{"id":47793,"date":"2025-04-16T15:38:00","date_gmt":"2025-04-16T15:38:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47793"},"modified":"2025-06-19T15:39:00","modified_gmt":"2025-06-19T15:39:00","slug":"april-16-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47793","title":{"rendered":"April 16, 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-0.4847 %<\/td>\n2,070.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4847 %<\/td>\n4,029.5<\/td>\n<\/tr>\n
Floater<\/td>\n7.45 %<\/td>\n7.99 %<\/td>\n65,093<\/td>\n11.40<\/td>\n3<\/td>\n-0.4847 %<\/td>\n2,322.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2050 %<\/td>\n3,611.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n5.08 %<\/td>\n70,560<\/td>\n1.77<\/td>\n9<\/td>\n0.2050 %<\/td>\n4,312.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2050 %<\/td>\n3,364.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.7142 %<\/td>\n2,850.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.03 %<\/td>\n6.15 %<\/td>\n61,228<\/td>\n13.73<\/td>\n33<\/td>\n-0.7142 %<\/td>\n3,108.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.81 %<\/td>\n7.00 %<\/td>\n131,718<\/td>\n12.49<\/td>\n49<\/td>\n-0.1214 %<\/td>\n2,702.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.95 %<\/td>\n6.02 %<\/td>\n75,115<\/td>\n13.87<\/td>\n21<\/td>\n0.7100 %<\/td>\n3,043.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.94 %<\/td>\n5.82 %<\/td>\n42,618<\/td>\n14.15<\/td>\n3<\/td>\n0.0641 %<\/td>\n3,462.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.72 %<\/td>\n142,702<\/td>\n13.74<\/td>\n10<\/td>\n0.0079 %<\/td>\n2,548.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1214 %<\/td>\n2,762.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.81 %<\/td>\n6.42 %<\/td>\n76,230<\/td>\n13.20<\/td>\n12<\/td>\n-0.8028 %<\/td>\n2,710.0<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-20.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-12.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-5.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 8.04 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-3.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.25
\nEvaluated at bid price : 18.25
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 13.00
\nEvaluated at bid price : 13.00
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.17
\nEvaluated at bid price : 19.17
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.92 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 15.47
\nEvaluated at bid price : 15.47
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 7.84 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 17.41
\nEvaluated at bid price : 17.41
\nBid-YTW : 7.73 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.38
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.73
\nEvaluated at bid price : 18.73
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.32
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.68
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.63
\nEvaluated at bid price : 23.90
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 16.05
\nEvaluated at bid price : 16.05
\nBid-YTW : 6.70 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.52
\nEvaluated at bid price : 19.52
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n3.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.60
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n4.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n18.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n41,366<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n23,690<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.60
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n16,803<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.72
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n13,699<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n12,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 23.45
\nEvaluated at bid price : 25.60
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n12,513<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 17.87
\nEvaluated at bid price : 17.87
\nBid-YTW : 7.76 %<\/td>\n<\/tr>\n
There were 3 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
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 20.40 – 24.80
\nSpot Rate : 4.4000
\nAverage : 2.7964<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 19.73 – 21.95
\nSpot Rate : 2.2200
\nAverage : 1.6171<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.60 – 21.90
\nSpot Rate : 2.3000
\nAverage : 1.7407<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.98 – 20.48
\nSpot Rate : 1.5000
\nAverage : 1.1314<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.98
\nEvaluated at bid price : 18.98
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n

FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.40 – 20.50
\nSpot Rate : 1.1000
\nAverage : 0.7465<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.72 – 19.90
\nSpot Rate : 1.1800
\nAverage : 0.8423<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-16
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 6.41 %<\/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-47793","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47793","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=47793"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47793\/revisions"}],"predecessor-version":[{"id":47794,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47793\/revisions\/47794"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47793"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47793"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47793"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}