{"id":47783,"date":"2025-04-09T15:34:00","date_gmt":"2025-04-09T15:34:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47783"},"modified":"2025-06-19T15:34:34","modified_gmt":"2025-06-19T15:34:34","slug":"april-9-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47783","title":{"rendered":"April 9, 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-1.9333 %<\/td>\n2,075.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.9333 %<\/td>\n4,041.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.43 %<\/td>\n7.98 %<\/td>\n61,562<\/td>\n11.43<\/td>\n3<\/td>\n-1.9333 %<\/td>\n2,328.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1696 %<\/td>\n3,605.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n5.07 %<\/td>\n79,862<\/td>\n1.79<\/td>\n9<\/td>\n0.1696 %<\/td>\n4,305.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1696 %<\/td>\n3,359.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3260 %<\/td>\n2,818.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.10 %<\/td>\n6.16 %<\/td>\n61,846<\/td>\n13.69<\/td>\n33<\/td>\n-0.3260 %<\/td>\n3,072.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.91 %<\/td>\n6.73 %<\/td>\n132,234<\/td>\n12.81<\/td>\n49<\/td>\n0.2067 %<\/td>\n2,659.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.97 %<\/td>\n6.06 %<\/td>\n75,754<\/td>\n13.83<\/td>\n21<\/td>\n0.3834 %<\/td>\n3,034.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.89 %<\/td>\n5.88 %<\/td>\n38,465<\/td>\n14.05<\/td>\n3<\/td>\n-0.0645 %<\/td>\n3,434.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.52 %<\/td>\n5.61 %<\/td>\n144,683<\/td>\n13.87<\/td>\n10<\/td>\n0.0360 %<\/td>\n2,509.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2067 %<\/td>\n2,718.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.86 %<\/td>\n6.16 %<\/td>\n78,615<\/td>\n13.60<\/td>\n12<\/td>\n0.7038 %<\/td>\n2,687.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-4.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 17.08
\nEvaluated at bid price : 17.08
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.92
\nEvaluated at bid price : 22.16
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 10.99
\nEvaluated at bid price : 10.99
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.14
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 10.98
\nEvaluated at bid price : 10.98
\nBid-YTW : 7.98 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.65 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.61
\nEvaluated at bid price : 18.61
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.77
\nEvaluated at bid price : 18.77
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.70
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.57
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.48
\nEvaluated at bid price : 25.09
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.03
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.55
\nEvaluated at bid price : 25.25
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.70
\nBid-YTW : 7.18 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.81
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.01
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.05
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.42
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.85
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.47
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.44
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.81
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.62
\nEvaluated at bid price : 23.89
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n2.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.39
\nEvaluated at bid price : 21.72
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n4.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n4.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n5.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.13
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n5.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 18.78
\nEvaluated at bid price : 18.78
\nBid-YTW : 6.52 %<\/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
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n92,679<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.14
\nEvaluated at bid price : 19.14
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n82,774<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n81,109<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.22
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n79,653<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n78,636<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n67,247<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.71
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
There were 42 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.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.26 – 22.70
\nSpot Rate : 1.4400
\nAverage : 0.8373<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.26
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

GWO.PR.R<\/td>\nInsurance Straight<\/td>\nQuote: 19.55 – 21.20
\nSpot Rate : 1.6500
\nAverage : 1.1061<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n

BN.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 22.42 – 24.37
\nSpot Rate : 1.9500
\nAverage : 1.4400<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.42
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n

FFH.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 22.40 – 23.80
\nSpot Rate : 1.4000
\nAverage : 0.9069<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 17.70 – 19.00
\nSpot Rate : 1.3000
\nAverage : 0.8090<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n

FFH.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 23.25 – 24.40
\nSpot Rate : 1.1500
\nAverage : 0.6936<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-09
\nMaturity Price : 22.85
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.88 %<\/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-47783","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47783","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=47783"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47783\/revisions"}],"predecessor-version":[{"id":47784,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47783\/revisions\/47784"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47783"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47783"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47783"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}