{"id":41169,"date":"2020-07-24T00:53:13","date_gmt":"2020-07-24T05:53:13","guid":{"rendered":"http:\/\/prefblog.com\/?p=41169"},"modified":"2020-07-24T00:53:13","modified_gmt":"2020-07-24T05:53:13","slug":"july-23-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41169","title":{"rendered":"July 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>\n2.5051 %<\/td>\n1,647.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n2.5051 %<\/td>\n3,022.4<\/td>\n<\/tr>\n
Floater<\/td>\n5.07 %<\/td>\n5.11 %<\/td>\n66,820<\/td>\n15.31<\/td>\n3<\/td>\n2.5051 %<\/td>\n1,741.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1194 %<\/td>\n3,479.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.85 %<\/td>\n51,855<\/td>\n3.75<\/td>\n7<\/td>\n0.1194 %<\/td>\n4,155.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1194 %<\/td>\n3,242.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.12 %<\/td>\n4.53 %<\/td>\n74,062<\/td>\n4.09<\/td>\n1<\/td>\n1.2398 %<\/td>\n3,118.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.54 %<\/td>\n5.67 %<\/td>\n80,878<\/td>\n14.33<\/td>\n35<\/td>\n0.1423 %<\/td>\n3,297.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.69 %<\/td>\n4.52 %<\/td>\n144,768<\/td>\n15.83<\/td>\n75<\/td>\n0.0510 %<\/td>\n1,988.4<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.27 %<\/td>\n5.34 %<\/td>\n92,055<\/td>\n14.48<\/td>\n27<\/td>\n0.3118 %<\/td>\n3,256.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.36 %<\/td>\n2.46 %<\/td>\n29,671<\/td>\n1.50<\/td>\n4<\/td>\n-0.1161 %<\/td>\n1,766.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.42 %<\/td>\n3.99 %<\/td>\n336,426<\/td>\n0.98<\/td>\n3<\/td>\n0.4252 %<\/td>\n2,611.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.52 %<\/td>\n99,721<\/td>\n1.49<\/td>\n2<\/td>\n-0.1009 %<\/td>\n2,828.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.86 %<\/td>\n4.62 %<\/td>\n101,297<\/td>\n15.60<\/td>\n22<\/td>\n-0.7581 %<\/td>\n2,031.0<\/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
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-7.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-4.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 14.00
\nEvaluated at bid price : 14.00
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 9.83
\nEvaluated at bid price : 9.83
\nBid-YTW : 4.27 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 11.96
\nEvaluated at bid price : 11.96
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 10.01
\nEvaluated at bid price : 10.01
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 20.96
\nEvaluated at bid price : 20.96
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 8.45
\nEvaluated at bid price : 8.45
\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 12.23
\nEvaluated at bid price : 12.23
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
RY.PR.F<\/td>\nDeemed-Retractible<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : -13.39 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
RY.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -14.29 %<\/td>\n<\/tr>\n
RY.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : -13.39 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : -15.18 %<\/td>\n<\/tr>\n
RY.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : -13.39 %<\/td>\n<\/tr>\n
RY.PR.P<\/td>\nPerpetual-Premium<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.65
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
BMO.PR.F<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.95
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : -0.33 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.09
\nEvaluated at bid price : 17.09
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 9.56
\nEvaluated at bid price : 9.56
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 4.59 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 8.47
\nEvaluated at bid price : 8.47
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 8.39
\nEvaluated at bid price : 8.39
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 8.51
\nEvaluated at bid price : 8.51
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n9.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 4.25 %<\/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
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n166,480<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-08-22
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : -0.33 %<\/td>\n<\/tr>\n
RY.PR.R<\/td>\nFixedReset Prem<\/td>\n93,016<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.54
\nBid-YTW : 3.05 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n63,725<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n57,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.41
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n54,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n52,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
There were 26 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.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.05 – 18.30
\nSpot Rate : 1.2500
\nAverage : 0.8134<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n

NA.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 15.55 – 16.35
\nSpot Rate : 0.8000
\nAverage : 0.4546<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.10 – 18.00
\nSpot Rate : 0.9000
\nAverage : 0.6215<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 14.05 – 16.60
\nSpot Rate : 2.5500
\nAverage : 2.2797<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 14.05
\nEvaluated at bid price : 14.05
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 16.50 – 17.25
\nSpot Rate : 0.7500
\nAverage : 0.4999<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.50 – 16.68
\nSpot Rate : 1.1800
\nAverage : 0.9493<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-07-23
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 4.75 %<\/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-41169","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41169","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=41169"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41169\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41169"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41169"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41169"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}