{"id":40964,"date":"2020-06-09T20:51:31","date_gmt":"2020-06-10T01:51:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=40964"},"modified":"2020-06-09T20:51:31","modified_gmt":"2020-06-10T01:51:31","slug":"june-9-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40964","title":{"rendered":"June 9, 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-1.0442 %<\/td>\n1,493.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.0442 %<\/td>\n2,740.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.17 %<\/td>\n5.42 %<\/td>\n40,620<\/td>\n14.69<\/td>\n4<\/td>\n-1.0442 %<\/td>\n1,579.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3536 %<\/td>\n3,477.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.65 %<\/td>\n65,455<\/td>\n3.87<\/td>\n7<\/td>\n0.3536 %<\/td>\n4,153.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3536 %<\/td>\n3,240.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1711 %<\/td>\n3,026.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.56 %<\/td>\n5.74 %<\/td>\n77,335<\/td>\n14.23<\/td>\n35<\/td>\n-0.1711 %<\/td>\n3,245.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.14 %<\/td>\n5.21 %<\/td>\n173,556<\/td>\n14.77<\/td>\n83<\/td>\n-0.3150 %<\/td>\n1,855.6<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.32 %<\/td>\n5.41 %<\/td>\n86,499<\/td>\n14.44<\/td>\n27<\/td>\n-0.2920 %<\/td>\n3,213.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.78 %<\/td>\n4.74 %<\/td>\n50,977<\/td>\n16.01<\/td>\n3<\/td>\n-0.7738 %<\/td>\n1,821.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3150 %<\/td>\n2,566.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.99 %<\/td>\n3.67 %<\/td>\n142,849<\/td>\n1.60<\/td>\n2<\/td>\n-0.2050 %<\/td>\n2,774.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.41 %<\/td>\n5.31 %<\/td>\n112,381<\/td>\n14.69<\/td>\n22<\/td>\n0.0675 %<\/td>\n1,862.5<\/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\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
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-6.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 7.02
\nEvaluated at bid price : 7.02
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 9.85
\nEvaluated at bid price : 9.85
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 7.59
\nEvaluated at bid price : 7.59
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.98
\nEvaluated at bid price : 16.98
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 8.68 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 11.74
\nEvaluated at bid price : 11.74
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.39
\nEvaluated at bid price : 16.39
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 9.20
\nEvaluated at bid price : 9.20
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 12.15
\nEvaluated at bid price : 12.15
\nBid-YTW : 8.80 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 12.48
\nEvaluated at bid price : 12.48
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 12.77
\nEvaluated at bid price : 12.77
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 9.20
\nEvaluated at bid price : 9.20
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 10.03
\nEvaluated at bid price : 10.03
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 7.97
\nEvaluated at bid price : 7.97
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 9.33
\nEvaluated at bid price : 9.33
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 22.87
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 18.11
\nEvaluated at bid price : 18.11
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.19
\nEvaluated at bid price : 16.19
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 13.21
\nEvaluated at bid price : 13.21
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n-1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 23.50
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 13.75
\nEvaluated at bid price : 13.75
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 11.32
\nEvaluated at bid price : 11.32
\nBid-YTW : 8.91 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.71
\nEvaluated at bid price : 16.71
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.76
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 24.59
\nEvaluated at bid price : 24.96
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.85
\nBid-YTW : 4.98 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 17.89
\nEvaluated at bid price : 17.89
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n3.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n5.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.87
\nEvaluated at bid price : 15.87
\nBid-YTW : 4.67 %<\/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
TD.PF.H<\/td>\nFixedReset Disc<\/td>\n129,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 22.52
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n93,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Disc<\/td>\n88,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 23.88
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Disc<\/td>\n69,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n68,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n52,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.21 %<\/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
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.30 – 18.00
\nSpot Rate : 3.7000
\nAverage : 2.0713<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 14.30
\nEvaluated at bid price : 14.30
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n

BMO.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 18.87 – 19.80
\nSpot Rate : 0.9300
\nAverage : 0.5308<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.05 – 26.05
\nSpot Rate : 1.0000
\nAverage : 0.6480<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 13.00 – 13.78
\nSpot Rate : 0.7800
\nAverage : 0.4338<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 16.98 – 17.52
\nSpot Rate : 0.5400
\nAverage : 0.3201<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 16.98
\nEvaluated at bid price : 16.98
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 9.85 – 10.50
\nSpot Rate : 0.6500
\nAverage : 0.5078<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-09
\nMaturity Price : 9.85
\nEvaluated at bid price : 9.85
\nBid-YTW : 5.41 %<\/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-40964","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40964","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=40964"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40964\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40964"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40964"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40964"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}