Market Action

November 3, 2025

The Boston Fed has released a working paper by lizabeth Llanes, Jeffrey P. Thompson, and Alice Henriques Volz Do the Rich Really Save More? Answering an Old Question Using the Survey of Consumer Finances with Direct Measures of Lifetime Earnings and an Expanded Wealth Concept:

To address the question of whether the “rich”—typically identified as households with high levels of lifetime income or earnings—save a greater share of their income compared with less affluent households, this paper includes direct measures of lifetime earnings, the full range of assets that low- and middle-income households depend on to finance their retirement, and data that include sufficient samples of households that are in the extreme upper tails of the wealth or income distribution. Specifically, the authors use the 2022 Survey of Consumer Finances (which oversamples high-net-worth households) in combination with direct estimation of lifetime earnings (LE) to explore wealth-to-lifetime-earnings ratios—the cumulative impact of saving over time—across the lifetime earnings distribution. In addition, they use an expanded measure of wealth that includes the asset value of defined benefit pensions and Social Security.

  • As indicated by wealth-to-LE ratios, the rich do indeed save more than households further down the LE distribution. In general, elevated wealth-to-LE ratios are consistently observed only in the top one or two deciles of the lifetime earnings distribution.
  • When the analysis includes defined benefit assets, which are excluded from most of the previous research, wealth-to-LE ratios rise even higher in the top half of the LE distribution.
  • Adding the asset value of Social Security benefits, however, pulls these ratios up disproportionately across the bottom half of the LE distribution.
  • When accumulated capital gains are excluded from the measure of wealth, wealth-to-LE ratios remain elevated in the top decile of LE distribution and are flat over most of the distribution.
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 -0.0764 % 2,419.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0764 % 4,586.8
Floater 5.96 % 6.22 % 60,846 13.56 3 -0.0764 % 2,643.4
OpRet 0.00 % 0.00 % 0 0.00 0 0.4236 % 3,694.4
SplitShare 4.73 % 4.18 % 68,751 3.27 5 0.4236 % 4,411.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.4236 % 3,442.4
Perpetual-Premium 5.65 % -7.66 % 80,934 0.09 6 0.2096 % 3,115.0
Perpetual-Discount 5.41 % 5.50 % 47,593 14.62 25 0.5442 % 3,457.7
FixedReset Disc 5.74 % 5.89 % 114,334 13.81 30 0.4988 % 3,118.2
Insurance Straight 5.36 % 5.37 % 55,203 14.73 21 0.2610 % 3,390.0
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.4988 % 3,709.4
FixedReset Prem 5.86 % 4.69 % 111,407 2.35 21 0.2603 % 2,644.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.4988 % 3,187.4
FixedReset Ins Non 5.18 % 5.30 % 58,253 14.53 15 1.3934 % 3,095.8
Performance Highlights
Issue Index Change Notes
BN.PF.B FixedReset Disc -2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.65
Evaluated at bid price : 23.45
Bid-YTW : 5.93 %
SLF.PR.C Insurance Straight -1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.65
Evaluated at bid price : 21.90
Bid-YTW : 5.13 %
GWO.PR.L Insurance Straight -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.74 %
PWF.PR.T FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.16
Evaluated at bid price : 24.50
Bid-YTW : 5.25 %
PWF.PR.F Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.65
Evaluated at bid price : 23.92
Bid-YTW : 5.51 %
POW.PR.C Perpetual-Premium 1.02 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-03
Maturity Price : 25.00
Evaluated at bid price : 25.86
Bid-YTW : -29.35 %
MFC.PR.M FixedReset Ins Non 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.05
Evaluated at bid price : 24.50
Bid-YTW : 5.30 %
NA.PR.G FixedReset Prem 1.10 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.69
Bid-YTW : 4.60 %
POW.PR.G Perpetual-Premium 1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-03
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : -7.66 %
BMO.PR.E FixedReset Prem 1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.00
Bid-YTW : 3.91 %
ENB.PR.T FixedReset Disc 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.64
Evaluated at bid price : 23.46
Bid-YTW : 5.91 %
CU.PR.F Perpetual-Discount 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 5.43 %
GWO.PR.R Insurance Straight 1.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.19
Evaluated at bid price : 22.47
Bid-YTW : 5.39 %
GWO.PR.Q Insurance Straight 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.69
Evaluated at bid price : 23.96
Bid-YTW : 5.43 %
GWO.PR.Z Insurance Straight 1.57 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 5.37 %
GWO.PR.S Insurance Straight 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 24.13
Evaluated at bid price : 24.38
Bid-YTW : 5.44 %
IFC.PR.A FixedReset Ins Non 1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.51
Evaluated at bid price : 21.88
Bid-YTW : 5.18 %
PVS.PR.K SplitShare 1.78 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 3.72 %
PWF.PR.L Perpetual-Discount 1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.04
Evaluated at bid price : 23.31
Bid-YTW : 5.49 %
PWF.PR.R Perpetual-Discount 1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 24.55
Evaluated at bid price : 24.80
Bid-YTW : 5.57 %
PWF.PR.E Perpetual-Discount 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 24.68
Evaluated at bid price : 24.99
Bid-YTW : 5.53 %
ENB.PR.B FixedReset Disc 1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 6.20 %
CIU.PR.A Perpetual-Discount 2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.44
Evaluated at bid price : 21.70
Bid-YTW : 5.38 %
BN.PR.R FixedReset Disc 2.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 20.23
Evaluated at bid price : 20.23
Bid-YTW : 6.18 %
SLF.PR.H FixedReset Ins Non 2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.93
Evaluated at bid price : 22.48
Bid-YTW : 5.33 %
BN.PF.G FixedReset Disc 2.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.89
Evaluated at bid price : 24.20
Bid-YTW : 5.78 %
IFC.PR.C FixedReset Ins Non 3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.76
Evaluated at bid price : 24.30
Bid-YTW : 5.45 %
ENB.PF.G FixedReset Disc 4.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.00
Evaluated at bid price : 22.52
Bid-YTW : 6.17 %
BN.PR.T FixedReset Disc 5.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 20.18
Evaluated at bid price : 20.18
Bid-YTW : 6.17 %
MFC.PR.I FixedReset Ins Non 11.79 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 5.08 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.E FixedReset Prem 69,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 27.00
Bid-YTW : 3.91 %
ENB.PR.F FixedReset Disc 57,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 21.63
Evaluated at bid price : 22.05
Bid-YTW : 6.09 %
MFC.PR.K FixedReset Ins Non 52,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.38
Evaluated at bid price : 24.95
Bid-YTW : 5.19 %
BN.PR.X FixedReset Disc 42,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 5.71 %
BN.PR.T FixedReset Disc 40,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 20.18
Evaluated at bid price : 20.18
Bid-YTW : 6.17 %
POW.PR.H Perpetual-Premium 28,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.84
Bid-YTW : 5.41 %
There were 7 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.H Perpetual-Premium Quote: 25.84 – 39.53
Spot Rate : 13.6900
Average : 7.5035

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.84
Bid-YTW : 5.41 %

BN.PF.B FixedReset Disc Quote: 23.45 – 24.50
Spot Rate : 1.0500
Average : 0.6842

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.65
Evaluated at bid price : 23.45
Bid-YTW : 5.93 %

PVS.PR.L SplitShare Quote: 26.01 – 27.01
Spot Rate : 1.0000
Average : 0.7445

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : 4.77 %

PWF.PR.Z Perpetual-Discount Quote: 23.38 – 24.17
Spot Rate : 0.7900
Average : 0.6117

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 23.11
Evaluated at bid price : 23.38
Bid-YTW : 5.53 %

GWO.PR.L Insurance Straight Quote: 24.90 – 25.91
Spot Rate : 1.0100
Average : 0.8381

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.74 %

CCS.PR.C Insurance Straight Quote: 23.20 – 24.00
Spot Rate : 0.8000
Average : 0.6311

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-11-03
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.44 %

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