{"id":47777,"date":"2025-04-04T15:30:00","date_gmt":"2025-04-04T15:30:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47777"},"modified":"2025-06-19T15:30:52","modified_gmt":"2025-06-19T15:30:52","slug":"april-4-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47777","title":{"rendered":"April 4, 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-3.8297 %<\/td>\n2,129.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.8297 %<\/td>\n4,146.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.24 %<\/td>\n7.82 %<\/td>\n63,769<\/td>\n11.61<\/td>\n3<\/td>\n-3.8297 %<\/td>\n2,389.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.9039 %<\/td>\n3,591.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.86 %<\/td>\n5.30 %<\/td>\n75,652<\/td>\n1.80<\/td>\n9<\/td>\n-0.9039 %<\/td>\n4,288.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.9039 %<\/td>\n3,346.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.1019 %<\/td>\n2,856.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.02 %<\/td>\n6.12 %<\/td>\n59,216<\/td>\n13.66<\/td>\n33<\/td>\n-3.1019 %<\/td>\n3,115.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.76 %<\/td>\n6.36 %<\/td>\n123,487<\/td>\n13.18<\/td>\n49<\/td>\n-3.7478 %<\/td>\n2,726.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.95 %<\/td>\n5.99 %<\/td>\n73,496<\/td>\n13.91<\/td>\n21<\/td>\n-3.6606 %<\/td>\n3,041.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.74 %<\/td>\n5.78 %<\/td>\n34,404<\/td>\n14.21<\/td>\n3<\/td>\n-1.6547 %<\/td>\n3,492.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.46 %<\/td>\n138,429<\/td>\n14.06<\/td>\n10<\/td>\n-1.4924 %<\/td>\n2,542.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.7478 %<\/td>\n2,786.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.65 %<\/td>\n5.66 %<\/td>\n74,240<\/td>\n14.14<\/td>\n12<\/td>\n-3.1081 %<\/td>\n2,787.4<\/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\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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-22.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-19.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-14.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.97
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-10.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-8.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-6.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 14.50
\nEvaluated at bid price : 14.50
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-6.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-6.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 17.83
\nEvaluated at bid price : 17.83
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-5.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 15.67
\nEvaluated at bid price : 15.67
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-5.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-5.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-5.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-5.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-5.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 11.17
\nEvaluated at bid price : 11.17
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-5.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.72
\nEvaluated at bid price : 16.72
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-5.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.54
\nEvaluated at bid price : 18.54
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-5.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-5.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-5.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.33
\nEvaluated at bid price : 20.33
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n-4.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.57
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-4.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.07
\nEvaluated at bid price : 18.07
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-4.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 17.68
\nEvaluated at bid price : 17.68
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-4.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-4.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 11.19
\nEvaluated at bid price : 11.19
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-4.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.50
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-4.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-4.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 15.37
\nEvaluated at bid price : 15.37
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.23
\nEvaluated at bid price : 23.53
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-4.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-4.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-4.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-4.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.82
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.38
\nEvaluated at bid price : 24.02
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-3.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.67
\nEvaluated at bid price : 21.92
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-3.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-3.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.86
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.59
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.71
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-3.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.65
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.61
\nEvaluated at bid price : 24.23
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.59
\nEvaluated at bid price : 21.86
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 15.40
\nEvaluated at bid price : 15.40
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.71
\nEvaluated at bid price : 19.71
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.11
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.58
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.51
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.25
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.72
\nEvaluated at bid price : 24.03
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.48
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.41
\nEvaluated at bid price : 22.67
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.10
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.56
\nEvaluated at bid price : 23.83
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.61
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.94
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.17
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.50
\nEvaluated at bid price : 25.66
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.05
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.16
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.23
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.28
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.26
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.24 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.50
\nEvaluated at bid price : 25.65
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.02
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 24.02
\nEvaluated at bid price : 24.27
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.50
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n14.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 4.96 %<\/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
FFH.PR.J<\/td>\nFloatingReset<\/td>\n125,706<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n110,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.17
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n82,233<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.07
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n74,360<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.27
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n43,215<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.11
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
There were 57 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
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.60 – 21.75
\nSpot Rate : 5.1500
\nAverage : 3.1193<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 16.60
\nEvaluated at bid price : 16.60
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 17.25 – 21.95
\nSpot Rate : 4.7000
\nAverage : 3.0059<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.97 – 23.50
\nSpot Rate : 3.5300
\nAverage : 1.9086<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 19.97
\nEvaluated at bid price : 19.97
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 24.65
\nSpot Rate : 3.6500
\nAverage : 2.0790<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 23.10 – 25.99
\nSpot Rate : 2.8900
\nAverage : 1.5818<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n

BN.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 20.22 – 22.40
\nSpot Rate : 2.1800
\nAverage : 1.3479<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-04
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 6.69 %<\/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-47777","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47777","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=47777"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47777\/revisions"}],"predecessor-version":[{"id":47778,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47777\/revisions\/47778"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47777"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47777"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47777"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}