Category: Market Action

Market Action

April 9, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -1.9333 % 2,075.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -1.9333 % 4,041.1
Floater 7.43 % 7.98 % 61,562 11.43 3 -1.9333 % 2,328.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.1696 % 3,605.0
SplitShare 4.84 % 5.07 % 79,862 1.79 9 0.1696 % 4,305.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1696 % 3,359.1
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.3260 % 2,818.0
Perpetual-Discount 6.10 % 6.16 % 61,846 13.69 33 -0.3260 % 3,072.9
FixedReset Disc 5.91 % 6.73 % 132,234 12.81 49 0.2067 % 2,659.9
Insurance Straight 5.97 % 6.06 % 75,754 13.83 21 0.3834 % 3,034.8
FloatingReset 5.89 % 5.88 % 38,465 14.05 3 -0.0645 % 3,434.5
FixedReset Prem 6.52 % 5.61 % 144,683 13.87 10 0.0360 % 2,509.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2067 % 2,718.9
FixedReset Ins Non 5.86 % 6.16 % 78,615 13.60 12 0.7038 % 2,687.7
Performance Highlights
Issue Index Change Notes
CU.PR.F Perpetual-Discount -4.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.33 %
ENB.PF.K FixedReset Disc -4.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.12
Evaluated at bid price : 22.50
Bid-YTW : 6.60 %
FTS.PR.G FixedReset Disc -3.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 6.34 %
BN.PF.B FixedReset Disc -3.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.14
Evaluated at bid price : 19.14
Bid-YTW : 7.24 %
FTS.PR.K FixedReset Disc -3.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.41
Evaluated at bid price : 19.41
Bid-YTW : 6.36 %
PWF.PR.T FixedReset Disc -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.26
Evaluated at bid price : 21.26
Bid-YTW : 6.04 %
ENB.PR.D FixedReset Disc -2.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 17.08
Evaluated at bid price : 17.08
Bid-YTW : 7.55 %
ENB.PR.A Perpetual-Discount -2.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.92
Evaluated at bid price : 22.16
Bid-YTW : 6.29 %
PWF.PR.A Floater -2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 13.03
Evaluated at bid price : 13.03
Bid-YTW : 6.78 %
MFC.PR.L FixedReset Ins Non -2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.46
Evaluated at bid price : 20.46
Bid-YTW : 6.23 %
BN.PR.K Floater -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 10.99
Evaluated at bid price : 10.99
Bid-YTW : 7.98 %
IFC.PR.E Insurance Straight -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.78
Evaluated at bid price : 22.14
Bid-YTW : 5.90 %
IFC.PR.I Insurance Straight -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.33
Evaluated at bid price : 22.71
Bid-YTW : 5.98 %
BN.PR.B Floater -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 10.98
Evaluated at bid price : 10.98
Bid-YTW : 7.98 %
FTS.PR.M FixedReset Disc -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 6.65 %
CU.PR.J Perpetual-Discount -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.65
Evaluated at bid price : 19.65
Bid-YTW : 6.14 %
IFC.PR.F Insurance Straight -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.61
Evaluated at bid price : 22.00
Bid-YTW : 6.06 %
CU.PR.H Perpetual-Discount -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.17
Evaluated at bid price : 22.45
Bid-YTW : 5.92 %
GWO.PR.I Insurance Straight -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.61
Evaluated at bid price : 18.61
Bid-YTW : 6.10 %
PWF.PR.F Perpetual-Discount -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.26
Evaluated at bid price : 21.26
Bid-YTW : 6.20 %
ENB.PR.H FixedReset Disc -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.77
Evaluated at bid price : 18.77
Bid-YTW : 6.85 %
MFC.PR.I FixedReset Ins Non -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.70
Evaluated at bid price : 23.32
Bid-YTW : 5.98 %
MFC.PR.K FixedReset Ins Non -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.12
Evaluated at bid price : 22.57
Bid-YTW : 5.75 %
BN.PR.N Perpetual-Discount -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.40
Evaluated at bid price : 18.40
Bid-YTW : 6.52 %
NA.PR.C FixedReset Prem -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.48
Evaluated at bid price : 25.09
Bid-YTW : 6.10 %
MFC.PR.J FixedReset Ins Non -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.46
Evaluated at bid price : 23.03
Bid-YTW : 5.89 %
PWF.PR.Z Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.23 %
GWO.PR.R Insurance Straight -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 6.20 %
TD.PF.I FixedReset Prem 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.55
Evaluated at bid price : 25.25
Bid-YTW : 5.70 %
ENB.PF.E FixedReset Disc 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 7.46 %
BIP.PR.B FixedReset Disc 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 24.19
Evaluated at bid price : 24.70
Bid-YTW : 7.18 %
FTS.PR.F Perpetual-Discount 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.61
Evaluated at bid price : 20.61
Bid-YTW : 6.03 %
ENB.PR.T FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 7.15 %
TD.PF.J FixedReset Prem 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.30
Evaluated at bid price : 24.81
Bid-YTW : 5.46 %
PWF.PR.G Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 6.26 %
IFC.PR.K Insurance Straight 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.70
Evaluated at bid price : 22.01
Bid-YTW : 6.00 %
PVS.PR.L SplitShare 1.20 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.47 %
NA.PR.E FixedReset Disc 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.05
Evaluated at bid price : 24.20
Bid-YTW : 5.41 %
TD.PF.E FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.32
Evaluated at bid price : 24.05
Bid-YTW : 5.64 %
BN.PF.J FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.09
Evaluated at bid price : 22.42
Bid-YTW : 6.51 %
BIP.PR.A FixedReset Disc 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.18
Evaluated at bid price : 22.85
Bid-YTW : 6.73 %
IFC.PR.G FixedReset Ins Non 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.13
Evaluated at bid price : 22.55
Bid-YTW : 5.94 %
CU.PR.D Perpetual-Discount 1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 6.13 %
GWO.PR.G Insurance Straight 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.11 %
PWF.PR.S Perpetual-Discount 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 6.24 %
BIP.PR.E FixedReset Disc 1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.44
Evaluated at bid price : 23.00
Bid-YTW : 6.35 %
ENB.PF.G FixedReset Disc 1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 17.95
Evaluated at bid price : 17.95
Bid-YTW : 7.35 %
BN.PF.H FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.81
Evaluated at bid price : 24.40
Bid-YTW : 6.88 %
ENB.PF.C FixedReset Disc 1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.32 %
POW.PR.C Perpetual-Discount 2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.62
Evaluated at bid price : 23.89
Bid-YTW : 6.09 %
CU.PR.I FixedReset Disc 2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.83
Evaluated at bid price : 24.45
Bid-YTW : 6.40 %
IFC.PR.C FixedReset Ins Non 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 6.44 %
MFC.PR.C Insurance Straight 2.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 5.85 %
SLF.PR.D Insurance Straight 2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.58
Evaluated at bid price : 19.58
Bid-YTW : 5.73 %
PWF.PR.L Perpetual-Discount 3.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 6.18 %
GWO.PR.T Insurance Straight 3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 6.14 %
MFC.PR.Q FixedReset Ins Non 3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.23
Evaluated at bid price : 22.70
Bid-YTW : 5.89 %
BN.PF.A FixedReset Disc 3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.39
Evaluated at bid price : 21.72
Bid-YTW : 6.72 %
BN.PR.Z FixedReset Disc 4.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.76
Evaluated at bid price : 19.76
Bid-YTW : 7.25 %
GWO.PR.N FixedReset Ins Non 4.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 14.70
Evaluated at bid price : 14.70
Bid-YTW : 6.49 %
PWF.PR.E Perpetual-Discount 4.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 6.10 %
GWO.PR.S Insurance Straight 4.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.50
Evaluated at bid price : 21.76
Bid-YTW : 6.07 %
IFC.PR.A FixedReset Ins Non 5.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 6.17 %
BN.PF.I FixedReset Disc 5.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.79
Evaluated at bid price : 23.13
Bid-YTW : 6.86 %
BN.PF.C Perpetual-Discount 5.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 18.78
Evaluated at bid price : 18.78
Bid-YTW : 6.52 %
Volume Highlights
Issue Index Shares
Traded		 Notes
BN.PF.B FixedReset Disc 92,679 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.14
Evaluated at bid price : 19.14
Bid-YTW : 7.24 %
FFH.PR.G FixedReset Disc 82,774 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.89
Evaluated at bid price : 22.40
Bid-YTW : 5.70 %
RY.PR.J FixedReset Disc 81,109 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.86
Evaluated at bid price : 24.22
Bid-YTW : 5.48 %
CM.PR.Q FixedReset Disc 79,653 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 23.35
Evaluated at bid price : 24.25
Bid-YTW : 5.49 %
ENB.PR.B FixedReset Disc 78,636 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.54 %
FFH.PR.I FixedReset Disc 67,247 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.08
Evaluated at bid price : 22.71
Bid-YTW : 5.90 %
There were 42 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
PWF.PR.T FixedReset Disc Quote: 21.26 – 22.70
Spot Rate : 1.4400
Average : 0.8373

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.26
Evaluated at bid price : 21.26
Bid-YTW : 6.04 %
GWO.PR.R Insurance Straight Quote: 19.55 – 21.20
Spot Rate : 1.6500
Average : 1.1061

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 6.20 %
BN.PF.J FixedReset Disc Quote: 22.42 – 24.37
Spot Rate : 1.9500
Average : 1.4400

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.09
Evaluated at bid price : 22.42
Bid-YTW : 6.51 %
FFH.PR.G FixedReset Disc Quote: 22.40 – 23.80
Spot Rate : 1.4000
Average : 0.9069

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 21.89
Evaluated at bid price : 22.40
Bid-YTW : 5.70 %
ENB.PR.F FixedReset Disc Quote: 17.70 – 19.00
Spot Rate : 1.3000
Average : 0.8090

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 7.50 %
FFH.PR.J FloatingReset Quote: 23.25 – 24.40
Spot Rate : 1.1500
Average : 0.6936

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-09
Maturity Price : 22.85
Evaluated at bid price : 23.25
Bid-YTW : 5.88 %
Market Action

April 8, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.1965 % 2,116.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1965 % 4,120.7
Floater 7.28 % 7.82 % 61,734 11.61 3 0.1965 % 2,374.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.7100 % 3,598.9
SplitShare 4.85 % 5.01 % 80,886 1.79 9 0.7100 % 4,297.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.7100 % 3,353.4
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.3676 % 2,827.2
Perpetual-Discount 6.08 % 6.18 % 62,141 13.62 33 0.3676 % 3,082.9
FixedReset Disc 5.92 % 6.79 % 128,324 12.77 49 -0.1804 % 2,654.4
Insurance Straight 5.99 % 6.05 % 74,267 13.85 21 -0.1663 % 3,023.2
FloatingReset 5.88 % 5.89 % 35,619 14.03 3 0.9609 % 3,436.7
FixedReset Prem 6.53 % 5.62 % 139,671 13.85 10 0.3773 % 2,508.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1804 % 2,713.3
FixedReset Ins Non 5.90 % 6.10 % 75,925 13.49 12 -1.0920 % 2,669.0
Performance Highlights
Issue Index Change Notes
BN.PR.Z FixedReset Disc -8.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.54 %
BN.PF.C Perpetual-Discount -5.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 17.85
Evaluated at bid price : 17.85
Bid-YTW : 6.86 %
BN.PF.A FixedReset Disc -5.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.98 %
IFC.PR.C FixedReset Ins Non -4.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 6.59 %
MFC.PR.Q FixedReset Ins Non -4.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.74
Evaluated at bid price : 22.00
Bid-YTW : 6.10 %
PWF.PR.E Perpetual-Discount -3.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 6.38 %
GWO.PR.N FixedReset Ins Non -3.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 14.13
Evaluated at bid price : 14.13
Bid-YTW : 6.75 %
BN.PF.J FixedReset Disc -3.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.86
Evaluated at bid price : 22.11
Bid-YTW : 6.61 %
PWF.PR.L Perpetual-Discount -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 6.39 %
BN.PF.B FixedReset Disc -2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.81
Evaluated at bid price : 19.81
Bid-YTW : 6.99 %
IFC.PR.K Insurance Straight -2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.44
Evaluated at bid price : 21.76
Bid-YTW : 6.07 %
BN.PF.I FixedReset Disc -2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.60
Evaluated at bid price : 22.01
Bid-YTW : 7.20 %
FTS.PR.J Perpetual-Discount -2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.77
Evaluated at bid price : 19.77
Bid-YTW : 6.10 %
ENB.PR.T FixedReset Disc -2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 7.23 %
CU.PR.I FixedReset Disc -2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 23.21
Evaluated at bid price : 23.90
Bid-YTW : 6.55 %
MFC.PR.C Insurance Straight -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.99 %
FTS.PR.F Perpetual-Discount -1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 6.10 %
GWO.PR.S Insurance Straight -1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 6.35 %
SLF.PR.D Insurance Straight -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.04
Evaluated at bid price : 19.04
Bid-YTW : 5.89 %
MFC.PR.L FixedReset Ins Non -1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.88
Evaluated at bid price : 20.88
Bid-YTW : 6.10 %
IFC.PR.G FixedReset Ins Non -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.90
Evaluated at bid price : 22.22
Bid-YTW : 6.03 %
TD.PF.J FixedReset Prem -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 23.20
Evaluated at bid price : 24.55
Bid-YTW : 5.52 %
MFC.PR.K FixedReset Ins Non 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.31
Evaluated at bid price : 22.86
Bid-YTW : 5.67 %
BN.PR.T FixedReset Disc 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 16.10
Evaluated at bid price : 16.10
Bid-YTW : 7.45 %
BIP.PR.A FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.98
Evaluated at bid price : 22.52
Bid-YTW : 6.83 %
ENB.PR.A Perpetual-Discount 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 6.12 %
PWF.PF.A Perpetual-Discount 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 18.91
Evaluated at bid price : 18.91
Bid-YTW : 6.08 %
BN.PR.X FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 7.35 %
FTS.PR.K FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.15 %
CU.PR.J Perpetual-Discount 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.03 %
ENB.PF.K FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.71
Evaluated at bid price : 23.45
Bid-YTW : 6.31 %
BN.PR.N Perpetual-Discount 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 18.63
Evaluated at bid price : 18.63
Bid-YTW : 6.43 %
PWF.PR.F Perpetual-Discount 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.63
Evaluated at bid price : 21.88
Bid-YTW : 6.11 %
PWF.PR.P FixedReset Disc 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 7.09 %
NA.PR.K FixedReset Prem 1.46 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.46
Bid-YTW : 6.46 %
IFC.PR.F Insurance Straight 1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.91
Evaluated at bid price : 22.35
Bid-YTW : 5.96 %
BIP.PR.F FixedReset Disc 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.88
Evaluated at bid price : 22.25
Bid-YTW : 6.51 %
FFH.PR.J FloatingReset 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.80
Evaluated at bid price : 23.20
Bid-YTW : 5.89 %
ENB.PR.F FixedReset Disc 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 7.45 %
FFH.PR.G FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.89
Evaluated at bid price : 22.40
Bid-YTW : 5.69 %
BIP.PR.E FixedReset Disc 2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.18
Evaluated at bid price : 22.60
Bid-YTW : 6.47 %
FTS.PR.H FixedReset Disc 2.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 14.99
Evaluated at bid price : 14.99
Bid-YTW : 6.79 %
ENB.PR.H FixedReset Disc 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.02
Evaluated at bid price : 19.02
Bid-YTW : 6.75 %
PVS.PR.J SplitShare 5.32 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 4.94 %
PWF.PR.O Perpetual-Discount 8.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 23.66
Evaluated at bid price : 23.93
Bid-YTW : 6.18 %
PWF.PR.S Perpetual-Discount 16.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.27
Evaluated at bid price : 19.27
Bid-YTW : 6.36 %
Volume Highlights
Issue Index Shares
Traded		 Notes
ENB.PR.B FixedReset Disc 73,452 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 7.49 %
MFC.PR.J FixedReset Ins Non 66,490 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.62
Evaluated at bid price : 23.30
Bid-YTW : 5.81 %
MFC.PR.M FixedReset Ins Non 53,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.07
Evaluated at bid price : 21.07
Bid-YTW : 6.16 %
FFH.PR.G FixedReset Disc 34,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.89
Evaluated at bid price : 22.40
Bid-YTW : 5.69 %
RY.PR.J FixedReset Disc 30,616 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 22.78
Evaluated at bid price : 24.03
Bid-YTW : 5.53 %
CM.PR.Q FixedReset Disc 29,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 23.36
Evaluated at bid price : 24.26
Bid-YTW : 5.48 %
There were 30 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
BN.PF.A FixedReset Disc Quote: 21.00 – 24.65
Spot Rate : 3.6500
Average : 2.3994

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.98 %
BN.PR.Z FixedReset Disc Quote: 19.00 – 21.72
Spot Rate : 2.7200
Average : 1.5481

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.54 %
IFC.PR.C FixedReset Ins Non Quote: 19.40 – 22.55
Spot Rate : 3.1500
Average : 2.1643

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 6.59 %
BN.PR.T FixedReset Disc Quote: 16.10 – 18.95
Spot Rate : 2.8500
Average : 1.8702

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 16.10
Evaluated at bid price : 16.10
Bid-YTW : 7.45 %
GWO.PR.N FixedReset Ins Non Quote: 14.13 – 15.90
Spot Rate : 1.7700
Average : 1.0157

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 14.13
Evaluated at bid price : 14.13
Bid-YTW : 6.75 %
BN.PF.G FixedReset Disc Quote: 18.30 – 20.48
Spot Rate : 2.1800
Average : 1.4554

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-08
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.45 %
Market Action

April 7, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.8076 % 2,112.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.8076 % 4,112.7
Floater 7.30 % 7.79 % 62,832 11.64 3 -0.8076 % 2,370.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.4919 % 3,573.5
SplitShare 4.88 % 5.54 % 81,019 1.79 9 -0.4919 % 4,267.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.4919 % 3,329.7
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -1.3945 % 2,816.9
Perpetual-Discount 6.10 % 6.19 % 61,629 13.61 33 -1.3945 % 3,071.6
FixedReset Disc 5.91 % 6.80 % 125,851 12.69 49 -2.4510 % 2,659.2
Insurance Straight 5.98 % 6.05 % 73,268 13.81 21 -0.4401 % 3,028.3
FloatingReset 5.94 % 5.99 % 34,816 13.89 3 -2.5397 % 3,404.0
FixedReset Prem 6.55 % 5.62 % 140,644 13.85 10 -1.7083 % 2,499.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -2.4510 % 2,718.2
FixedReset Ins Non 5.83 % 6.01 % 72,933 13.67 12 -3.1917 % 2,698.4
Performance Highlights
Issue Index Change Notes
CU.PR.F Perpetual-Discount -17.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.97
Evaluated at bid price : 18.97
Bid-YTW : 6.02 %
IFC.PR.A FixedReset Ins Non -9.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 6.46 %
PWF.PR.O Perpetual-Discount -8.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 6.73 %
BN.PF.I FixedReset Disc -6.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.22
Evaluated at bid price : 22.52
Bid-YTW : 7.04 %
ENB.PR.H FixedReset Disc -6.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.51
Evaluated at bid price : 18.51
Bid-YTW : 6.95 %
PVS.PR.J SplitShare -5.66 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 23.50
Bid-YTW : 6.90 %
MFC.PR.M FixedReset Ins Non -5.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.18 %
ENB.PR.F FixedReset Disc -5.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.58 %
BIP.PR.E FixedReset Disc -4.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.84
Evaluated at bid price : 22.12
Bid-YTW : 6.62 %
FTS.PR.H FixedReset Disc -4.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 14.66
Evaluated at bid price : 14.66
Bid-YTW : 6.95 %
GWO.PR.N FixedReset Ins Non -4.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 14.69
Evaluated at bid price : 14.69
Bid-YTW : 6.50 %
BN.PR.R FixedReset Disc -4.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.98
Evaluated at bid price : 15.98
Bid-YTW : 7.49 %
CU.PR.C FixedReset Disc -4.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 6.71 %
BN.PF.F FixedReset Disc -4.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 7.04 %
BN.PF.G FixedReset Disc -4.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 7.49 %
ENB.PR.D FixedReset Disc -4.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.36 %
BIP.PR.A FixedReset Disc -4.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.82
Evaluated at bid price : 22.28
Bid-YTW : 6.91 %
ENB.PR.N FixedReset Disc -3.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 6.82 %
BN.PR.X FixedReset Disc -3.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.06
Evaluated at bid price : 15.06
Bid-YTW : 7.44 %
FTS.PR.K FixedReset Disc -3.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 6.23 %
IFC.PR.G FixedReset Ins Non -3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.06
Evaluated at bid price : 22.45
Bid-YTW : 5.97 %
ENB.PR.B FixedReset Disc -3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.54 %
FTS.PR.M FixedReset Disc -3.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.29
Evaluated at bid price : 20.29
Bid-YTW : 6.52 %
FTS.PR.F Perpetual-Discount -3.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.99 %
FTS.PR.G FixedReset Disc -3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.10 %
BN.PF.D Perpetual-Discount -3.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.83
Evaluated at bid price : 18.83
Bid-YTW : 6.57 %
ENB.PR.P FixedReset Disc -3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.65
Evaluated at bid price : 18.65
Bid-YTW : 7.27 %
BN.PF.J FixedReset Disc -3.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.34
Evaluated at bid price : 22.80
Bid-YTW : 6.39 %
BIP.PR.F FixedReset Disc -3.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.63
Evaluated at bid price : 21.90
Bid-YTW : 6.62 %
GWO.PR.S Insurance Straight -3.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 6.25 %
BN.PR.Z FixedReset Disc -3.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.70
Evaluated at bid price : 20.70
Bid-YTW : 6.91 %
ENB.PR.Y FixedReset Disc -3.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.58
Evaluated at bid price : 17.58
Bid-YTW : 7.34 %
BN.PF.C Perpetual-Discount -3.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 6.48 %
SLF.PR.G FixedReset Ins Non -3.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.56
Evaluated at bid price : 15.56
Bid-YTW : 6.44 %
ENB.PF.A FixedReset Disc -3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.62
Evaluated at bid price : 18.62
Bid-YTW : 7.37 %
FFH.PR.G FixedReset Disc -3.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.60
Evaluated at bid price : 21.97
Bid-YTW : 5.81 %
ENB.PR.T FixedReset Disc -2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 7.07 %
IFC.PR.F Insurance Straight -2.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.61
Evaluated at bid price : 22.00
Bid-YTW : 6.05 %
NA.PR.I FixedReset Prem -2.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.08
Evaluated at bid price : 24.55
Bid-YTW : 5.87 %
SLF.PR.J FloatingReset -2.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.79
Evaluated at bid price : 15.79
Bid-YTW : 6.39 %
ENB.PF.G FixedReset Disc -2.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.58
Evaluated at bid price : 17.58
Bid-YTW : 7.51 %
FFH.PR.J FloatingReset -2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.51
Evaluated at bid price : 22.82
Bid-YTW : 5.99 %
BN.PF.E FixedReset Disc -2.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.76
Evaluated at bid price : 17.76
Bid-YTW : 7.34 %
MFC.PR.I FixedReset Ins Non -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.75
Evaluated at bid price : 23.40
Bid-YTW : 5.96 %
FFH.PR.I FixedReset Disc -2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.88
Evaluated at bid price : 22.40
Bid-YTW : 5.98 %
ENB.PR.J FixedReset Disc -2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.23 %
MFC.PR.F FixedReset Ins Non -2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.17
Evaluated at bid price : 15.17
Bid-YTW : 6.44 %
MFC.PR.K FixedReset Ins Non -2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.15
Evaluated at bid price : 22.62
Bid-YTW : 5.73 %
POW.PR.B Perpetual-Discount -2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 6.16 %
MFC.PR.L FixedReset Ins Non -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.17
Evaluated at bid price : 21.17
Bid-YTW : 6.01 %
PWF.PR.A Floater -2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 6.67 %
FFH.PR.H FloatingReset -2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.53
Evaluated at bid price : 22.79
Bid-YTW : 5.68 %
MFC.PR.J FixedReset Ins Non -2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.59
Evaluated at bid price : 23.25
Bid-YTW : 5.83 %
SLF.PR.D Insurance Straight -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 5.81 %
GWO.PR.P Insurance Straight -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 6.12 %
BN.PR.M Perpetual-Discount -2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.65
Evaluated at bid price : 18.65
Bid-YTW : 6.43 %
NA.PR.K FixedReset Prem -1.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.56
Evaluated at bid price : 26.08
Bid-YTW : 6.69 %
BN.PR.T FixedReset Disc -1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.93
Evaluated at bid price : 15.93
Bid-YTW : 7.53 %
PWF.PR.F Perpetual-Discount -1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.32
Evaluated at bid price : 21.59
Bid-YTW : 6.19 %
PWF.PR.G Perpetual-Discount -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.57
Evaluated at bid price : 23.84
Bid-YTW : 6.31 %
CCS.PR.C Insurance Straight -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.92 %
SLF.PR.E Insurance Straight -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 5.74 %
ENB.PF.K FixedReset Disc -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.54
Evaluated at bid price : 23.15
Bid-YTW : 6.40 %
GWO.PR.Y Insurance Straight -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.66
Evaluated at bid price : 18.66
Bid-YTW : 6.08 %
GWO.PR.I Insurance Straight -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.04 %
GWO.PR.Q Insurance Straight -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.08
Evaluated at bid price : 21.08
Bid-YTW : 6.16 %
PWF.PR.H Perpetual-Discount -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.16
Evaluated at bid price : 23.42
Bid-YTW : 6.26 %
MFC.PR.C Insurance Straight -1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.38
Evaluated at bid price : 19.38
Bid-YTW : 5.87 %
BN.PR.N Perpetual-Discount -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.39
Evaluated at bid price : 18.39
Bid-YTW : 6.52 %
PWF.PR.Z Perpetual-Discount -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 6.23 %
ENB.PF.C FixedReset Disc -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.21
Evaluated at bid price : 18.21
Bid-YTW : 7.43 %
SLF.PR.C Insurance Straight -1.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 5.68 %
RY.PR.J FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.79
Evaluated at bid price : 24.05
Bid-YTW : 5.53 %
FTS.PR.J Perpetual-Discount -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.96 %
FFH.PR.K FixedReset Disc -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.30
Evaluated at bid price : 24.30
Bid-YTW : 6.14 %
NA.PR.E FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.96
Evaluated at bid price : 24.00
Bid-YTW : 5.46 %
RY.PR.S FixedReset Prem -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.15
Evaluated at bid price : 24.70
Bid-YTW : 5.25 %
PWF.PR.L Perpetual-Discount -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.20 %
TD.PF.A FixedReset Disc -1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.52
Evaluated at bid price : 23.40
Bid-YTW : 5.26 %
POW.PR.G Perpetual-Discount -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 6.16 %
GWO.PR.L Insurance Straight -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.71
Evaluated at bid price : 23.00
Bid-YTW : 6.18 %
ENB.PF.E FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.61
Evaluated at bid price : 17.61
Bid-YTW : 7.53 %
NA.PR.C FixedReset Prem -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.54
Evaluated at bid price : 25.26
Bid-YTW : 6.05 %
CU.PR.J Perpetual-Discount -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.10 %
GWO.PR.H Insurance Straight -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.84
Evaluated at bid price : 19.84
Bid-YTW : 6.17 %
RY.PR.N Perpetual-Discount -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 5.16 %
ENB.PR.A Perpetual-Discount -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 6.19 %
GWO.PR.M Insurance Straight -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.21
Evaluated at bid price : 23.51
Bid-YTW : 6.21 %
TD.PF.D FixedReset Disc -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.95
Evaluated at bid price : 23.85
Bid-YTW : 5.63 %
NA.PR.S FixedReset Prem -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.85
Evaluated at bid price : 24.00
Bid-YTW : 5.44 %
CM.PR.S FixedReset Prem -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 24.25
Evaluated at bid price : 24.25
Bid-YTW : 5.37 %
PWF.PR.P FixedReset Disc -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 14.35
Evaluated at bid price : 14.35
Bid-YTW : 7.19 %
GWO.PR.G Insurance Straight -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 6.16 %
BMO.PR.E FixedReset Prem -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.42
Evaluated at bid price : 25.40
Bid-YTW : 5.52 %
PWF.PR.K Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.39
Evaluated at bid price : 20.39
Bid-YTW : 6.20 %
POW.PR.D Perpetual-Discount 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.09 %
IFC.PR.K Insurance Straight 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.99
Evaluated at bid price : 22.27
Bid-YTW : 5.93 %
MFC.PR.B Insurance Straight 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.81
Evaluated at bid price : 19.81
Bid-YTW : 5.93 %
PVS.PR.K SplitShare 3.95 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.12 %
BN.PF.A FixedReset Disc 5.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.83
Evaluated at bid price : 22.15
Bid-YTW : 6.59 %
PWF.PR.R Perpetual-Discount 12.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 6.23 %
GWO.PR.T Insurance Straight 18.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.34 %
Volume Highlights
Issue Index Shares
Traded		 Notes
RY.PR.J FixedReset Disc 43,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.79
Evaluated at bid price : 24.05
Bid-YTW : 5.53 %
ENB.PR.B FixedReset Disc 34,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.54 %
BMO.PR.Y FixedReset Disc 26,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 23.32
Evaluated at bid price : 24.16
Bid-YTW : 5.45 %
MFC.PR.K FixedReset Ins Non 25,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.15
Evaluated at bid price : 22.62
Bid-YTW : 5.73 %
ENB.PR.F FixedReset Disc 23,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.58 %
PVS.PR.L SplitShare 20,900 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 5.64 %
There were 41 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
CU.PR.F Perpetual-Discount Quote: 18.97 – 23.88
Spot Rate : 4.9100
Average : 3.4999

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 18.97
Evaluated at bid price : 18.97
Bid-YTW : 6.02 %
POW.PR.B Perpetual-Discount Quote: 21.80 – 25.00
Spot Rate : 3.2000
Average : 1.8817

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 6.16 %
BN.PR.R FixedReset Disc Quote: 15.98 – 18.95
Spot Rate : 2.9700
Average : 1.9246

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 15.98
Evaluated at bid price : 15.98
Bid-YTW : 7.49 %
CU.PR.C FixedReset Disc Quote: 19.05 – 22.12
Spot Rate : 3.0700
Average : 2.1344

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 6.71 %
MFC.PR.L FixedReset Ins Non Quote: 21.17 – 23.79
Spot Rate : 2.6200
Average : 1.7955

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 21.17
Evaluated at bid price : 21.17
Bid-YTW : 6.01 %
BN.PF.I FixedReset Disc Quote: 22.52 – 24.50
Spot Rate : 1.9800
Average : 1.1654

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-07
Maturity Price : 22.22
Evaluated at bid price : 22.52
Bid-YTW : 7.04 %
Market Action

April 4, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -3.8297 % 2,129.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 -3.8297 % 4,146.1
Floater 7.24 % 7.82 % 63,769 11.61 3 -3.8297 % 2,389.4
OpRet 0.00 % 0.00 % 0 0.00 0 -0.9039 % 3,591.2
SplitShare 4.86 % 5.30 % 75,652 1.80 9 -0.9039 % 4,288.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.9039 % 3,346.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -3.1019 % 2,856.7
Perpetual-Discount 6.02 % 6.12 % 59,216 13.66 33 -3.1019 % 3,115.1
FixedReset Disc 5.76 % 6.36 % 123,487 13.18 49 -3.7478 % 2,726.0
Insurance Straight 5.95 % 5.99 % 73,496 13.91 21 -3.6606 % 3,041.7
FloatingReset 5.74 % 5.78 % 34,404 14.21 3 -1.6547 % 3,492.7
FixedReset Prem 6.44 % 5.46 % 138,429 14.06 10 -1.4924 % 2,542.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -3.7478 % 2,786.5
FixedReset Ins Non 5.65 % 5.66 % 74,240 14.14 12 -3.1081 % 2,787.4
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -22.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 7.54 %
PWF.PR.S Perpetual-Discount -19.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.40 %
PWF.PR.R Perpetual-Discount -14.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.97
Evaluated at bid price : 19.97
Bid-YTW : 7.04 %
BN.PF.A FixedReset Disc -10.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.82 %
BN.PR.T FixedReset Disc -8.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 7.17 %
PWF.PR.P FixedReset Disc -6.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 6.85 %
BN.PF.B FixedReset Disc -6.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.22
Evaluated at bid price : 20.22
Bid-YTW : 6.69 %
MFC.PR.B Insurance Straight -6.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 6.06 %
ENB.PF.E FixedReset Disc -5.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 17.83
Evaluated at bid price : 17.83
Bid-YTW : 7.21 %
BN.PR.X FixedReset Disc -5.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 15.67
Evaluated at bid price : 15.67
Bid-YTW : 6.92 %
ENB.PR.D FixedReset Disc -5.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.27
Evaluated at bid price : 18.27
Bid-YTW : 6.86 %
BN.PF.E FixedReset Disc -5.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 6.99 %
ENB.PR.J FixedReset Disc -5.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.87 %
ENB.PF.C FixedReset Disc -5.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.51
Evaluated at bid price : 18.51
Bid-YTW : 7.16 %
BN.PR.B Floater -5.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 11.17
Evaluated at bid price : 11.17
Bid-YTW : 7.84 %
BN.PR.R FixedReset Disc -5.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.72
Evaluated at bid price : 16.72
Bid-YTW : 6.94 %
ENB.PR.F FixedReset Disc -5.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.54
Evaluated at bid price : 18.54
Bid-YTW : 6.97 %
CU.PR.C FixedReset Disc -5.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.92
Evaluated at bid price : 19.92
Bid-YTW : 6.23 %
IFC.PR.A FixedReset Ins Non -5.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.67 %
CU.PR.J Perpetual-Discount -5.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.98
Evaluated at bid price : 19.98
Bid-YTW : 6.03 %
POW.PR.D Perpetual-Discount -5.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.33
Evaluated at bid price : 20.33
Bid-YTW : 6.18 %
BN.PF.F FixedReset Disc -5.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.90
Evaluated at bid price : 20.90
Bid-YTW : 6.59 %
PVS.PR.K SplitShare -4.96 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 23.57
Bid-YTW : 6.16 %
PWF.PR.K Perpetual-Discount -4.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 6.27 %
ENB.PF.G FixedReset Disc -4.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.07
Evaluated at bid price : 18.07
Bid-YTW : 7.08 %
ENB.PR.B FixedReset Disc -4.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 17.68
Evaluated at bid price : 17.68
Bid-YTW : 7.04 %
BN.PR.N Perpetual-Discount -4.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 6.41 %
ENB.PR.H FixedReset Disc -4.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.74
Evaluated at bid price : 19.74
Bid-YTW : 6.32 %
BN.PF.G FixedReset Disc -4.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.01
Evaluated at bid price : 19.01
Bid-YTW : 6.96 %
BN.PR.K Floater -4.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 11.19
Evaluated at bid price : 11.19
Bid-YTW : 7.82 %
MFC.PR.Q FixedReset Ins Non -4.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.50
Evaluated at bid price : 23.15
Bid-YTW : 5.62 %
GWO.PR.G Insurance Straight -4.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.10 %
SLF.PR.G FixedReset Ins Non -4.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.05
Evaluated at bid price : 16.05
Bid-YTW : 5.99 %
FTS.PR.H FixedReset Disc -4.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 15.37
Evaluated at bid price : 15.37
Bid-YTW : 6.36 %
POW.PR.C Perpetual-Discount -4.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.23
Evaluated at bid price : 23.53
Bid-YTW : 6.18 %
ENB.PR.P FixedReset Disc -4.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 6.85 %
ENB.PF.A FixedReset Disc -4.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 6.99 %
FTS.PR.K FixedReset Disc -4.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.82 %
MFC.PR.L FixedReset Ins Non -4.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.35
Evaluated at bid price : 21.65
Bid-YTW : 5.70 %
GWO.PR.R Insurance Straight -4.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 6.10 %
ENB.PR.N FixedReset Disc -4.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.47
Evaluated at bid price : 21.82
Bid-YTW : 6.36 %
BN.PF.D Perpetual-Discount -4.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.34 %
MFC.PR.F FixedReset Ins Non -4.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 6.04 %
GWO.PR.H Insurance Straight -3.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.07
Evaluated at bid price : 20.07
Bid-YTW : 6.09 %
BN.PF.H FixedReset Disc -3.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.38
Evaluated at bid price : 24.02
Bid-YTW : 6.82 %
GWO.PR.Q Insurance Straight -3.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.05 %
CU.PR.D Perpetual-Discount -3.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.21 %
ENB.PR.Y FixedReset Disc -3.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.15
Evaluated at bid price : 18.15
Bid-YTW : 6.94 %
BN.PR.Z FixedReset Disc -3.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 6.52 %
ENB.PR.T FixedReset Disc -3.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.70 %
GWO.PR.Y Insurance Straight -3.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.97 %
GWO.PR.S Insurance Straight -3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.67
Evaluated at bid price : 21.92
Bid-YTW : 6.02 %
BIP.PR.A FixedReset Disc -3.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.40
Evaluated at bid price : 23.25
Bid-YTW : 6.43 %
BN.PF.C Perpetual-Discount -3.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.27 %
MFC.PR.J FixedReset Ins Non -3.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.86
Evaluated at bid price : 23.75
Bid-YTW : 5.54 %
PWF.PR.E Perpetual-Discount -3.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 6.12 %
POW.PR.A Perpetual-Discount -3.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 6.17 %
IFC.PR.E Insurance Straight -3.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.15
Evaluated at bid price : 22.59
Bid-YTW : 5.78 %
GWO.PR.I Insurance Straight -3.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.14
Evaluated at bid price : 19.14
Bid-YTW : 5.92 %
ELF.PR.F Perpetual-Discount -3.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 6.24 %
PWF.PF.A Perpetual-Discount -3.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 18.77
Evaluated at bid price : 18.77
Bid-YTW : 6.12 %
TD.PF.A FixedReset Disc -3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.67
Evaluated at bid price : 23.71
Bid-YTW : 5.04 %
TD.PF.E FixedReset Disc -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.07
Evaluated at bid price : 23.80
Bid-YTW : 5.53 %
MFC.PR.I FixedReset Ins Non -3.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.08
Evaluated at bid price : 24.03
Bid-YTW : 5.63 %
FTS.PR.M FixedReset Disc -3.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.12 %
BN.PR.M Perpetual-Discount -3.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.04
Evaluated at bid price : 19.04
Bid-YTW : 6.29 %
FFH.PR.G FixedReset Disc -3.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.05
Evaluated at bid price : 22.65
Bid-YTW : 5.45 %
BIP.PR.B FixedReset Disc -3.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.61
Evaluated at bid price : 24.23
Bid-YTW : 7.15 %
IFC.PR.K Insurance Straight -3.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.59
Evaluated at bid price : 21.86
Bid-YTW : 6.04 %
GWO.PR.L Insurance Straight -2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 6.10 %
IFC.PR.I Insurance Straight -2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.70
Evaluated at bid price : 23.10
Bid-YTW : 5.87 %
GWO.PR.N FixedReset Ins Non -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 5.95 %
MFC.PR.C Insurance Straight -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.71
Evaluated at bid price : 19.71
Bid-YTW : 5.77 %
BIP.PR.F FixedReset Disc -2.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.15
Evaluated at bid price : 22.65
Bid-YTW : 6.24 %
TD.PF.D FixedReset Disc -2.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.21
Evaluated at bid price : 24.11
Bid-YTW : 5.40 %
SLF.PR.J FloatingReset -2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 6.14 %
ENB.PF.K FixedReset Disc -2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.78
Evaluated at bid price : 23.58
Bid-YTW : 6.12 %
IFC.PR.G FixedReset Ins Non -2.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.61
Evaluated at bid price : 23.35
Bid-YTW : 5.56 %
CM.PR.S FixedReset Prem -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 24.51
Evaluated at bid price : 24.51
Bid-YTW : 5.17 %
FFH.PR.I FixedReset Disc -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.25
Evaluated at bid price : 23.00
Bid-YTW : 5.64 %
PWF.PR.O Perpetual-Discount -2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.72
Evaluated at bid price : 24.03
Bid-YTW : 6.14 %
FTS.PR.F Perpetual-Discount -2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.25
Evaluated at bid price : 21.52
Bid-YTW : 5.75 %
FTS.PR.J Perpetual-Discount -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.87 %
ENB.PR.A Perpetual-Discount -2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 6.12 %
MFC.PR.K FixedReset Ins Non -2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.48
Evaluated at bid price : 23.15
Bid-YTW : 5.44 %
GWO.PR.P Insurance Straight -2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.41
Evaluated at bid price : 22.67
Bid-YTW : 5.99 %
POW.PR.B Perpetual-Discount -2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.07
Evaluated at bid price : 22.30
Bid-YTW : 6.02 %
PWF.PR.L Perpetual-Discount -2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.28
Evaluated at bid price : 21.28
Bid-YTW : 6.12 %
POW.PR.G Perpetual-Discount -2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.82
Evaluated at bid price : 23.10
Bid-YTW : 6.08 %
TD.PF.J FixedReset Prem -2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.30
Evaluated at bid price : 24.80
Bid-YTW : 5.32 %
PWF.PR.T FixedReset Disc -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.08
Evaluated at bid price : 22.55
Bid-YTW : 5.63 %
BN.PF.J FixedReset Disc -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.81
Evaluated at bid price : 23.60
Bid-YTW : 6.01 %
FTS.PR.G FixedReset Disc -2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 5.70 %
PWF.PR.H Perpetual-Discount -2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.56
Evaluated at bid price : 23.83
Bid-YTW : 6.14 %
NA.PR.K FixedReset Prem -1.99 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.61
Bid-YTW : 6.28 %
RY.PR.M FixedReset Disc -1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.25
Evaluated at bid price : 23.94
Bid-YTW : 5.21 %
CU.PR.E Perpetual-Discount -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 6.08 %
PWF.PR.Z Perpetual-Discount -1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.46
Evaluated at bid price : 21.46
Bid-YTW : 6.12 %
PWF.PR.G Perpetual-Discount -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 6.18 %
ELF.PR.H Perpetual-Discount -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 6.10 %
CM.PR.Q FixedReset Disc -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.27
Evaluated at bid price : 24.17
Bid-YTW : 5.33 %
PWF.PR.A Floater -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 13.55
Evaluated at bid price : 13.55
Bid-YTW : 6.51 %
PWF.PR.F Perpetual-Discount -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 6.07 %
BMO.PR.E FixedReset Prem -1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.50
Evaluated at bid price : 25.66
Bid-YTW : 5.32 %
BN.PF.I FixedReset Disc -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.73
Evaluated at bid price : 24.05
Bid-YTW : 6.45 %
BMO.PR.Y FixedReset Disc -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.32
Evaluated at bid price : 24.16
Bid-YTW : 5.28 %
PVS.PR.M SplitShare -1.59 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 24.80
Bid-YTW : 5.41 %
BIP.PR.E FixedReset Disc -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.58
Evaluated at bid price : 23.23
Bid-YTW : 6.13 %
RY.PR.S FixedReset Prem -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.28
Evaluated at bid price : 25.05
Bid-YTW : 5.02 %
SLF.PR.C Insurance Straight -1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.59 %
RY.PR.J FixedReset Disc -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.27
Evaluated at bid price : 24.41
Bid-YTW : 5.28 %
NA.PR.E FixedReset Disc -1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.26
Evaluated at bid price : 24.71
Bid-YTW : 5.24 %
NA.PR.S FixedReset Prem -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.11
Evaluated at bid price : 24.65
Bid-YTW : 5.25 %
NA.PR.G FixedReset Prem -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.50
Evaluated at bid price : 25.65
Bid-YTW : 5.46 %
CCS.PR.C Insurance Straight -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 5.79 %
FFH.PR.J FloatingReset -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.09
Evaluated at bid price : 23.45
Bid-YTW : 5.78 %
NA.PR.C FixedReset Prem -1.29 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.02
Bid-YTW : 5.77 %
FFH.PR.H FloatingReset -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.03
Evaluated at bid price : 23.30
Bid-YTW : 5.51 %
IFC.PR.C FixedReset Ins Non -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.06 %
RY.PR.N Perpetual-Discount -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 24.02
Evaluated at bid price : 24.27
Bid-YTW : 5.10 %
GWO.PR.M Insurance Straight 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.50
Evaluated at bid price : 23.77
Bid-YTW : 6.14 %
CU.PR.F Perpetual-Discount 14.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 4.96 %
Volume Highlights
Issue Index Shares
Traded		 Notes
FFH.PR.J FloatingReset 125,706 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.09
Evaluated at bid price : 23.45
Bid-YTW : 5.78 %
CM.PR.Q FixedReset Disc 110,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.27
Evaluated at bid price : 24.17
Bid-YTW : 5.33 %
TD.PF.E FixedReset Disc 82,233 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.07
Evaluated at bid price : 23.80
Bid-YTW : 5.53 %
RY.PR.J FixedReset Disc 74,360 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.27
Evaluated at bid price : 24.41
Bid-YTW : 5.28 %
TD.PF.D FixedReset Disc 43,215 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 23.21
Evaluated at bid price : 24.11
Bid-YTW : 5.40 %
PWF.PR.F Perpetual-Discount 34,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 6.07 %
There were 57 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
PWF.PR.S Perpetual-Discount Quote: 16.60 – 21.75
Spot Rate : 5.1500
Average : 3.1193

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.40 %
GWO.PR.T Insurance Straight Quote: 17.25 – 21.95
Spot Rate : 4.7000
Average : 3.0059

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 7.54 %
PWF.PR.R Perpetual-Discount Quote: 19.97 – 23.50
Spot Rate : 3.5300
Average : 1.9086

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 19.97
Evaluated at bid price : 19.97
Bid-YTW : 7.04 %
BN.PF.A FixedReset Disc Quote: 21.00 – 24.65
Spot Rate : 3.6500
Average : 2.0790

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.82 %
IFC.PR.I Insurance Straight Quote: 23.10 – 25.99
Spot Rate : 2.8900
Average : 1.5818

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 22.70
Evaluated at bid price : 23.10
Bid-YTW : 5.87 %
BN.PF.B FixedReset Disc Quote: 20.22 – 22.40
Spot Rate : 2.1800
Average : 1.3479

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-04
Maturity Price : 20.22
Evaluated at bid price : 20.22
Bid-YTW : 6.69 %
Market Action

April 3, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.2416 % 2,214.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.2416 % 4,311.3
Floater 6.96 % 7.40 % 62,924 12.09 3 0.2416 % 2,484.6
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1946 % 3,624.0
SplitShare 4.81 % 4.92 % 72,652 1.81 9 -0.1946 % 4,327.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1946 % 3,376.7
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.3678 % 2,948.1
Perpetual-Discount 5.83 % 5.96 % 54,847 13.94 33 -0.3678 % 3,214.8
FixedReset Disc 5.55 % 6.21 % 121,120 13.26 49 -0.2660 % 2,832.2
Insurance Straight 5.73 % 5.78 % 70,645 14.21 21 -0.9031 % 3,157.2
FloatingReset 5.78 % 5.83 % 32,693 14.15 3 -0.4661 % 3,551.4
FixedReset Prem 6.34 % 5.36 % 134,324 13.85 10 -0.4642 % 2,581.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2660 % 2,895.0
FixedReset Ins Non 5.47 % 5.60 % 70,864 14.14 12 -0.5057 % 2,876.8
Performance Highlights
Issue Index Change Notes
GWO.PR.M Insurance Straight -4.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 6.23 %
SLF.PR.D Insurance Straight -3.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.66 %
IFC.PR.C FixedReset Ins Non -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.20 %
PWF.PR.P FixedReset Disc -3.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 6.71 %
IFC.PR.K Insurance Straight -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.20
Evaluated at bid price : 22.55
Bid-YTW : 5.85 %
CU.PR.D Perpetual-Discount -2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.81
Evaluated at bid price : 20.81
Bid-YTW : 5.97 %
IFC.PR.F Insurance Straight -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.85 %
CU.PR.H Perpetual-Discount -1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.82 %
SLF.PR.E Insurance Straight -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.58 %
PWF.PR.T FixedReset Disc -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.37
Evaluated at bid price : 23.03
Bid-YTW : 5.66 %
SLF.PR.C Insurance Straight -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.36
Evaluated at bid price : 20.36
Bid-YTW : 5.50 %
ENB.PR.B FixedReset Disc -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 18.58
Evaluated at bid price : 18.58
Bid-YTW : 6.92 %
ENB.PF.K FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.08
Evaluated at bid price : 24.20
Bid-YTW : 6.11 %
MFC.PR.Q FixedReset Ins Non -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.06
Evaluated at bid price : 24.25
Bid-YTW : 5.49 %
BN.PR.X FixedReset Disc -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 16.63
Evaluated at bid price : 16.63
Bid-YTW : 6.77 %
TD.PF.I FixedReset Prem -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.54
Evaluated at bid price : 25.25
Bid-YTW : 5.73 %
PWF.PR.Z Perpetual-Discount -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 21.52
Evaluated at bid price : 21.87
Bid-YTW : 5.98 %
ENB.PR.N FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.22
Evaluated at bid price : 22.75
Bid-YTW : 6.25 %
BN.PF.D Perpetual-Discount 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.33
Evaluated at bid price : 20.33
Bid-YTW : 6.07 %
CU.PR.C FixedReset Disc 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.11 %
Volume Highlights
Issue Index Shares
Traded		 Notes
RY.PR.J FixedReset Disc 253,391 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.75
Evaluated at bid price : 24.78
Bid-YTW : 5.41 %
BN.PF.F FixedReset Disc 50,174 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 6.40 %
FFH.PR.H FloatingReset 43,841 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.27
Evaluated at bid price : 23.60
Bid-YTW : 5.55 %
SLF.PR.G FixedReset Ins Non 27,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 6.02 %
FFH.PR.J FloatingReset 26,394 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.46
Evaluated at bid price : 23.76
Bid-YTW : 5.83 %
PVS.PR.K SplitShare 24,500 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.80
Bid-YTW : 4.78 %
There were 6 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
FTS.PR.M FixedReset Disc Quote: 21.78 – 24.90
Spot Rate : 3.1200
Average : 1.8026

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 21.49
Evaluated at bid price : 21.78
Bid-YTW : 6.07 %
CU.PR.G Perpetual-Discount Quote: 16.00 – 20.20
Spot Rate : 4.2000
Average : 3.3211

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 7.14 %
CU.PR.F Perpetual-Discount Quote: 20.02 – 23.88
Spot Rate : 3.8600
Average : 2.9997

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 20.02
Evaluated at bid price : 20.02
Bid-YTW : 5.69 %
CU.PR.H Perpetual-Discount Quote: 22.80 – 25.00
Spot Rate : 2.2000
Average : 1.6921

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.82 %
SLF.PR.D Insurance Straight Quote: 19.80 – 21.18
Spot Rate : 1.3800
Average : 0.9105

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.66 %
GWO.PR.M Insurance Straight Quote: 23.40 – 24.75
Spot Rate : 1.3500
Average : 0.9055

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-03
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 6.23 %
Market Action

April 2, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.0806 % 2,209.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0806 % 4,300.9
Floater 6.98 % 7.42 % 63,488 12.07 3 0.0806 % 2,478.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.0620 % 3,631.0
SplitShare 4.80 % 4.52 % 71,132 0.88 9 0.0620 % 4,336.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0620 % 3,383.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.4168 % 2,959.0
Perpetual-Discount 5.81 % 5.92 % 54,279 13.98 33 -0.4168 % 3,226.7
FixedReset Disc 5.50 % 6.19 % 120,174 13.22 49 0.3446 % 2,839.7
Insurance Straight 5.68 % 5.72 % 70,885 14.33 21 1.7273 % 3,186.0
FloatingReset 5.75 % 5.82 % 31,783 14.17 3 -0.3098 % 3,568.1
FixedReset Prem 6.31 % 5.34 % 138,873 13.94 10 0.0077 % 2,593.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3446 % 2,902.8
FixedReset Ins Non 5.44 % 5.59 % 73,403 14.22 12 0.3709 % 2,891.4
Performance Highlights
Issue Index Change Notes
CU.PR.G Perpetual-Discount -20.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 7.14 %
CU.PR.E Perpetual-Discount -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.96 %
TD.PF.I FixedReset Prem -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 23.63
Evaluated at bid price : 25.52
Bid-YTW : 5.66 %
ENB.PR.N FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.06
Evaluated at bid price : 22.50
Bid-YTW : 6.33 %
PWF.PR.P FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 6.50 %
GWO.PR.H Insurance Straight 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.87 %
BN.PF.F FixedReset Disc 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 21.66
Evaluated at bid price : 22.00
Bid-YTW : 6.39 %
GWO.PR.R Insurance Straight 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.82 %
PWF.PR.T FixedReset Disc 1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.58
Evaluated at bid price : 23.40
Bid-YTW : 5.56 %
CU.PR.H Perpetual-Discount 1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 5.70 %
ENB.PF.K FixedReset Disc 2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 23.21
Evaluated at bid price : 24.50
Bid-YTW : 6.03 %
IFC.PR.F Insurance Straight 2.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.85
Evaluated at bid price : 23.25
Bid-YTW : 5.72 %
IFC.PR.C FixedReset Ins Non 3.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 21.43
Evaluated at bid price : 21.43
Bid-YTW : 6.01 %
ENB.PR.P FixedReset Disc 3.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 6.74 %
GWO.PR.G Insurance Straight 4.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.35
Evaluated at bid price : 22.62
Bid-YTW : 5.77 %
GWO.PR.T Insurance Straight 29.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 21.90
Evaluated at bid price : 22.29
Bid-YTW : 5.80 %
Volume Highlights
Issue Index Shares
Traded		 Notes
FFH.PR.I FixedReset Disc 80,510 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 23.05
Evaluated at bid price : 23.70
Bid-YTW : 5.68 %
ENB.PF.E FixedReset Disc 34,691 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 7.04 %
GWO.PR.N FixedReset Ins Non 31,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 15.85
Evaluated at bid price : 15.85
Bid-YTW : 6.08 %
CM.PR.Q FixedReset Disc 26,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 23.90
Evaluated at bid price : 24.68
Bid-YTW : 5.43 %
BN.PF.H FixedReset Disc 24,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.01
Bid-YTW : 4.99 %
SLF.PR.J FloatingReset 23,080 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 16.81
Evaluated at bid price : 16.81
Bid-YTW : 6.10 %
There were 10 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
CU.PR.G Perpetual-Discount Quote: 16.00 – 20.26
Spot Rate : 4.2600
Average : 2.3575

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 7.14 %
CU.PR.F Perpetual-Discount Quote: 20.11 – 23.88
Spot Rate : 3.7700
Average : 2.0564

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 5.67 %
CU.PR.H Perpetual-Discount Quote: 23.25 – 25.00
Spot Rate : 1.7500
Average : 1.1353

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 5.70 %
MFC.PR.L FixedReset Ins Non Quote: 22.57 – 23.60
Spot Rate : 1.0300
Average : 0.6270

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 22.06
Evaluated at bid price : 22.57
Bid-YTW : 5.62 %
ENB.PF.G FixedReset Disc Quote: 19.01 – 19.88
Spot Rate : 0.8700
Average : 0.5522

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 19.01
Evaluated at bid price : 19.01
Bid-YTW : 6.98 %
IFC.PR.C FixedReset Ins Non Quote: 21.43 – 22.55
Spot Rate : 1.1200
Average : 0.8920

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-02
Maturity Price : 21.43
Evaluated at bid price : 21.43
Bid-YTW : 6.01 %
Market Action

April 1, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1074 % 2,207.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1074 % 4,297.4
Floater 6.98 % 7.41 % 63,100 12.08 3 -0.1074 % 2,476.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.2484 % 3,628.8
SplitShare 4.81 % 4.88 % 71,103 0.89 9 0.2484 % 4,333.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2484 % 3,381.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.0889 % 2,971.4
Perpetual-Discount 5.79 % 5.91 % 55,539 14.01 33 0.0889 % 3,240.2
FixedReset Disc 5.51 % 6.22 % 120,155 13.21 49 0.3845 % 2,830.0
Insurance Straight 5.78 % 5.72 % 71,559 14.34 21 -0.7977 % 3,131.9
FloatingReset 5.73 % 5.78 % 29,435 14.23 3 -0.1672 % 3,579.2
FixedReset Prem 6.31 % 5.36 % 140,114 13.80 10 0.2288 % 2,592.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3845 % 2,892.8
FixedReset Ins Non 5.46 % 5.59 % 73,320 14.17 12 -0.2143 % 2,880.8
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -15.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 7.53 %
GWO.PR.G Insurance Straight -4.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.35
Evaluated at bid price : 21.62
Bid-YTW : 6.04 %
ENB.PR.P FixedReset Disc -3.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 7.01 %
MFC.PR.M FixedReset Ins Non -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.82
Evaluated at bid price : 22.24
Bid-YTW : 5.83 %
IFC.PR.C FixedReset Ins Non -3.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.20 %
IFC.PR.F Insurance Straight -2.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.85 %
CU.PR.H Perpetual-Discount -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.82 %
GWO.PR.H Insurance Straight -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 5.95 %
SLF.PR.J FloatingReset -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 16.81
Evaluated at bid price : 16.81
Bid-YTW : 6.10 %
ENB.PR.N FixedReset Disc -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.88
Evaluated at bid price : 22.25
Bid-YTW : 6.41 %
BN.PF.D Perpetual-Discount -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.01
Evaluated at bid price : 20.01
Bid-YTW : 6.17 %
ENB.PR.F FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 6.78 %
FTS.PR.G FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.96
Evaluated at bid price : 22.33
Bid-YTW : 5.72 %
BMO.PR.E FixedReset Prem 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 23.62
Evaluated at bid price : 26.12
Bid-YTW : 5.36 %
GWO.PR.Y Insurance Straight 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.72 %
ENB.PR.B FixedReset Disc 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.84 %
CU.PR.E Perpetual-Discount 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.88 %
PWF.PR.S Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.78
Evaluated at bid price : 20.78
Bid-YTW : 5.89 %
FFH.PR.K FixedReset Disc 1.22 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-03-31
Maturity Price : 25.00
Evaluated at bid price : 24.85
Bid-YTW : 5.41 %
ENB.PR.J FixedReset Disc 1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 6.69 %
CCS.PR.C Insurance Straight 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.71 %
FTS.PR.M FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.48
Evaluated at bid price : 21.77
Bid-YTW : 6.07 %
ENB.PR.H FixedReset Disc 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 6.18 %
GWO.PR.S Insurance Straight 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 5.80 %
BN.PF.J FixedReset Disc 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 22.97
Evaluated at bid price : 23.92
Bid-YTW : 6.09 %
MFC.PR.B Insurance Straight 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.67
Evaluated at bid price : 20.67
Bid-YTW : 5.68 %
BN.PF.I FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 23.34
Evaluated at bid price : 24.40
Bid-YTW : 6.49 %
FTS.PR.K FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 5.79 %
ENB.PF.K FixedReset Disc 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 22.99
Evaluated at bid price : 24.00
Bid-YTW : 6.17 %
CU.PR.G Perpetual-Discount 2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 5.67 %
IFC.PR.A FixedReset Ins Non 3.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.59 %
Volume Highlights
Issue Index Shares
Traded		 Notes
NA.PR.E FixedReset Disc 173,153 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 23.42
Evaluated at bid price : 25.18
Bid-YTW : 5.28 %
NA.PR.G FixedReset Prem 101,145 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 23.62
Evaluated at bid price : 26.12
Bid-YTW : 5.50 %
ENB.PF.A FixedReset Disc 75,460 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 6.83 %
FTS.PR.M FixedReset Disc 60,326 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.48
Evaluated at bid price : 21.77
Bid-YTW : 6.07 %
ENB.PR.N FixedReset Disc 55,669 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.88
Evaluated at bid price : 22.25
Bid-YTW : 6.41 %
BN.PR.R FixedReset Disc 32,201 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 17.66
Evaluated at bid price : 17.66
Bid-YTW : 6.83 %
There were 15 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.T Insurance Straight Quote: 17.25 – 22.77
Spot Rate : 5.5200
Average : 4.3838

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 7.53 %
GWO.PR.G Insurance Straight Quote: 21.62 – 23.37
Spot Rate : 1.7500
Average : 1.1949

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 21.35
Evaluated at bid price : 21.62
Bid-YTW : 6.04 %
PVS.PR.M SplitShare Quote: 25.16 – 26.16
Spot Rate : 1.0000
Average : 0.5627

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.16
Bid-YTW : 5.12 %
PVS.PR.H SplitShare Quote: 25.20 – 26.20
Spot Rate : 1.0000
Average : 0.5639

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 4.17 %
PVS.PR.G SplitShare Quote: 25.08 – 26.08
Spot Rate : 1.0000
Average : 0.5824

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : 4.93 %
CU.PR.C FixedReset Disc Quote: 20.65 – 22.12
Spot Rate : 1.4700
Average : 1.0639

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-01
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.22 %
Market Action

March 31, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1831 % 2,210.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1831 % 4,302.0
Floater 7.06 % 7.40 % 30,184 12.09 4 -0.1831 % 2,479.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.2268 % 3,619.8
SplitShare 4.82 % 4.95 % 68,596 0.89 9 0.2268 % 4,322.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2268 % 3,372.8
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4092 % 2,968.8
Perpetual-Discount 5.78 % 5.93 % 54,274 13.97 32 0.4092 % 3,237.3
FixedReset Disc 5.54 % 6.27 % 124,104 13.19 49 0.3595 % 2,819.1
Insurance Straight 5.73 % 5.78 % 72,382 14.27 21 1.6710 % 3,157.1
FloatingReset 5.47 % 5.51 % 62,757 14.64 4 0.3804 % 3,585.1
FixedReset Prem 5.79 % 5.29 % 159,781 13.99 10 0.2120 % 2,587.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3595 % 2,881.7
FixedReset Ins Non 5.36 % 5.62 % 75,368 14.19 14 0.4669 % 2,886.9
Performance Highlights
Issue Index Change Notes
CU.PR.C FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.21 %
CU.PR.E Perpetual-Discount -1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.95 %
GWO.PR.S Insurance Straight -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.14
Evaluated at bid price : 22.42
Bid-YTW : 5.88 %
IFC.PR.E Insurance Straight -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.94
Evaluated at bid price : 23.37
Bid-YTW : 5.58 %
BN.PF.C Perpetual-Discount 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.05 %
BIP.PR.F FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.49
Evaluated at bid price : 23.23
Bid-YTW : 6.23 %
PWF.PR.R Perpetual-Discount 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.92 %
SLF.PR.J FloatingReset 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 17.09
Evaluated at bid price : 17.09
Bid-YTW : 6.00 %
PWF.PR.Z Perpetual-Discount 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 21.70
Evaluated at bid price : 22.08
Bid-YTW : 5.92 %
IFC.PR.A FixedReset Ins Non 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.27
Evaluated at bid price : 19.27
Bid-YTW : 5.81 %
IFC.PR.G FixedReset Ins Non 2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.84
Evaluated at bid price : 23.78
Bid-YTW : 5.62 %
GWO.PR.Y Insurance Straight 3.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.59
Evaluated at bid price : 19.59
Bid-YTW : 5.78 %
GWO.PR.M Insurance Straight 4.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 24.22
Evaluated at bid price : 24.51
Bid-YTW : 5.94 %
SLF.PR.E Insurance Straight 5.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.51
Evaluated at bid price : 20.51
Bid-YTW : 5.52 %
GWO.PR.G Insurance Straight 7.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.28
Evaluated at bid price : 22.55
Bid-YTW : 5.79 %
POW.PR.G Perpetual-Discount 10.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 5.93 %
BIP.PR.E FixedReset Disc 12.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.68
Evaluated at bid price : 23.42
Bid-YTW : 6.24 %
GWO.PR.T Insurance Straight 20.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.33 %
Volume Highlights
Issue Index Shares
Traded		 Notes
TD.PF.E FixedReset Disc 150,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 24.03
Evaluated at bid price : 24.63
Bid-YTW : 5.55 %
BN.PR.R FixedReset Disc 83,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 17.67
Evaluated at bid price : 17.67
Bid-YTW : 6.82 %
ENB.PR.D FixedReset Disc 56,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.71 %
IFC.PR.I Insurance Straight 50,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.67
Evaluated at bid price : 23.95
Bid-YTW : 5.66 %
RY.PR.J FixedReset Disc 47,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.83
Evaluated at bid price : 24.82
Bid-YTW : 5.40 %
MFC.PR.C Insurance Straight 40,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.59 %
There were 37 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
MFC.PR.M FixedReset Ins Non Quote: 23.00 – 25.00
Spot Rate : 2.0000
Average : 1.3458

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 22.29
Evaluated at bid price : 23.00
Bid-YTW : 5.61 %
EIT.PR.B SplitShare Quote: 25.11 – 26.11
Spot Rate : 1.0000
Average : 0.5543

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 2.00 %
EIT.PR.A SplitShare Quote: 25.11 – 26.11
Spot Rate : 1.0000
Average : 0.5596

YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2025-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.11
Bid-YTW : 2.00 %
TD.PF.D FixedReset Disc Quote: 24.71 – 25.71
Spot Rate : 1.0000
Average : 0.5917

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 23.95
Evaluated at bid price : 24.71
Bid-YTW : 5.47 %
PVS.PR.L SplitShare Quote: 25.43 – 26.43
Spot Rate : 1.0000
Average : 0.5954

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.43
Bid-YTW : 5.23 %
GWO.PR.Y Insurance Straight Quote: 19.59 – 21.00
Spot Rate : 1.4100
Average : 1.0609

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-31
Maturity Price : 19.59
Evaluated at bid price : 19.59
Bid-YTW : 5.78 %
Market Action

March 28, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.0407 % 2,214.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0407 % 4,309.9
Floater 7.05 % 7.38 % 27,945 12.12 4 0.0407 % 2,483.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.1380 % 3,611.6
SplitShare 4.83 % 4.88 % 67,695 1.82 9 0.1380 % 4,313.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1380 % 3,365.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.4876 % 2,956.7
Perpetual-Discount 5.81 % 5.94 % 53,196 13.95 32 -0.4876 % 3,224.1
FixedReset Disc 5.56 % 6.36 % 118,429 13.06 49 -0.4013 % 2,809.0
Insurance Straight 5.83 % 5.80 % 72,415 14.24 21 -0.7652 % 3,105.2
FloatingReset 5.50 % 5.53 % 64,966 14.17 4 0.0672 % 3,571.6
FixedReset Prem 5.80 % 5.42 % 158,734 13.67 10 -0.2233 % 2,581.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.4013 % 2,871.4
FixedReset Ins Non 5.38 % 5.70 % 69,803 14.08 14 -0.4847 % 2,873.5
Performance Highlights
Issue Index Change Notes
BIP.PR.E FixedReset Disc -11.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
POW.PR.G Perpetual-Discount -9.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.55 %
GWO.PR.G Insurance Straight -7.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.23 %
GWO.PR.M Insurance Straight -5.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 6.23 %
SLF.PR.E Insurance Straight -4.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.80 %
GWO.PR.Y Insurance Straight -4.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 5.99 %
MFC.PR.M FixedReset Ins Non -4.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.29
Evaluated at bid price : 23.00
Bid-YTW : 5.67 %
MFC.PR.B Insurance Straight -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.76 %
FTS.PR.J Perpetual-Discount -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.74 %
BN.PR.R FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.70
Evaluated at bid price : 17.70
Bid-YTW : 6.91 %
BN.PF.B FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 6.48 %
TD.PF.J FixedReset Prem -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.41
Evaluated at bid price : 25.14
Bid-YTW : 5.46 %
CU.PR.C FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 6.19 %
PVS.PR.J SplitShare 1.10 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.77
Bid-YTW : 4.86 %
IFC.PR.E Insurance Straight 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.39
Evaluated at bid price : 23.65
Bid-YTW : 5.52 %
GWO.PR.S Insurance Straight 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.44
Evaluated at bid price : 22.70
Bid-YTW : 5.80 %
IFC.PR.K Insurance Straight 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.91
Evaluated at bid price : 23.25
Bid-YTW : 5.66 %
CU.PR.E Perpetual-Discount 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.85 %
SLF.PR.D Insurance Straight 2.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.29
Evaluated at bid price : 20.29
Bid-YTW : 5.52 %
IFC.PR.F Insurance Straight 2.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 22.97
Evaluated at bid price : 23.40
Bid-YTW : 5.67 %
Volume Highlights
Issue Index Shares
Traded		 Notes
ENB.PR.Y FixedReset Disc 53,489 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.85
Evaluated at bid price : 18.85
Bid-YTW : 6.94 %
FTS.PR.M FixedReset Disc 44,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.42
Evaluated at bid price : 21.42
Bid-YTW : 6.25 %
RY.PR.O Perpetual-Discount 38,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 24.20
Evaluated at bid price : 24.49
Bid-YTW : 5.05 %
PWF.PR.Z Perpetual-Discount 22,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.77
Evaluated at bid price : 21.77
Bid-YTW : 6.03 %
CM.PR.Q FixedReset Disc 16,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 23.73
Evaluated at bid price : 24.54
Bid-YTW : 5.53 %
GWO.PR.T Insurance Straight 12,204 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
There were 2 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
POW.PR.G Perpetual-Discount Quote: 21.47 – 23.85
Spot Rate : 2.3800
Average : 1.3222

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.47
Evaluated at bid price : 21.47
Bid-YTW : 6.55 %
GWO.PR.T Insurance Straight Quote: 17.00 – 22.48
Spot Rate : 5.4800
Average : 4.5613

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
BIP.PR.E FixedReset Disc Quote: 20.75 – 23.55
Spot Rate : 2.8000
Average : 2.0635

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.19 %
GWO.PR.G Insurance Straight Quote: 21.00 – 22.79
Spot Rate : 1.7900
Average : 1.0538

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.23 %
SLF.PR.E Insurance Straight Quote: 19.51 – 20.62
Spot Rate : 1.1100
Average : 0.6635

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 5.80 %
GWO.PR.Y Insurance Straight Quote: 18.90 – 19.90
Spot Rate : 1.0000
Average : 0.6782

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-28
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 5.99 %
Market Action

March 27, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)		 Median
YTW		 Median
Average
Trading
Value		 Median
Mod Dur
(YTW)		 Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 -0.1422 % 2,213.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1422 % 4,308.2
Floater 7.05 % 7.38 % 29,089 12.12 4 -0.1422 % 2,482.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.2813 % 3,606.6
SplitShare 4.84 % 4.99 % 68,571 1.82 9 0.2813 % 4,307.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2813 % 3,360.6
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.2151 % 2,971.2
Perpetual-Discount 5.78 % 5.92 % 53,315 13.98 32 -0.2151 % 3,239.9
FixedReset Disc 5.53 % 6.31 % 121,578 13.13 49 0.3404 % 2,820.3
Insurance Straight 5.79 % 5.77 % 70,268 14.25 21 -1.5137 % 3,129.1
FloatingReset 5.50 % 5.53 % 65,382 14.62 4 0.0448 % 3,569.2
FixedReset Prem 5.79 % 5.39 % 160,205 13.96 10 0.0627 % 2,587.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3404 % 2,882.9
FixedReset Ins Non 5.36 % 5.70 % 69,983 14.08 14 -0.3398 % 2,887.5
Performance Highlights
Issue Index Change Notes
GWO.PR.T Insurance Straight -17.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
IFC.PR.A FixedReset Ins Non -4.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.94 %
IFC.PR.F Insurance Straight -3.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.48
Evaluated at bid price : 22.75
Bid-YTW : 5.85 %
SLF.PR.D Insurance Straight -2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.65 %
GWO.PR.L Insurance Straight -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.96 %
IFC.PR.K Insurance Straight -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.61
Evaluated at bid price : 22.92
Bid-YTW : 5.74 %
BN.PR.T FixedReset Disc -1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.78
Evaluated at bid price : 17.78
Bid-YTW : 6.88 %
GWO.PR.S Insurance Straight -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.12
Evaluated at bid price : 22.40
Bid-YTW : 5.88 %
SLF.PR.C Insurance Straight -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.51 %
BN.PF.G FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 6.91 %
ENB.PR.H FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 6.31 %
PVS.PR.K SplitShare 2.98 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.51
Bid-YTW : 5.07 %
ENB.PR.B FixedReset Disc 3.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 6.96 %
BIP.PR.E FixedReset Disc 12.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.67
Evaluated at bid price : 23.40
Bid-YTW : 6.32 %
Volume Highlights
Issue Index Shares
Traded		 Notes
BN.PR.R FixedReset Disc 89,630 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.93
Evaluated at bid price : 17.93
Bid-YTW : 6.82 %
PWF.PR.T FixedReset Disc 64,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.26
Evaluated at bid price : 22.84
Bid-YTW : 5.78 %
CU.PR.C FixedReset Disc 37,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.25 %
ENB.PF.A FixedReset Disc 36,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 6.96 %
FFH.PR.I FixedReset Disc 31,782 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.90
Evaluated at bid price : 23.53
Bid-YTW : 5.80 %
ENB.PF.E FixedReset Disc 30,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 7.14 %
There were 6 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
GWO.PR.T Insurance Straight Quote: 17.00 – 22.49
Spot Rate : 5.4900
Average : 3.5541

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 7.64 %
IFC.PR.A FixedReset Ins Non Quote: 19.10 – 20.10
Spot Rate : 1.0000
Average : 0.5812

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.94 %
GWO.PR.L Insurance Straight Quote: 23.80 – 24.75
Spot Rate : 0.9500
Average : 0.5770

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.96 %
TD.PF.J FixedReset Prem Quote: 25.40 – 26.40
Spot Rate : 1.0000
Average : 0.7021

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 23.50
Evaluated at bid price : 25.40
Bid-YTW : 5.39 %
BIP.PR.F FixedReset Disc Quote: 23.19 – 23.99
Spot Rate : 0.8000
Average : 0.5335

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 22.47
Evaluated at bid price : 23.19
Bid-YTW : 6.30 %
BN.PR.T FixedReset Disc Quote: 17.78 – 18.95
Spot Rate : 1.1700
Average : 0.9246

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-03-27
Maturity Price : 17.78
Evaluated at bid price : 17.78
Bid-YTW : 6.88 %