{"id":47759,"date":"2025-03-27T01:12:00","date_gmt":"2025-03-27T01:12:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47759"},"modified":"2025-06-19T01:12:42","modified_gmt":"2025-06-19T01:12:42","slug":"march-27-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47759","title":{"rendered":"March 27, 2025"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1422 %<\/td>\n2,213.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1422 %<\/td>\n4,308.2<\/td>\n<\/tr>\n
Floater<\/td>\n7.05 %<\/td>\n7.38 %<\/td>\n29,089<\/td>\n12.12<\/td>\n4<\/td>\n-0.1422 %<\/td>\n2,482.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2813 %<\/td>\n3,606.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.99 %<\/td>\n68,571<\/td>\n1.82<\/td>\n9<\/td>\n0.2813 %<\/td>\n4,307.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2813 %<\/td>\n3,360.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2151 %<\/td>\n2,971.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.78 %<\/td>\n5.92 %<\/td>\n53,315<\/td>\n13.98<\/td>\n32<\/td>\n-0.2151 %<\/td>\n3,239.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n6.31 %<\/td>\n121,578<\/td>\n13.13<\/td>\n49<\/td>\n0.3404 %<\/td>\n2,820.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.79 %<\/td>\n5.77 %<\/td>\n70,268<\/td>\n14.25<\/td>\n21<\/td>\n-1.5137 %<\/td>\n3,129.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.50 %<\/td>\n5.53 %<\/td>\n65,382<\/td>\n14.62<\/td>\n4<\/td>\n0.0448 %<\/td>\n3,569.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.79 %<\/td>\n5.39 %<\/td>\n160,205<\/td>\n13.96<\/td>\n10<\/td>\n0.0627 %<\/td>\n2,587.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3404 %<\/td>\n2,882.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n5.70 %<\/td>\n69,983<\/td>\n14.08<\/td>\n14<\/td>\n-0.3398 %<\/td>\n2,887.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-17.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-4.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.61
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 20.11
\nEvaluated at bid price : 20.11
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 20.62
\nEvaluated at bid price : 20.62
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.51
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n3.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n12.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.40
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n89,630<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 17.93
\nEvaluated at bid price : 17.93
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n64,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.26
\nEvaluated at bid price : 22.84
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n37,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n36,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n31,782<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.90
\nEvaluated at bid price : 23.53
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n30,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 18.95
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
There were 6 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 17.00 – 22.49
\nSpot Rate : 5.4900
\nAverage : 3.5541<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.10 – 20.10
\nSpot Rate : 1.0000
\nAverage : 0.5812<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nInsurance Straight<\/td>\nQuote: 23.80 – 24.75
\nSpot Rate : 0.9500
\nAverage : 0.5770<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n

TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 25.40 – 26.40
\nSpot Rate : 1.0000
\nAverage : 0.7021<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 23.50
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

BIP.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 23.19 – 23.99
\nSpot Rate : 0.8000
\nAverage : 0.5335<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 22.47
\nEvaluated at bid price : 23.19
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n

BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.78 – 18.95
\nSpot Rate : 1.1700
\nAverage : 0.9246<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-27
\nMaturity Price : 17.78
\nEvaluated at bid price : 17.78
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-47759","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47759","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=47759"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47759\/revisions"}],"predecessor-version":[{"id":47760,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47759\/revisions\/47760"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47759"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47759"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47759"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}