{"id":47781,"date":"2025-04-08T15:33:00","date_gmt":"2025-04-08T15:33:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47781"},"modified":"2025-06-19T15:33:40","modified_gmt":"2025-06-19T15:33:40","slug":"april-8-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47781","title":{"rendered":"April 8, 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>\n0.1965 %<\/td>\n2,116.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1965 %<\/td>\n4,120.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.28 %<\/td>\n7.82 %<\/td>\n61,734<\/td>\n11.61<\/td>\n3<\/td>\n0.1965 %<\/td>\n2,374.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7100 %<\/td>\n3,598.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n5.01 %<\/td>\n80,886<\/td>\n1.79<\/td>\n9<\/td>\n0.7100 %<\/td>\n4,297.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7100 %<\/td>\n3,353.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3676 %<\/td>\n2,827.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.08 %<\/td>\n6.18 %<\/td>\n62,141<\/td>\n13.62<\/td>\n33<\/td>\n0.3676 %<\/td>\n3,082.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.92 %<\/td>\n6.79 %<\/td>\n128,324<\/td>\n12.77<\/td>\n49<\/td>\n-0.1804 %<\/td>\n2,654.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.99 %<\/td>\n6.05 %<\/td>\n74,267<\/td>\n13.85<\/td>\n21<\/td>\n-0.1663 %<\/td>\n3,023.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.88 %<\/td>\n5.89 %<\/td>\n35,619<\/td>\n14.03<\/td>\n3<\/td>\n0.9609 %<\/td>\n3,436.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.53 %<\/td>\n5.62 %<\/td>\n139,671<\/td>\n13.85<\/td>\n10<\/td>\n0.3773 %<\/td>\n2,508.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1804 %<\/td>\n2,713.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.90 %<\/td>\n6.10 %<\/td>\n75,925<\/td>\n13.49<\/td>\n12<\/td>\n-1.0920 %<\/td>\n2,669.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-8.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-5.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 17.85
\nEvaluated at bid price : 17.85
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-5.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-4.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 14.13
\nEvaluated at bid price : 14.13
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.11
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.60
\nEvaluated at bid price : 22.01
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.77
\nEvaluated at bid price : 19.77
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.04
\nEvaluated at bid price : 19.04
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.22
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 23.20
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.86
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.52
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 15.25
\nEvaluated at bid price : 15.25
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 18.63
\nEvaluated at bid price : 18.63
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.88
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.46
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n2.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 14.99
\nEvaluated at bid price : 14.99
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n5.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n8.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 23.66
\nEvaluated at bid price : 23.93
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n16.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 6.36 %<\/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
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n73,452<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n66,490<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n53,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n34,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n30,616<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 22.78
\nEvaluated at bid price : 24.03
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n29,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 23.36
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
There were 30 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
BN.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.00 – 24.65
\nSpot Rate : 3.6500
\nAverage : 2.3994<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 21.72
\nSpot Rate : 2.7200
\nAverage : 1.5481<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.40 – 22.55
\nSpot Rate : 3.1500
\nAverage : 2.1643<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 16.10 – 18.95
\nSpot Rate : 2.8500
\nAverage : 1.8702<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 16.10
\nEvaluated at bid price : 16.10
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 14.13 – 15.90
\nSpot Rate : 1.7700
\nAverage : 1.0157<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 14.13
\nEvaluated at bid price : 14.13
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.30 – 20.48
\nSpot Rate : 2.1800
\nAverage : 1.4554<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-08
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.45 %<\/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-47781","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47781","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=47781"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47781\/revisions"}],"predecessor-version":[{"id":47782,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47781\/revisions\/47782"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47781"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47781"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47781"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}