{"id":47785,"date":"2025-04-10T15:35:00","date_gmt":"2025-04-10T15:35:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47785"},"modified":"2025-06-19T15:35:24","modified_gmt":"2025-06-19T15:35:24","slug":"april-10-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47785","title":{"rendered":"April 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-1.6857 %<\/td>\n2,040.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6857 %<\/td>\n3,973.0<\/td>\n<\/tr>\n
Floater<\/td>\n7.55 %<\/td>\n8.24 %<\/td>\n61,297<\/td>\n11.15<\/td>\n3<\/td>\n-1.6857 %<\/td>\n2,289.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0356 %<\/td>\n3,603.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n5.12 %<\/td>\n78,760<\/td>\n1.79<\/td>\n9<\/td>\n-0.0356 %<\/td>\n4,303.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0356 %<\/td>\n3,357.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4713 %<\/td>\n2,776.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.19 %<\/td>\n6.26 %<\/td>\n64,066<\/td>\n13.56<\/td>\n33<\/td>\n-1.4713 %<\/td>\n3,027.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.01 %<\/td>\n7.10 %<\/td>\n130,149<\/td>\n12.43<\/td>\n49<\/td>\n-1.6371 %<\/td>\n2,616.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.10 %<\/td>\n6.13 %<\/td>\n74,624<\/td>\n13.71<\/td>\n21<\/td>\n-2.2054 %<\/td>\n2,967.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.98 %<\/td>\n5.92 %<\/td>\n37,238<\/td>\n13.99<\/td>\n3<\/td>\n-0.1614 %<\/td>\n3,428.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.55 %<\/td>\n5.81 %<\/td>\n144,250<\/td>\n13.68<\/td>\n10<\/td>\n-0.4317 %<\/td>\n2,498.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6371 %<\/td>\n2,674.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.98 %<\/td>\n6.43 %<\/td>\n78,552<\/td>\n13.13<\/td>\n12<\/td>\n-1.9919 %<\/td>\n2,634.2<\/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\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.H<\/td>\nInsurance Straight<\/td>\n-15.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-9.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 14.51
\nEvaluated at bid price : 14.51
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-9.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-5.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-5.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-4.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-4.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.67
\nEvaluated at bid price : 22.11
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-4.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-3.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.26
\nEvaluated at bid price : 20.26
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.29
\nEvaluated at bid price : 21.58
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 10.62
\nEvaluated at bid price : 10.62
\nBid-YTW : 8.26 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-3.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 10.64
\nEvaluated at bid price : 10.64
\nBid-YTW : 8.24 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 14.08
\nEvaluated at bid price : 14.08
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.89
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 14.90
\nEvaluated at bid price : 14.90
\nBid-YTW : 7.80 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.07
\nEvaluated at bid price : 20.07
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.03
\nEvaluated at bid price : 18.03
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.29
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.27
\nEvaluated at bid price : 18.27
\nBid-YTW : 7.70 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.33
\nEvaluated at bid price : 17.33
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.08
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.24
\nEvaluated at bid price : 20.24
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.28
\nEvaluated at bid price : 20.28
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.18
\nEvaluated at bid price : 17.18
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.63
\nEvaluated at bid price : 24.25
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.45
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.11
\nEvaluated at bid price : 19.11
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.32
\nEvaluated at bid price : 18.32
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.07
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.46
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
ELF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.04
\nEvaluated at bid price : 16.04
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 15.38
\nEvaluated at bid price : 15.38
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.03
\nEvaluated at bid price : 16.03
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.37
\nEvaluated at bid price : 21.37
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 15.65
\nEvaluated at bid price : 15.65
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.74
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.12
\nEvaluated at bid price : 18.12
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.01
\nEvaluated at bid price : 21.01
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n3.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.92
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n5.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.88 %<\/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>\n109,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.06
\nEvaluated at bid price : 19.06
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n80,141<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n31,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n24,075<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n20,751<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n20,098<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.18
\nEvaluated at bid price : 17.18
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
There were 22 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.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 17.47 – 21.42
\nSpot Rate : 3.9500
\nAverage : 2.2527<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 7.83 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 16.75 – 20.05
\nSpot Rate : 3.3000
\nAverage : 1.8986<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 18.70 – 21.40
\nSpot Rate : 2.7000
\nAverage : 1.6864<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.40 – 20.60
\nSpot Rate : 3.2000
\nAverage : 2.3962<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 7.68 %<\/td>\n<\/tr>\n

ENB.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 17.00 – 19.00
\nSpot Rate : 2.0000
\nAverage : 1.2152<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.47 – 19.30
\nSpot Rate : 1.8300
\nAverage : 1.0743<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-10
\nMaturity Price : 17.47
\nEvaluated at bid price : 17.47
\nBid-YTW : 7.87 %<\/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-47785","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47785","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=47785"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47785\/revisions"}],"predecessor-version":[{"id":47786,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47785\/revisions\/47786"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47785"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47785"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47785"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}