Market Action

April 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 -0.3142 % 2,070.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3142 % 4,029.5
Floater 7.45 % 7.98 % 63,709 11.39 3 -0.3142 % 2,322.2
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0149 % 3,637.9
SplitShare 4.81 % 4.61 % 64,681 1.74 8 -0.0149 % 4,344.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0149 % 3,389.7
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4963 % 2,853.0
Perpetual-Discount 6.03 % 6.17 % 54,217 13.68 33 0.4963 % 3,111.1
FixedReset Disc 5.76 % 6.67 % 122,910 12.64 49 0.1372 % 2,726.8
Insurance Straight 5.93 % 6.06 % 72,677 13.79 21 0.0430 % 3,053.2
FloatingReset 5.93 % 5.96 % 38,024 13.90 3 0.0639 % 3,471.0
FixedReset Prem 6.43 % 5.54 % 144,224 13.80 10 0.1262 % 2,546.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1372 % 2,787.3
FixedReset Ins Non 5.74 % 6.24 % 69,090 13.42 12 0.3749 % 2,740.5
Performance Highlights
Issue Index Change Notes
BN.PF.J FixedReset Disc -2.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 22.32
Evaluated at bid price : 22.75
Bid-YTW : 6.62 %
BN.PF.F FixedReset Disc -2.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 7.21 %
IFC.PR.K Insurance Straight -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.24 %
PWF.PR.A Floater -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 12.85
Evaluated at bid price : 12.85
Bid-YTW : 6.77 %
POW.PR.D Perpetual-Discount -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.16 %
GWO.PR.P Insurance Straight -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 6.04 %
PWF.PR.S Perpetual-Discount 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 6.14 %
ENB.PR.D FixedReset Disc 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 17.88
Evaluated at bid price : 17.88
Bid-YTW : 7.47 %
BIP.PR.A FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 22.23
Evaluated at bid price : 22.94
Bid-YTW : 6.95 %
PWF.PR.K Perpetual-Discount 2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.17 %
PWF.PR.O Perpetual-Discount 2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 6.17 %
MFC.PR.C Insurance Straight 2.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 19.56
Evaluated at bid price : 19.56
Bid-YTW : 5.84 %
PWF.PR.F Perpetual-Discount 3.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 21.25
Evaluated at bid price : 21.52
Bid-YTW : 6.13 %
BN.PF.C Perpetual-Discount 3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 6.40 %
IFC.PR.C FixedReset Ins Non 3.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.81 %
BN.PF.D Perpetual-Discount 8.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 19.37
Evaluated at bid price : 19.37
Bid-YTW : 6.41 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.C FixedReset Prem 43,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 6.16 %
RY.PR.J FixedReset Disc 32,800 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-23
Maturity Price : 25.00
Evaluated at bid price : 24.94
Bid-YTW : 4.58 %
BN.PR.B Floater 30,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 11.03
Evaluated at bid price : 11.03
Bid-YTW : 7.98 %
PWF.PR.G Perpetual-Discount 28,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 23.62
Evaluated at bid price : 23.89
Bid-YTW : 6.21 %
CU.PR.D Perpetual-Discount 25,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.06 %
BMO.PR.Y FixedReset Disc 25,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 23.98
Evaluated at bid price : 24.74
Bid-YTW : 5.55 %
There were 3 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: 21.45 – 25.00
Spot Rate : 3.5500
Average : 2.3766

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 6.24 %

CU.PR.F Perpetual-Discount Quote: 18.82 – 23.88
Spot Rate : 5.0600
Average : 4.0118

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 18.82
Evaluated at bid price : 18.82
Bid-YTW : 6.09 %

MFC.PR.Q FixedReset Ins Non Quote: 23.00 – 25.00
Spot Rate : 2.0000
Average : 1.5454

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 22.42
Evaluated at bid price : 23.00
Bid-YTW : 6.01 %

GWO.PR.N FixedReset Ins Non Quote: 14.98 – 16.00
Spot Rate : 1.0200
Average : 0.6854

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 14.98
Evaluated at bid price : 14.98
Bid-YTW : 6.72 %

PWF.PR.L Perpetual-Discount Quote: 20.72 – 21.70
Spot Rate : 0.9800
Average : 0.7394

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 20.72
Evaluated at bid price : 20.72
Bid-YTW : 6.20 %

IFC.PR.K Insurance Straight Quote: 21.32 – 22.70
Spot Rate : 1.3800
Average : 1.1836

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-04-28
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 6.24 %

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