{"id":40840,"date":"2020-05-12T23:28:42","date_gmt":"2020-05-13T04:28:42","guid":{"rendered":"http:\/\/prefblog.com\/?p=40840"},"modified":"2020-05-12T23:28:42","modified_gmt":"2020-05-13T04:28:42","slug":"may-12-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40840","title":{"rendered":"May 12, 2020"},"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>\n-0.1214 %<\/td>\n1,482.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1214 %<\/td>\n2,719.7<\/td>\n<\/tr>\n
Floater<\/td>\n5.21 %<\/td>\n5.46 %<\/td>\n33,147<\/td>\n14.69<\/td>\n4<\/td>\n-0.1214 %<\/td>\n1,567.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2549 %<\/td>\n3,361.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.94 %<\/td>\n5.52 %<\/td>\n80,238<\/td>\n3.89<\/td>\n7<\/td>\n-0.2549 %<\/td>\n4,014.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2549 %<\/td>\n3,132.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4207 %<\/td>\n2,893.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.82 %<\/td>\n6.00 %<\/td>\n84,529<\/td>\n13.86<\/td>\n35<\/td>\n0.4207 %<\/td>\n3,104.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.32 %<\/td>\n5.16 %<\/td>\n205,575<\/td>\n14.86<\/td>\n83<\/td>\n-0.1951 %<\/td>\n1,798.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.53 %<\/td>\n5.79 %<\/td>\n93,656<\/td>\n13.81<\/td>\n27<\/td>\n0.4429 %<\/td>\n3,066.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.95 %<\/td>\n4.95 %<\/td>\n58,354<\/td>\n15.55<\/td>\n3<\/td>\n0.8769 %<\/td>\n1,753.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1951 %<\/td>\n2,487.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n3.11 %<\/td>\n175,077<\/td>\n1.68<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,774.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.58 %<\/td>\n5.32 %<\/td>\n127,753<\/td>\n14.41<\/td>\n22<\/td>\n0.8383 %<\/td>\n1,807.2<\/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\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
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-3.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 22.25
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 10.95
\nEvaluated at bid price : 10.95
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 9.02
\nEvaluated at bid price : 9.02
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 23.01
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.85
\nEvaluated at bid price : 14.85
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 5.01 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.51
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 11.09
\nEvaluated at bid price : 11.09
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 9.50
\nEvaluated at bid price : 9.50
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.73
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.21
\nEvaluated at bid price : 15.21
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.09
\nEvaluated at bid price : 20.09
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 11.68
\nEvaluated at bid price : 11.68
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.77
\nEvaluated at bid price : 20.77
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 20.23
\nEvaluated at bid price : 20.23
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 9.30
\nEvaluated at bid price : 9.30
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 6.12
\nEvaluated at bid price : 6.12
\nBid-YTW : 8.81 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.80
\nEvaluated at bid price : 14.80
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 16.39
\nEvaluated at bid price : 16.39
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n4.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 10.61
\nEvaluated at bid price : 10.61
\nBid-YTW : 9.35 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n20.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 14.44
\nEvaluated at bid price : 14.44
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n78,175<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
RY.PR.Q<\/td>\nFixedReset Disc<\/td>\n72,210<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 24.47
\nEvaluated at bid price : 24.84
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Disc<\/td>\n63,696<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 23.79
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n54,332<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n48,141<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
TD.PF.H<\/td>\nFixedReset Disc<\/td>\n39,572<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.21
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
There were 35 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
TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 15.87 – 18.80
\nSpot Rate : 2.9300
\nAverage : 2.4128<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.87
\nEvaluated at bid price : 15.87
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n

BIP.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 24.03
\nSpot Rate : 1.0300
\nAverage : 0.6457<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 22.25
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.40 – 14.17
\nSpot Rate : 0.7700
\nAverage : 0.4562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 13.40
\nEvaluated at bid price : 13.40
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n

PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.20 – 24.88
\nSpot Rate : 0.6800
\nAverage : 0.4174<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.25 – 16.05
\nSpot Rate : 0.8000
\nAverage : 0.5401<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n

NA.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 15.76 – 16.45
\nSpot Rate : 0.6900
\nAverage : 0.4337<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-12
\nMaturity Price : 15.76
\nEvaluated at bid price : 15.76
\nBid-YTW : 5.14 %<\/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-40840","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40840","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=40840"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40840\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40840"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40840"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40840"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}