Market Action

May 13, 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 -1.3820 % 2,116.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 -1.3820 % 4,119.6
Floater 7.28 % 7.58 % 62,621 11.80 3 -1.3820 % 2,374.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0591 % 3,666.5
SplitShare 4.77 % 4.53 % 77,396 2.60 8 -0.0591 % 4,378.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0591 % 3,416.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.7452 % 2,931.5
Perpetual-Discount 5.86 % 5.98 % 52,864 13.90 33 0.7452 % 3,196.7
FixedReset Disc 5.56 % 6.39 % 106,730 12.87 51 0.2801 % 2,833.7
Insurance Straight 5.78 % 5.89 % 63,345 14.02 21 1.0252 % 3,134.4
FloatingReset 5.68 % 5.77 % 31,140 14.18 3 -0.0772 % 3,589.7
FixedReset Prem 6.41 % 5.40 % 116,181 13.71 8 0.1109 % 2,590.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2801 % 2,896.6
FixedReset Ins Non 5.31 % 5.80 % 65,696 13.99 14 0.7210 % 2,900.6
Performance Highlights
Issue Index Change Notes
BN.PR.K Floater -5.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 11.00
Evaluated at bid price : 11.00
Bid-YTW : 8.03 %
MFC.PR.C Insurance Straight -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.72 %
BN.PF.I FixedReset Disc -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.35
Evaluated at bid price : 23.70
Bid-YTW : 6.90 %
RY.PR.S FixedReset Prem -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.44
Evaluated at bid price : 25.52
Bid-YTW : 5.11 %
PWF.PR.O Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 6.09 %
MFC.PR.Q FixedReset Ins Non -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.01
Evaluated at bid price : 24.11
Bid-YTW : 5.69 %
GWO.PR.M Insurance Straight 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 6.00 %
CU.PR.H Perpetual-Discount 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 22.15
Evaluated at bid price : 22.43
Bid-YTW : 5.86 %
PWF.PR.S Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.66
Evaluated at bid price : 19.66
Bid-YTW : 6.17 %
FTS.PR.M FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 6.26 %
MFC.PR.L FixedReset Ins Non 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 22.02
Evaluated at bid price : 22.50
Bid-YTW : 5.80 %
CU.PR.G Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.21
Evaluated at bid price : 19.21
Bid-YTW : 5.88 %
NA.PR.I FixedReset Prem 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.35
Evaluated at bid price : 25.30
Bid-YTW : 5.71 %
RY.PR.O Perpetual-Discount 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 4.99 %
BN.PF.D Perpetual-Discount 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 6.16 %
ENB.PR.F FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 7.20 %
IFC.PR.C FixedReset Ins Non 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 21.90
Evaluated at bid price : 22.45
Bid-YTW : 5.88 %
BN.PF.C Perpetual-Discount 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.16 %
GWO.PR.Q Insurance Straight 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 21.67
Evaluated at bid price : 21.92
Bid-YTW : 5.95 %
SLF.PR.H FixedReset Ins Non 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 6.08 %
ENB.PR.N FixedReset Disc 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 22.14
Evaluated at bid price : 22.61
Bid-YTW : 6.47 %
ENB.PF.C FixedReset Disc 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.83
Evaluated at bid price : 19.83
Bid-YTW : 7.02 %
ENB.PR.A Perpetual-Discount 1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 5.91 %
GWO.PR.I Insurance Straight 1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.71
Evaluated at bid price : 19.71
Bid-YTW : 5.80 %
BN.PR.M Perpetual-Discount 1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 6.15 %
POW.PR.C Perpetual-Discount 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 5.93 %
CU.PR.J Perpetual-Discount 2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.06
Evaluated at bid price : 20.06
Bid-YTW : 5.94 %
MFC.PR.F FixedReset Ins Non 2.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 16.30
Evaluated at bid price : 16.30
Bid-YTW : 6.28 %
BIP.PR.A FixedReset Disc 2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.77
Evaluated at bid price : 24.81
Bid-YTW : 6.39 %
BN.PF.E FixedReset Disc 3.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.57
Evaluated at bid price : 19.57
Bid-YTW : 6.86 %
SLF.PR.E Insurance Straight 3.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.71 %
IFC.PR.I Insurance Straight 3.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 22.77
Evaluated at bid price : 23.19
Bid-YTW : 5.89 %
GWO.PR.S Insurance Straight 4.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 22.25
Evaluated at bid price : 22.52
Bid-YTW : 5.90 %
MFC.PR.I FixedReset Ins Non 4.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.38
Evaluated at bid price : 24.67
Bid-YTW : 5.80 %
PWF.PR.K Perpetual-Discount 5.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 6.04 %
SLF.PR.C Insurance Straight 6.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.41 %
Volume Highlights
Issue Index Shares
Traded
Notes
CU.PR.C FixedReset Disc 298,811 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 6.33 %
BIP.PR.A FixedReset Disc 102,130 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.77
Evaluated at bid price : 24.81
Bid-YTW : 6.39 %
ENB.PF.K FixedReset Disc 37,010 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.12
Evaluated at bid price : 24.26
Bid-YTW : 6.26 %
FFH.PR.I FixedReset Disc 36,256 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 23.59
Evaluated at bid price : 24.25
Bid-YTW : 5.72 %
GWO.PR.I Insurance Straight 35,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.71
Evaluated at bid price : 19.71
Bid-YTW : 5.80 %
RY.PR.O Perpetual-Discount 28,592 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 4.99 %
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
BN.PR.X FixedReset Disc Quote: 17.21 – 24.00
Spot Rate : 6.7900
Average : 3.6515

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 17.21
Evaluated at bid price : 17.21
Bid-YTW : 6.76 %

MFC.PR.F FixedReset Ins Non Quote: 16.30 – 18.50
Spot Rate : 2.2000
Average : 1.2720

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 16.30
Evaluated at bid price : 16.30
Bid-YTW : 6.28 %

FTS.PR.K FixedReset Disc Quote: 21.15 – 22.84
Spot Rate : 1.6900
Average : 1.0158

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 6.02 %

CU.PR.F Perpetual-Discount Quote: 19.30 – 23.88
Spot Rate : 4.5800
Average : 4.1740

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.85 %

IFC.PR.C FixedReset Ins Non Quote: 22.45 – 23.45
Spot Rate : 1.0000
Average : 0.6248

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 21.90
Evaluated at bid price : 22.45
Bid-YTW : 5.88 %

BN.PR.K Floater Quote: 11.00 – 11.77
Spot Rate : 0.7700
Average : 0.4894

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-13
Maturity Price : 11.00
Evaluated at bid price : 11.00
Bid-YTW : 8.03 %

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