{"id":47763,"date":"2025-03-31T01:14:00","date_gmt":"2025-03-31T01:14:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47763"},"modified":"2025-06-19T01:15:13","modified_gmt":"2025-06-19T01:15:13","slug":"march-31-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47763","title":{"rendered":"March 31, 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-0.1831 %<\/td>\n2,210.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1831 %<\/td>\n4,302.0<\/td>\n<\/tr>\n
Floater<\/td>\n7.06 %<\/td>\n7.40 %<\/td>\n30,184<\/td>\n12.09<\/td>\n4<\/td>\n-0.1831 %<\/td>\n2,479.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2268 %<\/td>\n3,619.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.82 %<\/td>\n4.95 %<\/td>\n68,596<\/td>\n0.89<\/td>\n9<\/td>\n0.2268 %<\/td>\n4,322.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2268 %<\/td>\n3,372.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4092 %<\/td>\n2,968.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.78 %<\/td>\n5.93 %<\/td>\n54,274<\/td>\n13.97<\/td>\n32<\/td>\n0.4092 %<\/td>\n3,237.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n6.27 %<\/td>\n124,104<\/td>\n13.19<\/td>\n49<\/td>\n0.3595 %<\/td>\n2,819.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.73 %<\/td>\n5.78 %<\/td>\n72,382<\/td>\n14.27<\/td>\n21<\/td>\n1.6710 %<\/td>\n3,157.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.47 %<\/td>\n5.51 %<\/td>\n62,757<\/td>\n14.64<\/td>\n4<\/td>\n0.3804 %<\/td>\n3,585.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.79 %<\/td>\n5.29 %<\/td>\n159,781<\/td>\n13.99<\/td>\n10<\/td>\n0.2120 %<\/td>\n2,587.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3595 %<\/td>\n2,881.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.36 %<\/td>\n5.62 %<\/td>\n75,368<\/td>\n14.19<\/td>\n14<\/td>\n0.4669 %<\/td>\n2,886.9<\/td>\n<\/tr>\n<\/table>\n\n\n\n\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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.42
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.37
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.49
\nEvaluated at bid price : 23.23
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 23.32
\nEvaluated at bid price : 23.60
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 17.09
\nEvaluated at bid price : 17.09
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.08
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.78
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n4.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.51
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n5.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n7.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.28
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n10.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n12.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.42
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n20.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.33 %<\/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
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n150,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 24.03
\nEvaluated at bid price : 24.63
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n83,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 17.67
\nEvaluated at bid price : 17.67
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n56,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n50,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 23.67
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n47,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 23.83
\nEvaluated at bid price : 24.82
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n40,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
There were 37 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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.00 – 25.00
\nSpot Rate : 2.0000
\nAverage : 1.3458<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 22.29
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n

EIT.PR.B<\/td>\nSplitShare<\/td>\nQuote: 25.11 – 26.11
\nSpot Rate : 1.0000
\nAverage : 0.5543<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2025-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 2.00 %<\/td>\n<\/tr>\n

EIT.PR.A<\/td>\nSplitShare<\/td>\nQuote: 25.11 – 26.11
\nSpot Rate : 1.0000
\nAverage : 0.5596<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2025-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 2.00 %<\/td>\n<\/tr>\n

TD.PF.D<\/td>\nFixedReset Disc<\/td>\nQuote: 24.71 – 25.71
\nSpot Rate : 1.0000
\nAverage : 0.5917<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.71
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

PVS.PR.L<\/td>\nSplitShare<\/td>\nQuote: 25.43 – 26.43
\nSpot Rate : 1.0000
\nAverage : 0.5954<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.43
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.59 – 21.00
\nSpot Rate : 1.4100
\nAverage : 1.0609<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-03-31
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 5.78 %<\/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-47763","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47763","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=47763"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47763\/revisions"}],"predecessor-version":[{"id":47764,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47763\/revisions\/47764"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47763"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47763"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47763"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}