Market Action

May 26, 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 0.3858 % 2,160.7
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.3858 % 4,206.2
Floater 7.13 % 7.50 % 59,108 11.87 3 0.3858 % 2,424.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.1496 % 3,631.7
SplitShare 4.82 % 3.65 % 59,714 0.75 8 0.1496 % 4,337.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1496 % 3,384.0
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.0612 % 2,921.8
Perpetual-Discount 5.88 % 6.05 % 49,163 13.81 33 0.0612 % 3,186.1
FixedReset Disc 5.60 % 6.36 % 120,123 12.89 50 0.2856 % 2,841.0
Insurance Straight 5.86 % 5.96 % 59,239 13.88 21 -0.1873 % 3,088.1
FloatingReset 5.60 % 5.71 % 33,406 14.24 3 0.3063 % 3,631.3
FixedReset Prem 6.39 % 5.49 % 117,640 3.41 8 0.3034 % 2,598.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2856 % 2,904.1
FixedReset Ins Non 5.27 % 5.87 % 60,691 14.02 14 1.0182 % 2,923.8
Performance Highlights
Issue Index Change Notes
GWO.PR.G Insurance Straight -4.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 6.30 %
SLF.PR.D Insurance Straight -3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 5.82 %
GWO.PR.L Insurance Straight -2.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 6.18 %
ENB.PF.C FixedReset Disc -1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 7.27 %
PWF.PR.K Perpetual-Discount -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 6.13 %
MFC.PR.B Insurance Straight -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 5.92 %
IFC.PR.I Insurance Straight -1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.60
Evaluated at bid price : 23.00
Bid-YTW : 5.96 %
BN.PR.Z FixedReset Disc -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.97
Evaluated at bid price : 22.25
Bid-YTW : 6.76 %
IFC.PR.E Insurance Straight -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.35
Evaluated at bid price : 22.80
Bid-YTW : 5.78 %
PWF.PF.A Perpetual-Discount -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 6.08 %
POW.PR.C Perpetual-Discount 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 6.09 %
ENB.PR.T FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 6.90 %
BN.PR.K Floater 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 11.80
Evaluated at bid price : 11.80
Bid-YTW : 7.50 %
FTS.PR.M FixedReset Disc 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 6.36 %
MFC.PR.F FixedReset Ins Non 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 6.35 %
BN.PF.E FixedReset Disc 1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 7.12 %
SLF.PR.C Insurance Straight 1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.58 %
GWO.PR.H Insurance Straight 2.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.84
Evaluated at bid price : 20.84
Bid-YTW : 5.92 %
IFC.PR.K Insurance Straight 3.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.17
Evaluated at bid price : 22.50
Bid-YTW : 5.92 %
BN.PF.B FixedReset Disc 3.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 6.67 %
IFC.PR.F Insurance Straight 3.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.57
Evaluated at bid price : 22.83
Bid-YTW : 5.89 %
MFC.PR.L FixedReset Ins Non 5.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.86
Evaluated at bid price : 22.25
Bid-YTW : 5.89 %
MFC.PR.M FixedReset Ins Non 7.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.12
Evaluated at bid price : 22.70
Bid-YTW : 5.87 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.D Insurance Straight 143,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 5.82 %
ENB.PR.T FixedReset Disc 122,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 6.90 %
FTS.PR.G FixedReset Disc 114,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.97
Evaluated at bid price : 22.33
Bid-YTW : 5.91 %
BN.PF.B FixedReset Disc 113,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 6.67 %
MFC.PR.I FixedReset Ins Non 105,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 23.29
Evaluated at bid price : 24.45
Bid-YTW : 5.89 %
PWF.PR.L Perpetual-Discount 102,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.12 %
GWO.PR.H Insurance Straight 101,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.84
Evaluated at bid price : 20.84
Bid-YTW : 5.92 %
There were 26 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.G FixedReset Disc Quote: 20.75 – 23.95
Spot Rate : 3.2000
Average : 1.7348

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 7.01 %

NA.PR.C FixedReset Prem Quote: 26.42 – 27.42
Spot Rate : 1.0000
Average : 0.5739

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.42
Bid-YTW : 4.69 %

GWO.PR.G Insurance Straight Quote: 21.02 – 22.25
Spot Rate : 1.2300
Average : 0.8089

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 21.02
Evaluated at bid price : 21.02
Bid-YTW : 6.30 %

MFC.PR.C Insurance Straight Quote: 19.57 – 20.55
Spot Rate : 0.9800
Average : 0.6094

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 19.57
Evaluated at bid price : 19.57
Bid-YTW : 5.76 %

SLF.PR.E Insurance Straight Quote: 18.90 – 21.20
Spot Rate : 2.3000
Average : 1.9515

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 18.90
Evaluated at bid price : 18.90
Bid-YTW : 6.06 %

GWO.PR.L Insurance Straight Quote: 23.25 – 24.10
Spot Rate : 0.8500
Average : 0.5393

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-05-26
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 6.18 %

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