{"id":46713,"date":"2024-05-03T19:26:32","date_gmt":"2024-05-04T00:26:32","guid":{"rendered":"https:\/\/prefblog.com\/?p=46713"},"modified":"2024-05-03T19:26:32","modified_gmt":"2024-05-04T00:26:32","slug":"may-3-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=46713","title":{"rendered":"May 3, 2024"},"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-2.5974 %<\/td>\n2,291.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.5974 %<\/td>\n4,395.5<\/td>\n<\/tr>\n
Floater<\/td>\n10.50 %<\/td>\n10.74 %<\/td>\n55,541<\/td>\n8.94<\/td>\n1<\/td>\n-2.5974 %<\/td>\n2,533.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3941 %<\/td>\n3,449.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n7.05 %<\/td>\n35,181<\/td>\n1.71<\/td>\n7<\/td>\n1.3941 %<\/td>\n4,119.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3941 %<\/td>\n3,213.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2858 %<\/td>\n2,662.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.46 %<\/td>\n6.60 %<\/td>\n50,544<\/td>\n13.08<\/td>\n29<\/td>\n1.2858 %<\/td>\n2,903.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.13 %<\/td>\n6.86 %<\/td>\n131,173<\/td>\n11.67<\/td>\n56<\/td>\n0.3702 %<\/td>\n2,593.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.41 %<\/td>\n6.55 %<\/td>\n57,933<\/td>\n13.11<\/td>\n21<\/td>\n0.9278 %<\/td>\n2,828.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.26 %<\/td>\n9.26 %<\/td>\n26,727<\/td>\n10.10<\/td>\n2<\/td>\n0.3561 %<\/td>\n2,774.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.93 %<\/td>\n6.37 %<\/td>\n196,106<\/td>\n3.12<\/td>\n2<\/td>\n0.1577 %<\/td>\n2,529.2<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3702 %<\/td>\n2,650.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.05 %<\/td>\n7.07 %<\/td>\n82,983<\/td>\n12.71<\/td>\n14<\/td>\n1.0886 %<\/td>\n2,814.5<\/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\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 10.74 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.12
\nEvaluated at bid price : 17.12
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 23.44
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.03
\nEvaluated at bid price : 18.03
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.94
\nEvaluated at bid price : 19.94
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.21
\nEvaluated at bid price : 22.50
\nBid-YTW : 9.26 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
PVS.PR.G<\/td>\nSplitShare<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.71
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 8.78 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.29
\nEvaluated at bid price : 17.29
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.30
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.37
\nEvaluated at bid price : 17.37
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.86
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.56
\nEvaluated at bid price : 17.56
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 8.11 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.39
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.48
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.72
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n3.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.64
\nEvaluated at bid price : 17.64
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n5.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.17
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
PVS.PR.H<\/td>\nSplitShare<\/td>\n5.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2027-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.76 %<\/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.W<\/td>\nFixedReset Disc<\/td>\n993,039<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 23.19
\nEvaluated at bid price : 23.92
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n140,176<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 22.64
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n104,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.81
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n100,865<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.92
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n99,060<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.93
\nBid-YTW : 4.23 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n81,468<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 23.38
\nEvaluated at bid price : 23.91
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
There were 27 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
BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 16.25 – 17.45
\nSpot Rate : 1.2000
\nAverage : 0.7515<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.86 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nInsurance Straight<\/td>\nQuote: 21.83 – 22.98
\nSpot Rate : 1.1500
\nAverage : 0.7709<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.83
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.90 – 18.86
\nSpot Rate : 0.9600
\nAverage : 0.6003<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.03 – 21.99
\nSpot Rate : 0.9600
\nAverage : 0.6401<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 21.03
\nEvaluated at bid price : 21.03
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.87 – 22.30
\nSpot Rate : 1.4300
\nAverage : 1.1154<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 20.87
\nEvaluated at bid price : 20.87
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 18.60 – 19.72
\nSpot Rate : 1.1200
\nAverage : 0.8467<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-05-03
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.82 %<\/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-46713","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46713","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=46713"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/46713\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=46713"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=46713"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=46713"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}