{"id":49909,"date":"2019-01-25T19:43:00","date_gmt":"2019-01-26T00:43:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49909"},"modified":"2025-08-28T19:44:13","modified_gmt":"2025-08-28T23:44:13","slug":"january-25-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49909","title":{"rendered":"January 25, 2019"},"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-0.5140 %<\/td>\n2,298.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5140 %<\/td>\n4,217.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.10 %<\/td>\n5.42 %<\/td>\n35,115<\/td>\n14.78<\/td>\n4<\/td>\n-0.5140 %<\/td>\n2,430.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2867 %<\/td>\n3,209.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.93 %<\/td>\n4.50 %<\/td>\n71,467<\/td>\n3.99<\/td>\n8<\/td>\n0.2867 %<\/td>\n3,833.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2867 %<\/td>\n2,990.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.94 %<\/td>\n-1.24 %<\/td>\n153,105<\/td>\n0.08<\/td>\n2<\/td>\n-0.2587 %<\/td>\n2,873.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.64 %<\/td>\n5.75 %<\/td>\n84,829<\/td>\n14.27<\/td>\n33<\/td>\n0.0806 %<\/td>\n2,949.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.14 %<\/td>\n5.64 %<\/td>\n223,686<\/td>\n14.51<\/td>\n64<\/td>\n0.3862 %<\/td>\n2,200.3<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.40 %<\/td>\n6.46 %<\/td>\n88,766<\/td>\n8.16<\/td>\n27<\/td>\n0.1210 %<\/td>\n2,935.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.12 %<\/td>\n4.40 %<\/td>\n48,947<\/td>\n2.88<\/td>\n7<\/td>\n0.2277 %<\/td>\n2,439.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.14 %<\/td>\n4.44 %<\/td>\n257,731<\/td>\n2.19<\/td>\n17<\/td>\n0.3322 %<\/td>\n2,518.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n2.98 %<\/td>\n3.91 %<\/td>\n164,825<\/td>\n2.84<\/td>\n6<\/td>\n0.1936 %<\/td>\n2,578.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.11 %<\/td>\n7.16 %<\/td>\n131,061<\/td>\n8.21<\/td>\n22<\/td>\n0.4634 %<\/td>\n2,179.1<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-7.59 %<\/td>\nA nonsensical quote provided at high cost by Nonsense Central<\/a>, as the issue traded 10,050 shares today<\/a> in a range of 18.80-01 before being quoted at 17.52-19.30. The closing price was 18.93.<\/p>\n

I have not checked whether the lamentable state of the quote is due to inadequate Toronto Stock Exchange reporting<\/a> or inadequate Toronto Stock Exchange supervision of market-makers<\/a>.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.72
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.20 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 16.68
\nEvaluated at bid price : 16.68
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 18.84
\nEvaluated at bid price : 18.84
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.16
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 12.71
\nEvaluated at bid price : 12.71
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.85
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.30
\nBid-YTW : 8.10 %<\/td>\n<\/tr>\n
EMA.PR.H<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 22.45
\nEvaluated at bid price : 23.26
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.02
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.85
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 17.20
\nEvaluated at bid price : 17.20
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 20.27
\nEvaluated at bid price : 20.27
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.82
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.87
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 13.07
\nEvaluated at bid price : 13.07
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BMO.PR.Q<\/td>\nFixedReset Bank Non<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.93
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.95
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.43
\nEvaluated at bid price : 19.43
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.36
\nEvaluated at bid price : 19.36
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 15.08
\nEvaluated at bid price : 15.08
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n2.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 15.39
\nEvaluated at bid price : 15.39
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 13.85
\nEvaluated at bid price : 13.85
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.55 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n3.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 13.52
\nEvaluated at bid price : 13.52
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n5.64 %<\/td>\nJust a reversal of yesterday<\/a>‘s nonsense.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.93
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n6.26 %<\/td>\nJust a reversal of yesterday<\/a>‘s nonsense.<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.17
\nBid-YTW : 8.23 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\n11.40 %<\/td>\nJust a reversal of yesterday<\/a>‘s nonsense.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.52 %<\/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
CM.PR.T<\/td>\nFixedReset Disc<\/td>\n78,608<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.68
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
RY.PR.L<\/td>\nFixedReset Bank Non<\/td>\n71,052<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.96
\nBid-YTW : 1.96 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n70,960<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n69,590<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n59,250<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
RY.PR.C<\/td>\nDeemed-Retractible<\/td>\n56,740<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.06
\nBid-YTW : -2.90 %<\/td>\n<\/tr>\n
There were 35 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
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 17.52 – 19.30
\nSpot Rate : 1.7800
\nAverage : 1.1823<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 17.52
\nEvaluated at bid price : 17.52
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n

BAM.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 21.35 – 22.50
\nSpot Rate : 1.1500
\nAverage : 0.6885<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

CM.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 20.25 – 21.30
\nSpot Rate : 1.0500
\nAverage : 0.6724<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 20.06 – 21.00
\nSpot Rate : 0.9400
\nAverage : 0.5819<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.20 – 20.60
\nSpot Rate : 1.4000
\nAverage : 1.0539<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 5.49 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.14 – 22.70
\nSpot Rate : 1.5600
\nAverage : 1.2258<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-01-25
\nMaturity Price : 21.14
\nEvaluated at bid price : 21.14
\nBid-YTW : 5.56 %<\/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-49909","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49909","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=49909"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49909\/revisions"}],"predecessor-version":[{"id":49910,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49909\/revisions\/49910"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49909"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49909"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49909"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}