{"id":41031,"date":"2020-06-23T21:44:04","date_gmt":"2020-06-24T02:44:04","guid":{"rendered":"http:\/\/prefblog.com\/?p=41031"},"modified":"2020-06-23T21:44:04","modified_gmt":"2020-06-24T02:44:04","slug":"june-23-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41031","title":{"rendered":"June 23, 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>\n0.3780 %<\/td>\n1,456.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3780 %<\/td>\n2,672.5<\/td>\n<\/tr>\n
Floater<\/td>\n5.38 %<\/td>\n5.69 %<\/td>\n48,122<\/td>\n14.39<\/td>\n4<\/td>\n0.3780 %<\/td>\n1,540.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5515 %<\/td>\n3,421.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.91 %<\/td>\n5.14 %<\/td>\n67,109<\/td>\n3.83<\/td>\n7<\/td>\n-0.5515 %<\/td>\n4,086.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5515 %<\/td>\n3,188.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1882 %<\/td>\n3,045.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.54 %<\/td>\n5.71 %<\/td>\n76,956<\/td>\n14.26<\/td>\n35<\/td>\n0.1882 %<\/td>\n3,266.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.22 %<\/td>\n5.11 %<\/td>\n153,187<\/td>\n14.96<\/td>\n83<\/td>\n0.1785 %<\/td>\n1,836.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.31 %<\/td>\n5.40 %<\/td>\n86,573<\/td>\n14.42<\/td>\n27<\/td>\n-0.1266 %<\/td>\n3,226.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.91 %<\/td>\n4.94 %<\/td>\n46,281<\/td>\n15.62<\/td>\n3<\/td>\n0.6444 %<\/td>\n1,795.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1785 %<\/td>\n2,539.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n3.31 %<\/td>\n121,849<\/td>\n1.57<\/td>\n2<\/td>\n0.1023 %<\/td>\n2,787.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n6.43 %<\/td>\n5.07 %<\/td>\n118,758<\/td>\n14.92<\/td>\n22<\/td>\n0.7622 %<\/td>\n1,862.7<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\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.G<\/td>\nFixedReset Disc<\/td>\n-8.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Disc<\/td>\n-7.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-6.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-5.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.51
\nEvaluated at bid price : 15.51
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 7.55
\nEvaluated at bid price : 7.55
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 10.80
\nEvaluated at bid price : 10.80
\nBid-YTW : 9.06 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PVS.PR.F<\/td>\nSplitShare<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2024-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 11.75
\nEvaluated at bid price : 11.75
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.31
\nEvaluated at bid price : 15.31
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.19
\nEvaluated at bid price : 14.19
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 9.16
\nEvaluated at bid price : 9.16
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.63
\nEvaluated at bid price : 15.63
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.82
\nEvaluated at bid price : 14.82
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.48
\nEvaluated at bid price : 15.48
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.96
\nEvaluated at bid price : 14.96
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.72
\nEvaluated at bid price : 14.72
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.63
\nEvaluated at bid price : 14.63
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 21.64
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.98
\nEvaluated at bid price : 15.98
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 9.20
\nEvaluated at bid price : 9.20
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.03
\nEvaluated at bid price : 15.03
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 9.65
\nEvaluated at bid price : 9.65
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.11
\nEvaluated at bid price : 15.11
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n3.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.98
\nEvaluated at bid price : 14.98
\nBid-YTW : 5.01 %<\/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
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n69,256<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n67,813<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n55,724<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n46,621<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n44,616<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n40,423<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.30
\nEvaluated at bid price : 15.30
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n
There were 30 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
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 9.86 – 17.27
\nSpot Rate : 7.4100
\nAverage : 4.2190<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 9.86
\nEvaluated at bid price : 9.86
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 15.98 – 25.50
\nSpot Rate : 9.5200
\nAverage : 7.4821<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.98
\nEvaluated at bid price : 15.98
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 13.35 – 14.60
\nSpot Rate : 1.2500
\nAverage : 0.8507<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 13.35
\nEvaluated at bid price : 13.35
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 15.51 – 16.60
\nSpot Rate : 1.0900
\nAverage : 0.6930<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.51
\nEvaluated at bid price : 15.51
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n

BAM.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 14.50 – 15.55
\nSpot Rate : 1.0500
\nAverage : 0.7217<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.40 – 16.96
\nSpot Rate : 1.5600
\nAverage : 1.2450<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-06-22
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.50 %<\/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-41031","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41031","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=41031"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41031\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41031"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41031"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41031"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}