{"id":47735,"date":"2025-03-10T00:57:00","date_gmt":"2025-03-10T00:57:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47735"},"modified":"2025-06-19T00:58:49","modified_gmt":"2025-06-19T00:58:49","slug":"march-10-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47735","title":{"rendered":"March 10, 2025"},"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-2.7172 %<\/td>\n2,209.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.7172 %<\/td>\n4,300.3<\/td>\n<\/tr>\n
Floater<\/td>\n7.42 %<\/td>\n7.75 %<\/td>\n31,509<\/td>\n11.55<\/td>\n4<\/td>\n-2.7172 %<\/td>\n2,478.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0579 %<\/td>\n3,601.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.96 %<\/td>\n68,948<\/td>\n1.87<\/td>\n9<\/td>\n-0.0579 %<\/td>\n4,300.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0579 %<\/td>\n3,355.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1331 %<\/td>\n2,960.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.80 %<\/td>\n5.93 %<\/td>\n55,634<\/td>\n13.94<\/td>\n32<\/td>\n0.1331 %<\/td>\n3,228.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n6.23 %<\/td>\n117,999<\/td>\n13.24<\/td>\n49<\/td>\n-0.7501 %<\/td>\n2,816.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.80 %<\/td>\n79,463<\/td>\n14.20<\/td>\n21<\/td>\n-0.0415 %<\/td>\n3,160.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.53 %<\/td>\n5.64 %<\/td>\n64,279<\/td>\n13.91<\/td>\n4<\/td>\n-0.7061 %<\/td>\n3,596.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.80 %<\/td>\n5.36 %<\/td>\n166,449<\/td>\n13.85<\/td>\n10<\/td>\n-0.1411 %<\/td>\n2,582.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7501 %<\/td>\n2,878.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.28 %<\/td>\n5.61 %<\/td>\n73,482<\/td>\n14.24<\/td>\n14<\/td>\n-0.8530 %<\/td>\n2,861.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-9.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-8.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 8.35 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-4.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-3.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.73
\nEvaluated at bid price : 21.98
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
BN.PR.C<\/td>\nFloater<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 12.05
\nEvaluated at bid price : 12.05
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.58
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 12.00
\nEvaluated at bid price : 12.00
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 15.69
\nEvaluated at bid price : 15.69
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.92
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.22
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.92
\nEvaluated at bid price : 20.92
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.32
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 20.86
\nEvaluated at bid price : 20.86
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.97
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.97 %<\/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
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n89,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n80,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.73
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n77,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n70,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.18
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n55,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n45,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.58
\nEvaluated at bid price : 26.00
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
There were 4 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\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 17.25 – 19.09
\nSpot Rate : 1.8400
\nAverage : 1.0736<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.20 – 26.20
\nSpot Rate : 1.0000
\nAverage : 0.5801<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 23.43
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n

BN.PR.B<\/td>\nFloater<\/td>\nQuote: 11.20 – 12.20
\nSpot Rate : 1.0000
\nAverage : 0.5858<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 11.20
\nEvaluated at bid price : 11.20
\nBid-YTW : 8.35 %<\/td>\n<\/tr>\n

ENB.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 19.24 – 20.24
\nSpot Rate : 1.0000
\nAverage : 0.6167<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 21.65 – 24.01
\nSpot Rate : 2.3600
\nAverage : 1.9834<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.65
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.25 – 20.25
\nSpot Rate : 1.0000
\nAverage : 0.6556<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-10
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.01 %<\/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-47735","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47735","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=47735"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47735\/revisions"}],"predecessor-version":[{"id":47736,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47735\/revisions\/47736"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47735"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47735"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47735"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}