{"id":47019,"date":"2024-07-02T20:30:29","date_gmt":"2024-07-03T01:30:29","guid":{"rendered":"https:\/\/prefblog.com\/?p=47019"},"modified":"2024-07-02T20:30:29","modified_gmt":"2024-07-03T01:30:29","slug":"july-2-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47019","title":{"rendered":"July 2, 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>\n0.4926 %<\/td>\n2,139.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4926 %<\/td>\n4,104.2<\/td>\n<\/tr>\n
Floater<\/td>\n10.84 %<\/td>\n10.96 %<\/td>\n69,153<\/td>\n8.86<\/td>\n2<\/td>\n0.4926 %<\/td>\n2,365.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1523 %<\/td>\n3,468.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n6.79 %<\/td>\n32,922<\/td>\n1.27<\/td>\n6<\/td>\n0.1523 %<\/td>\n4,142.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1523 %<\/td>\n3,232.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6423 %<\/td>\n2,670.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.45 %<\/td>\n6.63 %<\/td>\n54,155<\/td>\n12.96<\/td>\n28<\/td>\n0.6423 %<\/td>\n2,912.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.20 %<\/td>\n7.39 %<\/td>\n119,036<\/td>\n12.06<\/td>\n49<\/td>\n0.5087 %<\/td>\n2,599.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.20 %<\/td>\n6.39 %<\/td>\n58,063<\/td>\n13.38<\/td>\n21<\/td>\n-0.0119 %<\/td>\n2,878.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n9.40 %<\/td>\n9.27 %<\/td>\n35,909<\/td>\n10.18<\/td>\n4<\/td>\n0.8793 %<\/td>\n2,748.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.81 %<\/td>\n6.40 %<\/td>\n256,474<\/td>\n3.01<\/td>\n8<\/td>\n0.3215 %<\/td>\n2,542.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5087 %<\/td>\n2,657.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n7.01 %<\/td>\n97,537<\/td>\n12.93<\/td>\n14<\/td>\n-1.8571 %<\/td>\n2,698.6<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-22.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-6.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.65 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 14.21
\nEvaluated at bid price : 14.21
\nBid-YTW : 8.07 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 8.35 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
FFH.PR.E<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 8.25 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 9.94 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.69
\nEvaluated at bid price : 17.69
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.91
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 23.57
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
FFH.PR.D<\/td>\nFloatingReset<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 9.27 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 8.59 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.91
\nEvaluated at bid price : 17.91
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
FFH.PR.C<\/td>\nFixedReset Disc<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.53
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.25
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 8.05 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n7.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.74
\nBid-YTW : 6.50 %<\/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
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n95,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 23.60
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n95,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-08-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n25,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 23.57
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n17,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.91
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n17,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n15,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
There were 2 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.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.67 – 21.70
\nSpot Rate : 5.0300
\nAverage : 3.0283<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 16.67
\nEvaluated at bid price : 16.67
\nBid-YTW : 8.96 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.10 – 21.96
\nSpot Rate : 2.8600
\nAverage : 1.7360<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.70 – 23.20
\nSpot Rate : 1.5000
\nAverage : 0.9985<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 7.67 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 24.48
\nSpot Rate : 1.4800
\nAverage : 0.9819<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 24.95 – 25.95
\nSpot Rate : 1.0000
\nAverage : 0.5490<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2024-08-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 10.19 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 14.08 – 15.50
\nSpot Rate : 1.4200
\nAverage : 0.9949<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-07-02
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 8.65 %<\/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-47019","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47019","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=47019"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47019\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47019"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47019"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47019"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}