{"id":52637,"date":"2026-09-29T09:28:39","date_gmt":"2026-09-29T13:28:39","guid":{"rendered":"https:\/\/prefblog.com\/?p=52637"},"modified":"2026-09-29T10:44:46","modified_gmt":"2026-09-29T14:44:46","slug":"september-28-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=52637","title":{"rendered":"September 28, 2026"},"content":{"rendered":"

Sorry this is late! I went out to watch a movie<\/a> last night. Photography was excellent but I don’t think the story was told very well – too much Troy (if they want to make the prequel, The Iliad, I’m all in favour and will go see it!), too much of Penelope’s feelings, very odd harpies, not enough narrative. And, unforgivably, Odysseus didn’t tell the Cyclops his name was ‘Nobody’, one of the best jokes in classic literature. But it was worth the time and money – go see it, if you haven’t.<\/p>\n\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>\n0.5374 %<\/td>\n2,777.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5374 %<\/td>\n5,230.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.20 %<\/td>\n5.29 %<\/td>\n31,895<\/td>\n15.05<\/td>\n3<\/td>\n0.5374 %<\/td>\n3,014.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1197 %<\/td>\n3,624.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.81 %<\/td>\n50,048<\/td>\n2.50<\/td>\n4<\/td>\n0.1197 %<\/td>\n4,328.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1197 %<\/td>\n3,377.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.91 %<\/td>\n5.96 %<\/td>\n70,643<\/td>\n13.98<\/td>\n9<\/td>\n-1.5948 %<\/td>\n2,940.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.90 %<\/td>\n5.96 %<\/td>\n44,071<\/td>\n13.89<\/td>\n21<\/td>\n-1.3466 %<\/td>\n3,206.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.65 %<\/td>\n6.33 %<\/td>\n80,083<\/td>\n13.33<\/td>\n21<\/td>\n0.3222 %<\/td>\n3,372.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.85 %<\/td>\n60,560<\/td>\n14.14<\/td>\n19<\/td>\n-1.3381 %<\/td>\n3,116.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3222 %<\/td>\n4,117.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.98 %<\/td>\n4.79 %<\/td>\n76,736<\/td>\n2.00<\/td>\n27<\/td>\n0.0288 %<\/td>\n2,641.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3222 %<\/td>\n3,447.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.27 %<\/td>\n5.71 %<\/td>\n51,949<\/td>\n13.20<\/td>\n14<\/td>\n-0.7412 %<\/td>\n3,238.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.64
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Premium<\/td>\n-3.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
IFC.PR.M<\/td>\nPerpetual-Premium<\/td>\n-3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.47
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.23
\nEvaluated at bid price : 20.23
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.02
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.21
\nEvaluated at bid price : 21.21
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.73
\nEvaluated at bid price : 19.73
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.18
\nEvaluated at bid price : 20.18
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.56
\nEvaluated at bid price : 19.56
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
POW.PR.I<\/td>\nPerpetual-Premium<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.66
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.99
\nEvaluated at bid price : 24.24
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Premium<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 24.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Premium<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 24.43
\nEvaluated at bid price : 24.67
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.89
\nEvaluated at bid price : 19.89
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.07
\nEvaluated at bid price : 24.01
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.44
\nEvaluated at bid price : 20.44
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
POW.PR.H<\/td>\nPerpetual-Premium<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.13
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.Z<\/td>\nInsurance Straight<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.13
\nEvaluated at bid price : 21.13
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.62
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-04-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.35
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Prem<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-07-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.33
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Prem<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.48
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.41
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.00
\nEvaluated at bid price : 23.77
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n6.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.02
\nBid-YTW : 6.03 %<\/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.PF.E<\/td>\nFixedReset Disc<\/td>\n223,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 22.82
\nEvaluated at bid price : 23.85
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n135,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.99
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n78,110<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n71,895<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.17
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Prem<\/td>\n61,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n50,930<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 5.33 %<\/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
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.60 – 23.55
\nSpot Rate : 1.9500
\nAverage : 1.1066<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.50 – 22.00
\nSpot Rate : 1.5000
\nAverage : 0.8938<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n

POW.PR.C<\/td>\nPerpetual-Premium<\/td>\nQuote: 24.00 – 25.49
\nSpot Rate : 1.4900
\nAverage : 0.9154<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.01 – 20.50
\nSpot Rate : 1.4900
\nAverage : 1.0045<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n

GWO.PR.M<\/td>\nInsurance Straight<\/td>\nQuote: 24.55 – 25.80
\nSpot Rate : 1.2500
\nAverage : 0.8074<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

GWO.PR.P<\/td>\nInsurance Straight<\/td>\nQuote: 23.37 – 24.44
\nSpot Rate : 1.0700
\nAverage : 0.6873<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-09-28
\nMaturity Price : 23.11
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Sorry this is late! I went out to watch a movie last night. Photography was excellent but I don’t think the story was told very well – too much Troy (if they want to make …<\/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-52637","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52637","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=52637"}],"version-history":[{"count":5,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52637\/revisions"}],"predecessor-version":[{"id":52642,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/52637\/revisions\/52642"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=52637"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=52637"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=52637"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}