{"id":47801,"date":"2025-04-23T15:42:00","date_gmt":"2025-04-23T15:42:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47801"},"modified":"2025-06-19T15:42:39","modified_gmt":"2025-06-19T15:42:39","slug":"april-23-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47801","title":{"rendered":"April 23, 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>\n0.0855 %<\/td>\n2,083.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0855 %<\/td>\n4,054.9<\/td>\n<\/tr>\n
Floater<\/td>\n7.40 %<\/td>\n7.99 %<\/td>\n65,264<\/td>\n11.39<\/td>\n3<\/td>\n0.0855 %<\/td>\n2,336.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6248 %<\/td>\n3,639.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.52 %<\/td>\n61,041<\/td>\n1.75<\/td>\n8<\/td>\n0.6248 %<\/td>\n4,346.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6248 %<\/td>\n3,391.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3789 %<\/td>\n2,851.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.03 %<\/td>\n6.14 %<\/td>\n55,616<\/td>\n13.69<\/td>\n33<\/td>\n0.3789 %<\/td>\n3,108.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.78 %<\/td>\n6.90 %<\/td>\n126,612<\/td>\n12.68<\/td>\n49<\/td>\n0.4452 %<\/td>\n2,720.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.93 %<\/td>\n6.01 %<\/td>\n75,941<\/td>\n13.84<\/td>\n21<\/td>\n0.4907 %<\/td>\n3,052.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.91 %<\/td>\n5.87 %<\/td>\n38,584<\/td>\n14.05<\/td>\n3<\/td>\n0.1594 %<\/td>\n3,484.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.43 %<\/td>\n5.52 %<\/td>\n140,738<\/td>\n13.76<\/td>\n10<\/td>\n0.0749 %<\/td>\n2,546.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4452 %<\/td>\n2,781.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.69 %<\/td>\n6.09 %<\/td>\n72,293<\/td>\n13.47<\/td>\n12<\/td>\n0.9855 %<\/td>\n2,765.9<\/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
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-17.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-4.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-3.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.14
\nEvaluated at bid price : 18.14
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.95
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 17.73
\nEvaluated at bid price : 17.73
\nBid-YTW : 7.50 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.22
\nEvaluated at bid price : 19.22
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.66
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 23.43
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 16.76
\nEvaluated at bid price : 16.76
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.88
\nEvaluated at bid price : 18.88
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.93
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.92
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.50
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.35
\nEvaluated at bid price : 22.62
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ELF.PR.F<\/td>\nPerpetual-Discount<\/td>\n2.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n4.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n4.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n12.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.80
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n15.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.19 %<\/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>\n49,840<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n42,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n32,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n31,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 22.62
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n30,095<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n29,464<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
There were 11 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
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.10 – 25.00
\nSpot Rate : 2.9000
\nAverage : 1.8309<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.10 – 24.00
\nSpot Rate : 1.9000
\nAverage : 1.1991<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.00 – 22.11
\nSpot Rate : 2.1100
\nAverage : 1.5468<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

IFC.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 21.40 – 23.00
\nSpot Rate : 1.6000
\nAverage : 1.1054<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 18.90 – 19.90
\nSpot Rate : 1.0000
\nAverage : 0.5929<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.34 – 21.85
\nSpot Rate : 1.5100
\nAverage : 1.1558<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-23
\nMaturity Price : 20.34
\nEvaluated at bid price : 20.34
\nBid-YTW : 6.12 %<\/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-47801","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47801","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=47801"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47801\/revisions"}],"predecessor-version":[{"id":47802,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47801\/revisions\/47802"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47801"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47801"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47801"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}