{"id":47789,"date":"2025-04-14T15:36:00","date_gmt":"2025-04-14T15:36:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47789"},"modified":"2025-06-19T15:37:12","modified_gmt":"2025-06-19T15:37:12","slug":"april-14-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47789","title":{"rendered":"April 14, 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>\n1.9477 %<\/td>\n2,080.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.9477 %<\/td>\n4,049.2<\/td>\n<\/tr>\n
Floater<\/td>\n7.41 %<\/td>\n8.05 %<\/td>\n66,110<\/td>\n11.34<\/td>\n3<\/td>\n1.9477 %<\/td>\n2,333.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2717 %<\/td>\n3,595.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.85 %<\/td>\n5.23 %<\/td>\n75,905<\/td>\n1.77<\/td>\n9<\/td>\n-0.2717 %<\/td>\n4,293.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2717 %<\/td>\n3,350.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.5318 %<\/td>\n2,834.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.07 %<\/td>\n6.24 %<\/td>\n59,276<\/td>\n13.60<\/td>\n33<\/td>\n1.5318 %<\/td>\n3,090.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.88 %<\/td>\n7.02 %<\/td>\n137,602<\/td>\n12.38<\/td>\n49<\/td>\n1.8439 %<\/td>\n2,672.9<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.00 %<\/td>\n6.03 %<\/td>\n78,253<\/td>\n13.83<\/td>\n21<\/td>\n1.7625 %<\/td>\n3,019.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.93 %<\/td>\n5.84 %<\/td>\n41,531<\/td>\n14.12<\/td>\n3<\/td>\n0.7413 %<\/td>\n3,465.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.52 %<\/td>\n5.81 %<\/td>\n147,821<\/td>\n13.62<\/td>\n10<\/td>\n0.3730 %<\/td>\n2,510.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.8439 %<\/td>\n2,732.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.89 %<\/td>\n6.44 %<\/td>\n77,459<\/td>\n13.15<\/td>\n12<\/td>\n1.6916 %<\/td>\n2,670.7<\/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
PVS.PR.K<\/td>\nSplitShare<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.82
\nEvaluated at bid price : 17.82
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.61
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.71
\nEvaluated at bid price : 17.71
\nBid-YTW : 7.82 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.78 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 16.28
\nEvaluated at bid price : 16.28
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 24.05
\nEvaluated at bid price : 24.60
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.17
\nEvaluated at bid price : 20.17
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.58
\nEvaluated at bid price : 19.58
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 23.78
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 16.28
\nEvaluated at bid price : 16.28
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.98
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.72 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.93
\nEvaluated at bid price : 20.93
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.16
\nEvaluated at bid price : 19.16
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 14.55
\nEvaluated at bid price : 14.55
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 23.52
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.86 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 15.36
\nEvaluated at bid price : 15.36
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.09
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n2.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.12
\nEvaluated at bid price : 19.12
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.63
\nEvaluated at bid price : 19.63
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n3.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.61
\nEvaluated at bid price : 23.26
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n4.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n4.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.67
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.12
\nEvaluated at bid price : 18.12
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n6.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 13.32
\nEvaluated at bid price : 13.32
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n9.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n19.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n23.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n23.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.34 %<\/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.PF.C<\/td>\nFixedReset Disc<\/td>\n112,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 18.35
\nEvaluated at bid price : 18.35
\nBid-YTW : 7.66 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n45,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.91 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n44,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n43,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n38,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.21
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n38,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.82
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
There were 15 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
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.55 – 25.00
\nSpot Rate : 3.4500
\nAverage : 2.0434<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.50 – 22.25
\nSpot Rate : 2.7500
\nAverage : 1.8294<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 22.95
\nSpot Rate : 2.4500
\nAverage : 1.7021<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.75 – 25.00
\nSpot Rate : 2.2500
\nAverage : 1.5515<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

POW.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.50 – 24.02
\nSpot Rate : 1.5200
\nAverage : 0.9006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 19.73 – 21.95
\nSpot Rate : 2.2200
\nAverage : 1.6754<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-14
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 6.21 %<\/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-47789","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47789","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=47789"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47789\/revisions"}],"predecessor-version":[{"id":47790,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47789\/revisions\/47790"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47789"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47789"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47789"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}