{"id":47829,"date":"2025-05-12T01:06:03","date_gmt":"2025-05-12T01:06:03","guid":{"rendered":"https:\/\/prefblog.com\/?p=47829"},"modified":"2025-06-20T01:06:41","modified_gmt":"2025-06-20T01:06:41","slug":"may-12-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47829","title":{"rendered":"May 12, 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>\n0.3885 %<\/td>\n2,145.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3885 %<\/td>\n4,177.3<\/td>\n<\/tr>\n
Floater<\/td>\n7.18 %<\/td>\n7.62 %<\/td>\n60,304<\/td>\n11.76<\/td>\n3<\/td>\n0.3885 %<\/td>\n2,407.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0987 %<\/td>\n3,668.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.42 %<\/td>\n78,392<\/td>\n2.60<\/td>\n8<\/td>\n0.0987 %<\/td>\n4,381.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0987 %<\/td>\n3,418.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5551 %<\/td>\n2,909.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.91 %<\/td>\n6.01 %<\/td>\n51,949<\/td>\n13.87<\/td>\n33<\/td>\n-0.5551 %<\/td>\n3,173.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.58 %<\/td>\n6.34 %<\/td>\n110,493<\/td>\n12.97<\/td>\n51<\/td>\n0.5073 %<\/td>\n2,825.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.84 %<\/td>\n5.90 %<\/td>\n65,117<\/td>\n13.96<\/td>\n21<\/td>\n0.3056 %<\/td>\n3,102.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.68 %<\/td>\n5.74 %<\/td>\n32,401<\/td>\n14.22<\/td>\n3<\/td>\n0.4807 %<\/td>\n3,592.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.40 %<\/td>\n114,350<\/td>\n3.44<\/td>\n8<\/td>\n0.0820 %<\/td>\n2,587.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5073 %<\/td>\n2,888.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.35 %<\/td>\n5.87 %<\/td>\n65,077<\/td>\n13.98<\/td>\n14<\/td>\n0.6420 %<\/td>\n2,879.9<\/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-16.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-4.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-4.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.82
\nEvaluated at bid price : 19.82
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-2.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 24.00
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 17.11
\nEvaluated at bid price : 17.11
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.88
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.61
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 16.27
\nEvaluated at bid price : 16.27
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.58
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 17.75
\nEvaluated at bid price : 17.75
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.35
\nEvaluated at bid price : 20.35
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.46
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.15
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.44
\nEvaluated at bid price : 19.44
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 11.58
\nEvaluated at bid price : 11.58
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.15
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n2.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n3.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n3.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n4.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 15.82
\nEvaluated at bid price : 15.82
\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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n64,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n41,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 21.77
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n36,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n31,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n30,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.78
\nEvaluated at bid price : 23.06
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n30,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.61
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
There were 13 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.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.15 – 23.88
\nSpot Rate : 4.7300
\nAverage : 3.7288<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.00 – 20.99
\nSpot Rate : 1.9900
\nAverage : 1.3655<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.50 – 24.87
\nSpot Rate : 1.3700
\nAverage : 0.7889<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.25 – 22.18
\nSpot Rate : 1.9300
\nAverage : 1.4383<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.61 – 21.00
\nSpot Rate : 1.3900
\nAverage : 0.9675<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.45 – 20.63
\nSpot Rate : 1.1800
\nAverage : 0.7881<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-12
\nMaturity Price : 19.45
\nEvaluated at bid price : 19.45
\nBid-YTW : 6.23 %<\/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-47829","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47829","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=47829"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47829\/revisions"}],"predecessor-version":[{"id":47830,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47829\/revisions\/47830"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47829"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47829"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47829"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}