{"id":40887,"date":"2020-05-21T18:20:33","date_gmt":"2020-05-21T23:20:33","guid":{"rendered":"http:\/\/prefblog.com\/?p=40887"},"modified":"2020-05-21T18:20:33","modified_gmt":"2020-05-21T23:20:33","slug":"may-21-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40887","title":{"rendered":"May 21, 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-0.3765 %<\/td>\n1,429.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3765 %<\/td>\n2,623.0<\/td>\n<\/tr>\n
Floater<\/td>\n5.40 %<\/td>\n5.69 %<\/td>\n30,559<\/td>\n14.30<\/td>\n4<\/td>\n-0.3765 %<\/td>\n1,511.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5501 %<\/td>\n3,405.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n5.23 %<\/td>\n74,249<\/td>\n3.92<\/td>\n7<\/td>\n0.5501 %<\/td>\n4,066.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5501 %<\/td>\n3,173.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4748 %<\/td>\n2,913.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.78 %<\/td>\n6.02 %<\/td>\n82,242<\/td>\n13.84<\/td>\n35<\/td>\n0.4748 %<\/td>\n3,124.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.42 %<\/td>\n5.39 %<\/td>\n188,802<\/td>\n14.63<\/td>\n83<\/td>\n0.3347 %<\/td>\n1,772.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.44 %<\/td>\n5.68 %<\/td>\n90,139<\/td>\n13.94<\/td>\n27<\/td>\n0.6291 %<\/td>\n3,113.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.02 %<\/td>\n4.94 %<\/td>\n50,902<\/td>\n15.56<\/td>\n3<\/td>\n-0.7485 %<\/td>\n1,757.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3347 %<\/td>\n2,450.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n2.01 %<\/td>\n3.95 %<\/td>\n171,595<\/td>\n1.65<\/td>\n2<\/td>\n0.3545 %<\/td>\n2,743.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.68 %<\/td>\n5.48 %<\/td>\n118,285<\/td>\n14.44<\/td>\n22<\/td>\n0.4980 %<\/td>\n1,779.5<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-3.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.33
\nEvaluated at bid price : 14.33
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 13.12
\nEvaluated at bid price : 13.12
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 13.78
\nEvaluated at bid price : 13.78
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 9.62
\nEvaluated at bid price : 9.62
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 7.65
\nEvaluated at bid price : 7.65
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 6.12
\nEvaluated at bid price : 6.12
\nBid-YTW : 9.11 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 7.69
\nEvaluated at bid price : 7.69
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 23.43
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 23.10
\nEvaluated at bid price : 23.46
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BMO.PR.B<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.63
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.08
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 11.45
\nEvaluated at bid price : 11.45
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.20
\nEvaluated at bid price : 14.20
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.15
\nEvaluated at bid price : 14.15
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.36
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 22.87
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.03
\nEvaluated at bid price : 17.03
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.98
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 15.51
\nEvaluated at bid price : 15.51
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n5.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.10
\nEvaluated at bid price : 14.10
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n8.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 9.49
\nEvaluated at bid price : 9.49
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n15.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 9.38
\nEvaluated at bid price : 9.38
\nBid-YTW : 5.51 %<\/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
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n57,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 23.43
\nEvaluated at bid price : 23.91
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Disc<\/td>\n37,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n36,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n24,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 14.54
\nEvaluated at bid price : 14.54
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n20,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 12.31
\nEvaluated at bid price : 12.31
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n19,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
There were 17 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
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 15.75
\nSpot Rate : 0.7500
\nAverage : 0.5219<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 13.30 – 13.85
\nSpot Rate : 0.5500
\nAverage : 0.3446<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 13.30
\nEvaluated at bid price : 13.30
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 11.00 – 11.50
\nSpot Rate : 0.5000
\nAverage : 0.3742<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 9.24 %<\/td>\n<\/tr>\n

NA.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 17.12 – 17.48
\nSpot Rate : 0.3600
\nAverage : 0.2555<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 24.25 – 24.68
\nSpot Rate : 0.4300
\nAverage : 0.3463<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 19.40
\nSpot Rate : 0.4000
\nAverage : 0.3225<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-05-21
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.71 %<\/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-40887","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40887","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=40887"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40887\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40887"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40887"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40887"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}