{"id":47791,"date":"2025-04-15T15:37:00","date_gmt":"2025-04-15T15:37:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47791"},"modified":"2025-06-19T15:37:59","modified_gmt":"2025-06-19T15:37:59","slug":"april-15-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47791","title":{"rendered":"April 15, 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>\n0.0000 %<\/td>\n2,080.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,049.2<\/td>\n<\/tr>\n
Floater<\/td>\n7.41 %<\/td>\n8.05 %<\/td>\n66,282<\/td>\n11.34<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,333.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2278 %<\/td>\n3,603.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n5.06 %<\/td>\n73,467<\/td>\n1.77<\/td>\n9<\/td>\n0.2278 %<\/td>\n4,303.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2278 %<\/td>\n3,357.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3009 %<\/td>\n2,871.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.99 %<\/td>\n6.16 %<\/td>\n58,129<\/td>\n13.68<\/td>\n33<\/td>\n1.3009 %<\/td>\n3,130.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.81 %<\/td>\n6.98 %<\/td>\n135,834<\/td>\n12.42<\/td>\n49<\/td>\n1.2414 %<\/td>\n2,706.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.99 %<\/td>\n5.99 %<\/td>\n75,631<\/td>\n13.89<\/td>\n21<\/td>\n0.0845 %<\/td>\n3,022.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.94 %<\/td>\n5.89 %<\/td>\n41,045<\/td>\n14.03<\/td>\n3<\/td>\n-0.1600 %<\/td>\n3,460.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.63 %<\/td>\n144,228<\/td>\n13.75<\/td>\n10<\/td>\n1.4823 %<\/td>\n2,547.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.2414 %<\/td>\n2,766.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.76 %<\/td>\n6.38 %<\/td>\n76,601<\/td>\n13.25<\/td>\n12<\/td>\n2.2952 %<\/td>\n2,731.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-16.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-3.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.37
\nEvaluated at bid price : 20.37
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.78
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.22
\nEvaluated at bid price : 24.92
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.29
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.03
\nEvaluated at bid price : 19.03
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.45 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.63 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 24.59
\nEvaluated at bid price : 24.59
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.58
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.93
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.57
\nEvaluated at bid price : 22.90
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.70
\nEvaluated at bid price : 23.97
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.84
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.51
\nEvaluated at bid price : 25.68
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.76
\nEvaluated at bid price : 20.76
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 14.81
\nEvaluated at bid price : 14.81
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.72
\nEvaluated at bid price : 20.72
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.32
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.37
\nEvaluated at bid price : 19.37
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.56
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.94
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.46
\nEvaluated at bid price : 23.11
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.79
\nEvaluated at bid price : 24.43
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 15.70
\nEvaluated at bid price : 15.70
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.29
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 16.68
\nEvaluated at bid price : 16.68
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 16.68
\nEvaluated at bid price : 16.68
\nBid-YTW : 7.57 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 7.72 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.64
\nEvaluated at bid price : 26.20
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.19
\nEvaluated at bid price : 20.19
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n3.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.51
\nEvaluated at bid price : 25.80
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.43
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n3.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n4.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n4.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n14.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.80
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.55 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n328,285<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n87,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 23.82
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n61,641<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.02
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n54,468<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.05
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n40,006<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n32,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
There were 16 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
CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.57 – 20.85
\nSpot Rate : 3.2800
\nAverage : 2.3208<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.01 – 19.88
\nSpot Rate : 1.8700
\nAverage : 1.2866<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 18.01
\nEvaluated at bid price : 18.01
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n

PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.77 – 22.30
\nSpot Rate : 1.5300
\nAverage : 0.9970<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 20.77
\nEvaluated at bid price : 20.77
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 21.00 – 22.57
\nSpot Rate : 1.5700
\nAverage : 1.0693<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.94 – 24.40
\nSpot Rate : 1.4600
\nAverage : 0.9795<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.94
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.26 – 20.60
\nSpot Rate : 2.3400
\nAverage : 1.8800<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-15
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 7.42 %<\/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-47791","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47791","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=47791"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47791\/revisions"}],"predecessor-version":[{"id":47792,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47791\/revisions\/47792"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47791"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47791"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47791"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}