{"id":47813,"date":"2025-05-01T15:47:00","date_gmt":"2025-05-01T15:47:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47813"},"modified":"2025-06-19T15:48:08","modified_gmt":"2025-06-19T15:48:08","slug":"may-1-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47813","title":{"rendered":"May 1, 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>\n0.7519 %<\/td>\n2,066.4<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7519 %<\/td>\n4,022.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.46 %<\/td>\n7.90 %<\/td>\n71,068<\/td>\n11.47<\/td>\n3<\/td>\n0.7519 %<\/td>\n2,318.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1539 %<\/td>\n3,648.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.66 %<\/td>\n84,346<\/td>\n2.63<\/td>\n8<\/td>\n0.1539 %<\/td>\n4,356.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1539 %<\/td>\n3,399.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6867 %<\/td>\n2,870.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.99 %<\/td>\n6.13 %<\/td>\n51,883<\/td>\n13.71<\/td>\n33<\/td>\n0.6867 %<\/td>\n3,129.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.71 %<\/td>\n6.56 %<\/td>\n116,447<\/td>\n12.66<\/td>\n49<\/td>\n0.6618 %<\/td>\n2,753.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.92 %<\/td>\n6.00 %<\/td>\n70,396<\/td>\n13.87<\/td>\n21<\/td>\n0.4803 %<\/td>\n3,060.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.93 %<\/td>\n5.96 %<\/td>\n35,200<\/td>\n13.90<\/td>\n3<\/td>\n0.3521 %<\/td>\n3,476.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.38 %<\/td>\n5.45 %<\/td>\n141,469<\/td>\n13.66<\/td>\n10<\/td>\n0.4439 %<\/td>\n2,564.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6618 %<\/td>\n2,814.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.63 %<\/td>\n6.03 %<\/td>\n66,981<\/td>\n13.61<\/td>\n12<\/td>\n2.8332 %<\/td>\n2,796.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-14.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.95
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 15.12
\nEvaluated at bid price : 15.12
\nBid-YTW : 6.66 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.95
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.24
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 25.20
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.79
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 15.60
\nEvaluated at bid price : 15.60
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.58
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.73
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 11.15
\nEvaluated at bid price : 11.15
\nBid-YTW : 7.90 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 16.99
\nEvaluated at bid price : 16.99
\nBid-YTW : 7.35 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.13
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 16.08
\nEvaluated at bid price : 16.08
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.51
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.00
\nEvaluated at bid price : 24.01
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 16.21
\nEvaluated at bid price : 16.21
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n2.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n2.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n5.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n8.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n10.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n23.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 4.90 %<\/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>\n3,126,503<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.56 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n45,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 23.81
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n36,169<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.55
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n32,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n26,220<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n14,800<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
There were 6 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.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.00 – 19.30
\nSpot Rate : 3.3000
\nAverage : 1.8663<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 19.60 – 21.45
\nSpot Rate : 1.8500
\nAverage : 1.0850<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.45 – 22.90
\nSpot Rate : 1.4500
\nAverage : 0.8108<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.45
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n

MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.12 – 25.00
\nSpot Rate : 2.8800
\nAverage : 2.2860<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.26 – 26.26
\nSpot Rate : 1.0000
\nAverage : 0.5912<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.54 – 20.48
\nSpot Rate : 0.9400
\nAverage : 0.5619<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-01
\nMaturity Price : 19.54
\nEvaluated at bid price : 19.54
\nBid-YTW : 7.27 %<\/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-47813","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47813","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=47813"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47813\/revisions"}],"predecessor-version":[{"id":47814,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47813\/revisions\/47814"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47813"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47813"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47813"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}