{"id":42768,"date":"2021-12-03T21:41:02","date_gmt":"2021-12-04T02:41:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=42768"},"modified":"2021-12-03T21:41:02","modified_gmt":"2021-12-04T02:41:02","slug":"december-3-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42768","title":{"rendered":"December 3, 2021"},"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>\n3.22 %<\/td>\n3.81 %<\/td>\n52,196<\/td>\n19.72<\/td>\n1<\/td>\n-2.8630 %<\/td>\n2,706.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7977 %<\/td>\n5,083.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.13 %<\/td>\n3.12 %<\/td>\n86,085<\/td>\n19.37<\/td>\n3<\/td>\n-0.7977 %<\/td>\n2,929.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0233 %<\/td>\n3,678.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.19 %<\/td>\n52,304<\/td>\n3.82<\/td>\n5<\/td>\n0.0233 %<\/td>\n4,393.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0233 %<\/td>\n3,427.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.15 %<\/td>\n0.51 %<\/td>\n44,402<\/td>\n0.09<\/td>\n28<\/td>\n-0.2652 %<\/td>\n3,244.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.75 %<\/td>\n4.88 %<\/td>\n66,426<\/td>\n15.61<\/td>\n6<\/td>\n-0.3411 %<\/td>\n3,813.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.00 %<\/td>\n4.13 %<\/td>\n126,566<\/td>\n17.09<\/td>\n37<\/td>\n-1.4945 %<\/td>\n2,758.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.01 %<\/td>\n4.55 %<\/td>\n95,597<\/td>\n4.08<\/td>\n20<\/td>\n-0.0020 %<\/td>\n3,624.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.53 %<\/td>\n2.87 %<\/td>\n30,461<\/td>\n20.08<\/td>\n2<\/td>\n-1.1544 %<\/td>\n2,779.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.73 %<\/td>\n4.02 %<\/td>\n114,724<\/td>\n3.64<\/td>\n33<\/td>\n-0.7490 %<\/td>\n2,700.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4945 %<\/td>\n2,819.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.14 %<\/td>\n3.91 %<\/td>\n93,406<\/td>\n17.08<\/td>\n19<\/td>\n-0.5433 %<\/td>\n2,914.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-7.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 18.59
\nEvaluated at bid price : 18.59
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-4.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.35
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-4.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.10
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 17.48
\nEvaluated at bid price : 17.48
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.84
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.64
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 16.22
\nEvaluated at bid price : 16.22
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.30
\nEvaluated at bid price : 24.64
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Prem<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.00
\nBid-YTW : 4.22 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.20
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 16.66
\nEvaluated at bid price : 16.66
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.52
\nEvaluated at bid price : 24.90
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.31
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.51
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 20.63
\nEvaluated at bid price : 20.63
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.65
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.80
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.90
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 2.87 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 3.11 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.39
\nEvaluated at bid price : 24.40
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
CM.PR.T<\/td>\nFixedReset Prem<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.88
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.91
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Premium<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.50
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.95
\nBid-YTW : 4.13 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.19
\nEvaluated at bid price : 23.50
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.95
\nEvaluated at bid price : 24.00
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.93
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Prem<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.71 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Premium<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 20.29
\nEvaluated at bid price : 20.29
\nBid-YTW : 3.96 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 4.65 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n3.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.42
\nBid-YTW : 5.05 %<\/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
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\n311,530<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 1.13 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n149,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 17.48
\nEvaluated at bid price : 17.48
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Prem<\/td>\n103,739<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 3.24 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n38,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
GWO.PR.F<\/td>\nInsurance Straight<\/td>\n32,158<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 1.86 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n31,198<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
There were 28 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
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 12.17 – 23.50
\nSpot Rate : 11.3300
\nAverage : 8.8865<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 12.17
\nEvaluated at bid price : 12.17
\nBid-YTW : 8.46 %<\/td>\n<\/tr>\n

BAM.PR.E<\/td>\nRatchet<\/td>\nQuote: 19.00 – 21.00
\nSpot Rate : 2.0000
\nAverage : 1.3701<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 23.35 – 24.35
\nSpot Rate : 1.0000
\nAverage : 0.6352<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.35
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 18.59 – 19.96
\nSpot Rate : 1.3700
\nAverage : 1.0143<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 18.59
\nEvaluated at bid price : 18.59
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.64 – 24.75
\nSpot Rate : 1.1100
\nAverage : 0.7719<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-12-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.64
\nBid-YTW : 4.24 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 25.50 – 26.65
\nSpot Rate : 1.1500
\nAverage : 0.8280<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.60 %<\/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 3.22 % 3.81 …<\/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-42768","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42768","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=42768"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42768\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42768"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42768"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42768"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}