Market Action

May 14, 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 1.7377 % 2,153.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 1.7377 % 4,191.2
Floater 7.16 % 7.55 % 62,354 11.84 3 1.7377 % 2,415.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.0592 % 3,668.6
SplitShare 4.77 % 4.53 % 77,106 2.60 8 0.0592 % 4,381.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0592 % 3,418.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.1870 % 2,926.0
Perpetual-Discount 5.88 % 5.99 % 52,860 13.90 33 -0.1870 % 3,190.7
FixedReset Disc 5.57 % 6.33 % 107,199 12.95 51 -0.1383 % 2,829.8
Insurance Straight 5.82 % 5.93 % 62,536 13.93 21 -0.7331 % 3,111.4
FloatingReset 5.66 % 5.77 % 31,262 14.17 3 0.3243 % 3,601.3
FixedReset Prem 6.42 % 5.36 % 125,496 3.44 8 -0.2215 % 2,584.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1383 % 2,892.6
FixedReset Ins Non 5.28 % 5.75 % 65,382 14.03 14 0.7323 % 2,921.9
Performance Highlights
Issue Index Change Notes
ENB.PF.G FixedReset Disc -7.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.63 %
SLF.PR.C Insurance Straight -5.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 5.76 %
BN.PF.E FixedReset Disc -5.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 7.28 %
GWO.PR.I Insurance Straight -4.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.08 %
BN.PF.B FixedReset Disc -3.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.91
Evaluated at bid price : 20.91
Bid-YTW : 6.82 %
GWO.PR.Y Insurance Straight -3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.99
Evaluated at bid price : 18.99
Bid-YTW : 6.02 %
ENB.PR.P FixedReset Disc -2.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 7.13 %
CU.PR.E Perpetual-Discount -2.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.19
Evaluated at bid price : 20.19
Bid-YTW : 6.09 %
ENB.PR.F FixedReset Disc -2.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.51
Evaluated at bid price : 18.51
Bid-YTW : 7.40 %
GWO.PR.P Insurance Straight -2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 22.49
Evaluated at bid price : 22.75
Bid-YTW : 6.02 %
MFC.PR.L FixedReset Ins Non -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.68
Evaluated at bid price : 22.00
Bid-YTW : 5.95 %
BN.PR.M Perpetual-Discount -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.27 %
GWO.PR.T Insurance Straight -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.60
Evaluated at bid price : 21.60
Bid-YTW : 6.06 %
BN.PF.C Perpetual-Discount -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 19.72
Evaluated at bid price : 19.72
Bid-YTW : 6.25 %
NA.PR.I FixedReset Prem -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 23.25
Evaluated at bid price : 25.00
Bid-YTW : 5.80 %
CU.PR.G Perpetual-Discount -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.99
Evaluated at bid price : 18.99
Bid-YTW : 5.95 %
BN.PF.A FixedReset Disc -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 22.61
Evaluated at bid price : 23.37
Bid-YTW : 6.40 %
CU.PR.H Perpetual-Discount -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.92 %
SLF.PR.H FixedReset Ins Non 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.02 %
IFC.PR.A FixedReset Ins Non 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.63 %
BN.PR.Z FixedReset Disc 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 22.12
Evaluated at bid price : 22.45
Bid-YTW : 6.55 %
MFC.PR.Q FixedReset Ins Non 1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 23.16
Evaluated at bid price : 24.45
Bid-YTW : 5.60 %
FTS.PR.H FixedReset Disc 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 6.51 %
SLF.PR.J FloatingReset 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 16.86
Evaluated at bid price : 16.86
Bid-YTW : 6.09 %
FTS.PR.F Perpetual-Discount 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.76 %
MFC.PR.M FixedReset Ins Non 1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 22.33
Evaluated at bid price : 23.05
Bid-YTW : 5.75 %
SLF.PR.E Insurance Straight 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.61 %
BN.PF.G FixedReset Disc 1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.87 %
BN.PF.I FixedReset Disc 2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 23.33
Evaluated at bid price : 24.30
Bid-YTW : 6.70 %
BN.PF.F FixedReset Disc 2.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.52
Evaluated at bid price : 21.80
Bid-YTW : 6.62 %
IFC.PR.C FixedReset Ins Non 2.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 22.66
Evaluated at bid price : 23.10
Bid-YTW : 5.73 %
SLF.PR.G FixedReset Ins Non 3.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 6.22 %
BN.PR.K Floater 6.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 11.70
Evaluated at bid price : 11.70
Bid-YTW : 7.55 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.T FixedReset Disc 154,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.79
Evaluated at bid price : 22.12
Bid-YTW : 5.97 %
BN.PF.G FixedReset Disc 91,209 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.87 %
ENB.PR.T FixedReset Disc 90,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 6.79 %
CU.PR.C FixedReset Disc 73,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 6.30 %
RY.PR.J FixedReset Disc 64,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-23
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 5.29 %
PWF.PR.P FixedReset Disc 54,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 15.95
Evaluated at bid price : 15.95
Bid-YTW : 6.72 %
There were 12 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: 17.20 – 24.00
Spot Rate : 6.8000
Average : 5.2982

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 17.20
Evaluated at bid price : 17.20
Bid-YTW : 6.77 %

ENB.PF.G FixedReset Disc Quote: 18.00 – 19.80
Spot Rate : 1.8000
Average : 1.0145

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 7.63 %

MFC.PR.F FixedReset Ins Non Quote: 16.35 – 18.50
Spot Rate : 2.1500
Average : 1.7312

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 16.35
Evaluated at bid price : 16.35
Bid-YTW : 6.26 %

BN.PF.B FixedReset Disc Quote: 20.91 – 21.93
Spot Rate : 1.0200
Average : 0.6310

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 20.91
Evaluated at bid price : 20.91
Bid-YTW : 6.82 %

GWO.PR.I Insurance Straight Quote: 18.80 – 19.85
Spot Rate : 1.0500
Average : 0.7193

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 6.08 %

SLF.PR.C Insurance Straight Quote: 19.61 – 20.93
Spot Rate : 1.3200
Average : 0.9973

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-14
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 5.76 %

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