{"id":41761,"date":"2020-12-21T21:30:41","date_gmt":"2020-12-22T02:30:41","guid":{"rendered":"http:\/\/prefblog.com\/?p=41761"},"modified":"2020-12-21T21:30:41","modified_gmt":"2020-12-22T02:30:41","slug":"december-21-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41761","title":{"rendered":"December 21, 2020"},"content":{"rendered":"<table border='1'>\n<tr>\n<td colspan='8'><strong>HIMIPref&trade; Preferred Indices<br \/>These values reflect the December 2008 revision of the HIMIPref&trade; Indices<\/strong><br \/>Values are provisional and are finalized monthly<\/td>\n<\/tr>\n<tr>\n<td>Index<\/td>\n<td>Mean<br \/>Current<br \/>Yield<br \/>(at bid)<\/td>\n<td>Median<br \/>YTW<\/td>\n<td>Median<br \/>Average<br \/>Trading<br \/>Value<\/td>\n<td>Median<br \/>Mod Dur<br \/>(YTW)<\/td>\n<td>Issues<\/td>\n<td>Day&#8217;s Perf.<\/td>\n<td>Index Value<\/td>\n<\/tr>\n<tr>\n<td>Ratchet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.5391 %<\/td>\n<td>1,869.7<\/td>\n<\/tr>\n<tr>\n<td>FixedFloater<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>-0.5391 %<\/td>\n<td>3,430.7<\/td>\n<\/tr>\n<tr>\n<td>Floater<\/td>\n<td>4.65 %<\/td>\n<td>4.64 %<\/td>\n<td>51,756<\/td>\n<td>16.17<\/td>\n<td>2<\/td>\n<td>-0.5391 %<\/td>\n<td>1,977.2<\/td>\n<\/tr>\n<tr>\n<td>OpRet<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.0000 %<\/td>\n<td>3,609.6<\/td>\n<\/tr>\n<tr>\n<td>SplitShare<\/td>\n<td>4.80 %<\/td>\n<td>4.62 %<\/td>\n<td>44,620<\/td>\n<td>3.82<\/td>\n<td>9<\/td>\n<td>0.0000 %<\/td>\n<td>4,310.7<\/td>\n<\/tr>\n<tr>\n<td>Interest-Bearing<\/td>\n<td>0.00 %<\/td>\n<td>0.00 %<\/td>\n<td>0<\/td>\n<td>0.00<\/td>\n<td>0<\/td>\n<td>0.0000 %<\/td>\n<td>3,363.3<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Premium<\/td>\n<td>5.33 %<\/td>\n<td>0.23 %<\/td>\n<td>73,645<\/td>\n<td>0.08<\/td>\n<td>19<\/td>\n<td>-0.1071 %<\/td>\n<td>3,198.3<\/td>\n<\/tr>\n<tr>\n<td>Perpetual-Discount<\/td>\n<td>5.01 %<\/td>\n<td>5.05 %<\/td>\n<td>74,024<\/td>\n<td>15.37<\/td>\n<td>12<\/td>\n<td>-0.5416 %<\/td>\n<td>3,664.6<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Disc<\/td>\n<td>5.03 %<\/td>\n<td>3.92 %<\/td>\n<td>151,357<\/td>\n<td>17.21<\/td>\n<td>56<\/td>\n<td>-0.4859 %<\/td>\n<td>2,322.1<\/td>\n<\/tr>\n<tr>\n<td>Insurance Straight<\/td>\n<td>5.06 %<\/td>\n<td>4.83 %<\/td>\n<td>87,353<\/td>\n<td>15.37<\/td>\n<td>22<\/td>\n<td>-0.6555 %<\/td>\n<td>3,551.8<\/td>\n<\/tr>\n<tr>\n<td>FloatingReset<\/td>\n<td>1.93 %<\/td>\n<td>1.90 %<\/td>\n<td>43,323<\/td>\n<td>1.10<\/td>\n<td>3<\/td>\n<td>-0.2944 %<\/td>\n<td>1,850.0<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Prem<\/td>\n<td>5.16 %<\/td>\n<td>3.08 %<\/td>\n<td>221,409<\/td>\n<td>0.66<\/td>\n<td>22<\/td>\n<td>-0.2432 %<\/td>\n<td>2,673.3<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Bank Non<\/td>\n<td>1.93 %<\/td>\n<td>1.80 %<\/td>\n<td>171,617<\/td>\n<td>1.09<\/td>\n<td>2<\/td>\n<td>0.0200 %<\/td>\n<td>2,880.3<\/td>\n<\/tr>\n<tr>\n<td>FixedReset Ins Non<\/td>\n<td>5.07 %<\/td>\n<td>3.89 %<\/td>\n<td>87,675<\/td>\n<td>17.23<\/td>\n<td>22<\/td>\n<td>-0.2259 %<\/td>\n<td>2,414.9<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Performance Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Change<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.D<\/td>\n<td>FixedReset Disc<\/td>\n<td>-7.96 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 20.11<br \/>\nEvaluated at bid price : 20.11<br \/>\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.T<\/td>\n<td>FixedReset Disc<\/td>\n<td>-3.45 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 14.55<br \/>\nEvaluated at bid price : 14.55<br \/>\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.E<\/td>\n<td>FixedReset Disc<\/td>\n<td>-3.34 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 15.90<br \/>\nEvaluated at bid price : 15.90<br \/>\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.F<\/td>\n<td>FixedReset Disc<\/td>\n<td>-2.99 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 17.85<br \/>\nEvaluated at bid price : 17.85<br \/>\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.D<\/td>\n<td>FixedReset Disc<\/td>\n<td>-2.73 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 14.95<br \/>\nEvaluated at bid price : 14.95<br \/>\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.F<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-2.35 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.41<br \/>\nEvaluated at bid price : 23.68<br \/>\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.H<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>-2.17 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.94<br \/>\nEvaluated at bid price : 22.50<br \/>\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.E<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.89 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.66<br \/>\nEvaluated at bid price : 23.93<br \/>\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.A<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.82 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 18.85<br \/>\nEvaluated at bid price : 18.85<br \/>\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.G<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>-1.73 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 19.85<br \/>\nEvaluated at bid price : 19.85<br \/>\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.I<\/td>\n<td>Perpetual-Premium<\/td>\n<td>-1.70 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2029-03-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.51<br \/>\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.Z<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.66 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 18.40<br \/>\nEvaluated at bid price : 18.40<br \/>\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.E<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.37 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Option Certainty<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.20<br \/>\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.B<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.35 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.93<br \/>\nEvaluated at bid price : 24.17<br \/>\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.34 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 16.94<br \/>\nEvaluated at bid price : 16.94<br \/>\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.F<\/td>\n<td>FloatingReset<\/td>\n<td>-1.33 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 11.16<br \/>\nEvaluated at bid price : 11.16<br \/>\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.R<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.30 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.05<br \/>\nEvaluated at bid price : 24.30<br \/>\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n<tr>\n<td>GWO.PR.I<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.29 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.34<br \/>\nEvaluated at bid price : 23.63<br \/>\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n<tr>\n<td>PWF.PR.S<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.27 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.83<br \/>\nEvaluated at bid price : 24.10<br \/>\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.C<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.24 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.68<br \/>\nEvaluated at bid price : 23.95<br \/>\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.N<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.23 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.03<br \/>\nEvaluated at bid price : 23.30<br \/>\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n<tr>\n<td>MFC.PR.J<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>-1.20 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 20.65<br \/>\nEvaluated at bid price : 20.65<br \/>\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n<tr>\n<td>BIK.PR.A<\/td>\n<td>FixedReset Prem<\/td>\n<td>-1.18 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2024-03-31<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.10<br \/>\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n<tr>\n<td>BMO.PR.W<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.14 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 19.92<br \/>\nEvaluated at bid price : 19.92<br \/>\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.R<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.11 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 14.30<br \/>\nEvaluated at bid price : 14.30<br \/>\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PR.B<\/td>\n<td>Floater<\/td>\n<td>-1.08 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 9.20<br \/>\nEvaluated at bid price : 9.20<br \/>\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.E<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.06 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 14.87<br \/>\nEvaluated at bid price : 14.87<br \/>\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n<tr>\n<td>IAF.PR.B<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.03 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.69<br \/>\nEvaluated at bid price : 24.00<br \/>\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n<tr>\n<td>BIP.PR.D<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.03 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.65<br \/>\nEvaluated at bid price : 24.10<br \/>\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>-1.02 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.68<br \/>\nEvaluated at bid price : 24.20<br \/>\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.B<\/td>\n<td>Insurance Straight<\/td>\n<td>-1.01 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.25<br \/>\nEvaluated at bid price : 24.55<br \/>\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n<tr>\n<td>BIP.PR.C<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.00 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.17<br \/>\nEvaluated at bid price : 24.67<br \/>\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n<tr>\n<td>NA.PR.W<\/td>\n<td>FixedReset Disc<\/td>\n<td>-1.00 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 18.81<br \/>\nEvaluated at bid price : 18.81<br \/>\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.M<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.09 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.24<br \/>\nEvaluated at bid price : 21.24<br \/>\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>1.40 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.46<br \/>\nEvaluated at bid price : 24.70<br \/>\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.J<\/td>\n<td>FixedReset Disc<\/td>\n<td>1.44 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.60<br \/>\nEvaluated at bid price : 21.91<br \/>\nBid-YTW : 3.64 %<\/td>\n<\/tr>\n<tr>\n<td>SLF.PR.H<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>1.64 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 17.99<br \/>\nEvaluated at bid price : 17.99<br \/>\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.H<\/td>\n<td>FixedReset Disc<\/td>\n<td>2.11 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.25<br \/>\nEvaluated at bid price : 21.25<br \/>\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n<tr>\n<td>CM.PR.Q<\/td>\n<td>FixedReset Disc<\/td>\n<td>2.54 %<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.38<br \/>\nEvaluated at bid price : 21.38<br \/>\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='4'><strong>Volume Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Shares<br \/>Traded<\/td>\n<td>Notes<\/td>\n<\/tr>\n<tr>\n<td>NA.PR.A<\/td>\n<td>FixedReset Prem<\/td>\n<td>396,000<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Call<br \/>\nMaturity Date\t: 2021-08-15<br \/>\nMaturity Price  : 25.00<br \/>\nEvaluated at bid price : 25.57<br \/>\nBid-YTW : 2.72 %<\/td>\n<\/tr>\n<tr>\n<td>RY.PR.H<\/td>\n<td>FixedReset Disc<\/td>\n<td>110,931<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 21.25<br \/>\nEvaluated at bid price : 21.25<br \/>\nBid-YTW : 3.40 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>85,530<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 20.43<br \/>\nEvaluated at bid price : 20.43<br \/>\nBid-YTW : 3.57 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.A<\/td>\n<td>FixedReset Disc<\/td>\n<td>78,899<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 20.70<br \/>\nEvaluated at bid price : 20.70<br \/>\nBid-YTW : 3.50 %<\/td>\n<\/tr>\n<tr>\n<td>NA.PR.S<\/td>\n<td>FixedReset Disc<\/td>\n<td>38,412<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 19.56<br \/>\nEvaluated at bid price : 19.56<br \/>\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n<tr>\n<td>TRP.PR.K<\/td>\n<td>FixedReset Disc<\/td>\n<td>27,000<\/td>\n<td>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 23.67<br \/>\nEvaluated at bid price : 24.80<br \/>\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n<tr>\n<td colspan='4'>There were 23 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n<table border='1'>\n<tr>\n<td colspan='3'><strong>Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>Index<\/td>\n<td>Quote Data and Yield Notes<\/td>\n<\/tr>\n<tr>\n<td>IFC.PR.A<\/td>\n<td>FixedReset Ins Non<\/td>\n<td>Quote: 15.12 &#8211; 18.51<br \/>\nSpot Rate  :  3.3900<br \/>\nAverage  :  1.8706<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 15.12<br \/>\nEvaluated at bid price : 15.12<br \/>\nBid-YTW : 3.78 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.D<\/td>\n<td>FixedReset Disc<\/td>\n<td>Quote: 20.11 &#8211; 22.45<br \/>\nSpot Rate  :  2.3400<br \/>\nAverage  :  1.3253<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 20.11<br \/>\nEvaluated at bid price : 20.11<br \/>\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n<tr>\n<td>BAM.PF.B<\/td>\n<td>FixedReset Disc<\/td>\n<td>Quote: 16.94 &#8211; 18.24<br \/>\nSpot Rate  :  1.3000<br \/>\nAverage  :  0.9068<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 16.94<br \/>\nEvaluated at bid price : 16.94<br \/>\nBid-YTW : 4.92 %<\/td>\n<\/tr>\n<tr>\n<td>CU.PR.D<\/td>\n<td>Perpetual-Discount<\/td>\n<td>Quote: 24.70 &#8211; 25.70<br \/>\nSpot Rate  :  1.0000<br \/>\nAverage  :  0.7469<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.46<br \/>\nEvaluated at bid price : 24.70<br \/>\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n<tr>\n<td>POW.PR.B<\/td>\n<td>Perpetual-Premium<\/td>\n<td>Quote: 25.20 &#8211; 25.78<br \/>\nSpot Rate  :  0.5800<br \/>\nAverage  :  0.3372<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 24.88<br \/>\nEvaluated at bid price : 25.20<br \/>\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n<tr>\n<td>TD.PF.J<\/td>\n<td>FixedReset Disc<\/td>\n<td>Quote: 22.58 &#8211; 23.45<br \/>\nSpot Rate  :  0.8700<br \/>\nAverage  :  0.6368<\/p>\n<p>YTW SCENARIO<br \/>\nMaturity Type   : Limit Maturity<br \/>\nMaturity Date\t: 2050-12-21<br \/>\nMaturity Price  : 22.24<br \/>\nEvaluated at bid price : 22.58<br \/>\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>HIMIPref&trade; Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref&trade; IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day&#8217;s Perf. Index Value Ratchet 0.00 % 0.00 &hellip;<\/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-41761","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41761","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=41761"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41761\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41761"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41761"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41761"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}