid-YTW : 6.97 %
IFC.PR.G FixedReset Ins Non -2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 22.55
Evaluated at bid price : 23.25
Bid-YTW : 5.82 %
SLF.PR.E Insurance Straight -1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.51 %
MFC.PR.J FixedReset Ins Non 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 23.27
Evaluated at bid price : 24.70
Bid-YTW : 5.51 %
BIP.PR.B FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 24.87
Bid-YTW : 5.99 %
IFC.PR.A FixedReset Ins Non 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.66 %
FTS.PR.H FixedReset Disc 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 16.15
Evaluated at bid price : 16.15
Bid-YTW : 6.46 %
BIP.PR.F FixedReset Disc 1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 22.59
Evaluated at bid price : 23.41
Bid-YTW : 6.23 %
ENB.PR.B FixedReset Disc 2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 6.95 %
PWF.PF.A Perpetual-Discount 2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 5.73 %
SLF.PR.D Insurance Straight 3.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.48 %
BIP.PR.E FixedReset Disc 13.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 22.75
Evaluated at bid price : 23.56
Bid-YTW : 6.26 %
Volume Highlights
Issue Index Shares
Traded		 Notes
BN.PF.G FixedReset Disc 460,679 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.92 %
RY.PR.M FixedReset Disc 209,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 23.82
Evaluated at bid price : 24.43
Bid-YTW : 5.37 %
TD.PF.D FixedReset Disc 195,525 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 23.98
Evaluated at bid price : 24.71
Bid-YTW : 5.55 %
BMO.PR.Y FixedReset Disc 99,225 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 23.95
Evaluated at bid price : 24.65
Bid-YTW : 5.45 %
CM.PR.Q FixedReset Disc 44,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 24.15
Evaluated at bid price : 24.83
Bid-YTW : 5.52 %
TD.PF.E FixedReset Disc 43,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 24.03
Evaluated at bid price : 24.62
Bid-YTW : 5.62 %
There were 21 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
PVS.PR.G SplitShare Quote: 25.05 – 26.05
Spot Rate : 1.0000
Average : 0.5497

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-04-19
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 4.62 %
IFC.PR.C FixedReset Ins Non Quote: 21.32 – 22.55
Spot Rate : 1.2300
Average : 0.8270

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.11 %
ENB.PR.P FixedReset Disc Quote: 19.66 – 20.24
Spot Rate : 0.5800
Average : 0.3453

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 19.66
Evaluated at bid price : 19.66
Bid-YTW : 6.97 %
BN.PR.K Floater Quote: 11.75 – 12.50
Spot Rate : 0.7500
Average : 0.5166

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 11.75
Evaluated at bid price : 11.75
Bid-YTW : 7.42 %
GWO.PR.S Insurance Straight Quote: 22.72 – 23.63
Spot Rate : 0.9100
Average : 0.7004

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 22.46
Evaluated at bid price : 22.72
Bid-YTW : 5.79 %
CU.PR.C FixedReset Disc Quote: 20.41 – 21.41
Spot Rate : 1.0000
Average : 0.8072

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-20
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 6.36 %
Market Action

March 26, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.1832 % 2,216.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1832 % 4,314.3
Floater 7.04 % 7.37 % 29,431 12.14 4 0.1832 % 2,486.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.4445 % 3,596.5
SplitShare 4.85 % 5.02 % 69,587 1.83 9 -0.4445 % 4,295.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.4445 % 3,351.1
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.2156 % 2,977.6
Perpetual-Discount 5.77 % 5.94 % 55,097 13.89 32 0.2156 % 3,246.9
FixedReset Disc 5.55 % 6.38 % 122,741 13.13 49 -0.2492 % 2,810.8
Insurance Straight 5.70 % 5.72 % 69,860 14.37 21 -0.4217 % 3,177.2
FloatingReset 5.51 % 5.53 % 65,241 14.62 4 0.0336 % 3,567.6
FixedReset Prem 5.79 % 5.40 % 160,824 13.96 10 0.0039 % 2,585.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2492 % 2,873.2
FixedReset Ins Non 5.34 % 5.67 % 69,901 14.19 14 0.4350 % 2,897.4
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Disc -11.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
GWO.PR.T Insurance Straight -8.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %
ENB.PR.B FixedReset Disc -2.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 7.23 %
PVS.PR.K SplitShare -2.78 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 23.80
Bid-YTW : 5.86 %
CCS.PR.C Insurance Straight -1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 21.45
Evaluated at bid price : 21.71
Bid-YTW : 5.78 %
CU.PR.G Perpetual-Discount -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 5.78 %
BN.PF.G FixedReset Disc -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 6.98 %
PVS.PR.J SplitShare -1.01 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.26 %
PWF.PR.H Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 24.10
Evaluated at bid price : 24.36
Bid-YTW : 6.00 %
PWF.PR.F Perpetual-Discount 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 22.10
Evaluated at bid price : 22.38
Bid-YTW : 5.96 %
IFC.PR.F Insurance Straight 3.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 23.04
Evaluated at bid price : 23.47
Bid-YTW : 5.65 %
CU.PR.C FixedReset Disc 3.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.25 %
BN.PR.N Perpetual-Discount 5.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 19.64
Evaluated at bid price : 19.64
Bid-YTW : 6.08 %
MFC.PR.M FixedReset Ins Non 6.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 22.79
Evaluated at bid price : 24.00
Bid-YTW : 5.40 %
Volume Highlights
Issue Index Shares
Traded		 Notes
ENB.PF.E FixedReset Disc 66,667 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 18.94
Evaluated at bid price : 18.94
Bid-YTW : 7.14 %
TD.PF.E FixedReset Disc 50,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 24.00
Evaluated at bid price : 24.60
Bid-YTW : 5.63 %
ENB.PR.H FixedReset Disc 19,079 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.38 %
CU.PR.E Perpetual-Discount 18,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.72
Evaluated at bid price : 20.72
Bid-YTW : 5.98 %
CM.PR.S FixedReset Prem 15,774 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 25.43
Evaluated at bid price : 25.43
Bid-YTW : 5.30 %
PWF.PR.G Perpetual-Discount 14,603 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 6.02 %
There were 4 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.M Insurance Straight Quote: 24.70 – 27.75
Spot Rate : 3.0500
Average : 1.6707

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 5.89 %
BIP.PR.E FixedReset Disc Quote: 20.75 – 23.82
Spot Rate : 3.0700
Average : 2.1726

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
GWO.PR.T Insurance Straight Quote: 20.50 – 22.65
Spot Rate : 2.1500
Average : 1.4315

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.32 %
PVS.PR.K SplitShare Quote: 23.80 – 24.80
Spot Rate : 1.0000
Average : 0.6911

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 23.80
Bid-YTW : 5.86 %
BN.PR.T FixedReset Disc Quote: 18.00 – 18.95
Spot Rate : 0.9500
Average : 0.6555

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.80 %
ENB.PR.B FixedReset Disc Quote: 18.01 – 18.85
Spot Rate : 0.8400
Average : 0.6064

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-26
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 7.23 %
Market Action

March 19, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.0816 % 2,205.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0816 % 4,293.3
Floater 7.08 % 7.38 % 31,361 12.14 4 -0.0816 % 2,474.2
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1289 % 3,607.6
SplitShare 4.84 % 4.93 % 69,301 1.85 9 -0.1289 % 4,308.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1289 % 3,361.4
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4429 % 2,981.4
Perpetual-Discount 5.76 % 5.91 % 58,066 13.97 32 0.4429 % 3,251.1
FixedReset Disc 5.56 % 6.35 % 128,628 13.11 49 -0.1686 % 2,808.4
Insurance Straight 5.69 % 5.71 % 76,427 14.37 21 0.7116 % 3,183.4
FloatingReset 5.52 % 5.53 % 55,942 14.13 4 -0.0449 % 3,558.0
FixedReset Prem 5.80 % 5.45 % 169,851 13.90 10 0.0314 % 2,582.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1686 % 2,870.8
FixedReset Ins Non 5.25 % 5.68 % 73,263 14.13 14 0.1880 % 2,881.0
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Disc -10.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.18 %
SLF.PR.D Insurance Straight -3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.64 %
BN.PF.G FixedReset Disc -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.94
Evaluated at bid price : 19.94
Bid-YTW : 6.96 %
BIP.PR.F FixedReset Disc -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.35
Evaluated at bid price : 22.99
Bid-YTW : 6.35 %
CU.PR.G Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.68 %
GWO.PR.M Insurance Straight 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 24.51
Evaluated at bid price : 24.76
Bid-YTW : 5.87 %
IFC.PR.A FixedReset Ins Non 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 5.75 %
ENB.PR.N FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.05
Evaluated at bid price : 22.50
Bid-YTW : 6.38 %
MFC.PR.Q FixedReset Ins Non 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.99
Evaluated at bid price : 24.10
Bid-YTW : 5.59 %
GWO.PR.P Insurance Straight 1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 23.27
Evaluated at bid price : 23.57
Bid-YTW : 5.74 %
CCS.PR.C Insurance Straight 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 5.68 %
IFC.PR.K Insurance Straight 1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.86
Evaluated at bid price : 23.20
Bid-YTW : 5.66 %
IFC.PR.F Insurance Straight 2.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.89
Evaluated at bid price : 23.30
Bid-YTW : 5.69 %
PWF.PF.A Perpetual-Discount 4.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.46
Evaluated at bid price : 19.46
Bid-YTW : 5.88 %
GWO.PR.G Insurance Straight 7.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.76 %
Volume Highlights
Issue Index Shares
Traded		 Notes
FFH.PR.M FixedReset Prem 218,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 5.74 %
ENB.PR.Y FixedReset Disc 93,757 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 18.78
Evaluated at bid price : 18.78
Bid-YTW : 6.95 %
PVS.PR.M SplitShare 62,080 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 5.25 %
RY.PR.J FixedReset Disc 51,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 23.87
Evaluated at bid price : 24.80
Bid-YTW : 5.48 %
CM.PR.Q FixedReset Disc 51,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 24.14
Evaluated at bid price : 24.82
Bid-YTW : 5.52 %
TD.PF.E FixedReset Disc 46,575 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 23.99
Evaluated at bid price : 24.59
Bid-YTW : 5.62 %
There were 13 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
CU.PR.F Perpetual-Discount Quote: 20.01 – 23.88
Spot Rate : 3.8700
Average : 2.6457

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 20.01
Evaluated at bid price : 20.01
Bid-YTW : 5.68 %
BIP.PR.E FixedReset Disc Quote: 20.75 – 23.74
Spot Rate : 2.9900
Average : 2.0030

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.18 %
BN.PF.G FixedReset Disc Quote: 19.94 – 21.80
Spot Rate : 1.8600
Average : 1.3764

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.94
Evaluated at bid price : 19.94
Bid-YTW : 6.96 %
SLF.PR.D Insurance Straight Quote: 19.80 – 21.00
Spot Rate : 1.2000
Average : 0.9099

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.64 %
BN.PF.A FixedReset Disc Quote: 23.30 – 24.40
Spot Rate : 1.1000
Average : 0.9074

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.55
Evaluated at bid price : 23.30
Bid-YTW : 6.30 %
MFC.PR.L FixedReset Ins Non Quote: 22.54 – 23.60
Spot Rate : 1.0600
Average : 0.8697

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-19
Maturity Price : 22.04
Evaluated at bid price : 22.54
Bid-YTW : 5.68 %
Market Action

March 18, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.3457 % 2,207.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3457 % 4,296.8
Floater 7.07 % 7.39 % 29,825 12.14 4 -0.3457 % 2,476.2
OpRet 0.00 % 0.00 % 0 0.00 0 0.0489 % 3,612.2
SplitShare 4.83 % 4.78 % 68,444 1.85 9 0.0489 % 4,313.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0489 % 3,365.8
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.0226 % 2,968.3
Perpetual-Discount 5.78 % 5.93 % 56,541 13.94 32 0.0226 % 3,236.7
FixedReset Disc 5.55 % 6.38 % 129,790 13.19 49 0.0405 % 2,813.2
Insurance Straight 5.73 % 5.76 % 77,857 14.26 21 -0.3134 % 3,161.0
FloatingReset 5.52 % 5.54 % 58,146 14.17 4 -0.0561 % 3,559.6
FixedReset Prem 5.80 % 5.48 % 172,282 13.88 10 0.2440 % 2,581.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0405 % 2,875.6
FixedReset Ins Non 5.25 % 5.70 % 76,102 14.12 14 0.2187 % 2,875.6
Performance Highlights
Issue Index Change Notes
PWF.PF.A Perpetual-Discount -6.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 18.55
Evaluated at bid price : 18.55
Bid-YTW : 6.17 %
GWO.PR.G Insurance Straight -4.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.22 %
IFC.PR.F Insurance Straight -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.84 %
GWO.PR.I Insurance Straight -1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 19.78
Evaluated at bid price : 19.78
Bid-YTW : 5.71 %
BIP.PR.E FixedReset Disc -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.48
Evaluated at bid price : 23.08
Bid-YTW : 6.40 %
ENB.PR.B FixedReset Disc -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.10 %
POW.PR.D Perpetual-Discount -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.93 %
ENB.PR.N FixedReset Disc -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.88
Evaluated at bid price : 22.25
Bid-YTW : 6.46 %
IFC.PR.K Insurance Straight -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.47
Evaluated at bid price : 22.76
Bid-YTW : 5.78 %
MFC.PR.Q FixedReset Ins Non -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.82
Evaluated at bid price : 23.75
Bid-YTW : 5.68 %
BN.PF.D Perpetual-Discount 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.03 %
GWO.PR.R Insurance Straight 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 5.83 %
SLF.PR.H FixedReset Ins Non 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.93 %
FTS.PR.H FixedReset Disc 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 15.94
Evaluated at bid price : 15.94
Bid-YTW : 6.55 %
IFC.PR.C FixedReset Ins Non 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 6.10 %
CU.PR.C FixedReset Disc 1.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.18 %
GWO.PR.T Insurance Straight 2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.95
Evaluated at bid price : 22.35
Bid-YTW : 5.76 %
PWF.PR.S Perpetual-Discount 3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 20.66
Evaluated at bid price : 20.66
Bid-YTW : 5.90 %
SLF.PR.D Insurance Straight 3.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.44 %
BN.PR.N Perpetual-Discount 6.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 19.83
Evaluated at bid price : 19.83
Bid-YTW : 6.02 %
Volume Highlights
Issue Index Shares
Traded		 Notes
CU.PR.C FixedReset Disc 197,135 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.18 %
CM.PR.S FixedReset Prem 180,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 25.47
Evaluated at bid price : 25.47
Bid-YTW : 5.28 %
NA.PR.S FixedReset Prem 134,599 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 23.27
Evaluated at bid price : 25.11
Bid-YTW : 5.33 %
SLF.PR.D Insurance Straight 101,425 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.44 %
FTS.PR.M FixedReset Disc 100,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.27 %
ENB.PF.A FixedReset Disc 96,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 7.00 %
There were 31 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
PWF.PF.A Perpetual-Discount Quote: 18.55 – 20.89
Spot Rate : 2.3400
Average : 1.3489

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 18.55
Evaluated at bid price : 18.55
Bid-YTW : 6.17 %
GWO.PR.G Insurance Straight Quote: 21.00 – 22.50
Spot Rate : 1.5000
Average : 0.9744

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.22 %
MFC.PR.L FixedReset Ins Non Quote: 22.48 – 23.60
Spot Rate : 1.1200
Average : 0.6611

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.00
Evaluated at bid price : 22.48
Bid-YTW : 5.70 %
BN.PF.A FixedReset Disc Quote: 23.31 – 24.40
Spot Rate : 1.0900
Average : 0.6962

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.56
Evaluated at bid price : 23.31
Bid-YTW : 6.30 %
IFC.PR.F Insurance Straight Quote: 22.75 – 23.98
Spot Rate : 1.2300
Average : 0.9728

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.84 %
BIP.PR.E FixedReset Disc Quote: 23.08 – 24.25
Spot Rate : 1.1700
Average : 0.9207

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-18
Maturity Price : 22.48
Evaluated at bid price : 23.08
Bid-YTW : 6.40 %
Market Action

March 17, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.3264 % 2,214.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3264 % 4,311.7
Floater 7.05 % 7.32 % 29,439 12.21 4 0.3264 % 2,484.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.0757 % 3,610.5
SplitShare 4.83 % 4.94 % 64,981 1.85 9 0.0757 % 4,311.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0757 % 3,364.1
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.1187 % 2,967.6
Perpetual-Discount 5.79 % 5.92 % 55,946 13.94 32 0.1187 % 3,236.0
FixedReset Disc 5.55 % 6.30 % 131,181 13.17 49 0.4763 % 2,812.0
Insurance Straight 5.71 % 5.77 % 76,858 14.27 21 0.4217 % 3,170.9
FloatingReset 5.52 % 5.53 % 60,438 14.17 4 -0.0449 % 3,561.6
FixedReset Prem 5.81 % 5.47 % 171,064 13.88 10 -0.1572 % 2,575.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.4763 % 2,874.5
FixedReset Ins Non 5.27 % 5.69 % 72,736 14.11 14 2.7728 % 2,869.4
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -3.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.10 %
SLF.PR.D Insurance Straight -2.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.64 %
GWO.PR.R Insurance Straight -2.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.42
Evaluated at bid price : 20.42
Bid-YTW : 5.90 %
GWO.PR.T Insurance Straight -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 21.55
Evaluated at bid price : 21.90
Bid-YTW : 5.88 %
MFC.PR.B Insurance Straight -1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.68 %
CU.PR.C FixedReset Disc -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 6.30 %
IFC.PR.E Insurance Straight 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.84
Evaluated at bid price : 23.24
Bid-YTW : 5.59 %
GWO.PR.M Insurance Straight 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 24.47
Evaluated at bid price : 24.71
Bid-YTW : 5.88 %
BN.PF.F FixedReset Disc 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 21.35
Evaluated at bid price : 21.65
Bid-YTW : 6.55 %
GWO.PR.P Insurance Straight 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 23.15
Evaluated at bid price : 23.45
Bid-YTW : 5.77 %
FTS.PR.F Perpetual-Discount 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.00
Evaluated at bid price : 22.23
Bid-YTW : 5.55 %
GWO.PR.I Insurance Straight 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.18
Evaluated at bid price : 20.18
Bid-YTW : 5.60 %
CU.PR.H Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.68
Evaluated at bid price : 22.92
Bid-YTW : 5.77 %
ENB.PR.D FixedReset Disc 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 18.84
Evaluated at bid price : 18.84
Bid-YTW : 6.93 %
MFC.PR.M FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.17
Evaluated at bid price : 22.80
Bid-YTW : 5.72 %
GWO.PR.L Insurance Straight 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 23.87
Evaluated at bid price : 24.12
Bid-YTW : 5.87 %
POW.PR.D Perpetual-Discount 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.83 %
PWF.PR.T FixedReset Disc 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.27
Evaluated at bid price : 22.86
Bid-YTW : 5.76 %
SLF.PR.C Insurance Straight 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 5.37 %
GWO.PR.Q Insurance Straight 1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 5.80 %
ENB.PR.B FixedReset Disc 5.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 6.98 %
IFC.PR.K Insurance Straight 6.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 22.70
Evaluated at bid price : 23.02
Bid-YTW : 5.71 %
BN.PF.G FixedReset Disc 14.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 6.83 %
SLF.PR.H FixedReset Ins Non 54.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 19.64
Evaluated at bid price : 19.64
Bid-YTW : 6.00 %
Volume Highlights
Issue Index Shares
Traded		 Notes
BMO.PR.Y FixedReset Disc 110,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 23.95
Evaluated at bid price : 24.64
Bid-YTW : 5.45 %
CM.PR.Q FixedReset Disc 102,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 24.04
Evaluated at bid price : 24.75
Bid-YTW : 5.54 %
FTS.PR.M FixedReset Disc 62,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 21.27
Evaluated at bid price : 21.27
Bid-YTW : 6.28 %
TD.PF.A FixedReset Disc 50,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 23.04
Evaluated at bid price : 24.59
Bid-YTW : 5.03 %
CU.PR.I FixedReset Disc 47,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 6.27 %
BN.PF.D Perpetual-Discount 43,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 6.11 %
There were 14 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
CU.PR.F Perpetual-Discount Quote: 20.05 – 23.88
Spot Rate : 3.8300
Average : 2.6226

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.67 %
BN.PF.E FixedReset Disc Quote: 19.40 – 20.99
Spot Rate : 1.5900
Average : 1.1456

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 6.83 %
PWF.PR.S Perpetual-Discount Quote: 20.00 – 21.00
Spot Rate : 1.0000
Average : 0.7656

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.10 %
SLF.PR.D Insurance Straight Quote: 19.80 – 20.75
Spot Rate : 0.9500
Average : 0.7473

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.64 %
CU.PR.C FixedReset Disc Quote: 20.59 – 21.59
Spot Rate : 1.0000
Average : 0.7995

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 6.30 %
MFC.PR.F FixedReset Ins Non Quote: 16.35 – 17.35
Spot Rate : 1.0000
Average : 0.8268

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-17
Maturity Price : 16.35
Evaluated at bid price : 16.35
Bid-YTW : 6.12 %