{"id":47766,"date":"2025-04-01T01:58:00","date_gmt":"2025-04-01T01:58:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47766"},"modified":"2025-06-19T01:59:12","modified_gmt":"2025-06-19T01:59:12","slug":"april-1-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47766","title":{"rendered":"April 1, 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-0.1074 %<\/td>\n2,207.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1074 %<\/td>\n4,297.4<\/td>\n<\/tr>\n
Floater<\/td>\n6.98 %<\/td>\n7.41 %<\/td>\n63,100<\/td>\n12.08<\/td>\n3<\/td>\n-0.1074 %<\/td>\n2,476.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2484 %<\/td>\n3,628.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.88 %<\/td>\n71,103<\/td>\n0.89<\/td>\n9<\/td>\n0.2484 %<\/td>\n4,333.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2484 %<\/td>\n3,381.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0889 %<\/td>\n2,971.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.79 %<\/td>\n5.91 %<\/td>\n55,539<\/td>\n14.01<\/td>\n33<\/td>\n0.0889 %<\/td>\n3,240.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.51 %<\/td>\n6.22 %<\/td>\n120,155<\/td>\n13.21<\/td>\n49<\/td>\n0.3845 %<\/td>\n2,830.0<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.78 %<\/td>\n5.72 %<\/td>\n71,559<\/td>\n14.34<\/td>\n21<\/td>\n-0.7977 %<\/td>\n3,131.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.73 %<\/td>\n5.78 %<\/td>\n29,435<\/td>\n14.23<\/td>\n3<\/td>\n-0.1672 %<\/td>\n3,579.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.31 %<\/td>\n5.36 %<\/td>\n140,114<\/td>\n13.80<\/td>\n10<\/td>\n0.2288 %<\/td>\n2,592.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3845 %<\/td>\n2,892.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.46 %<\/td>\n5.59 %<\/td>\n73,320<\/td>\n14.17<\/td>\n12<\/td>\n-0.2143 %<\/td>\n2,880.8<\/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\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-15.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.62
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-3.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.24
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.53
\nEvaluated at bid price : 20.53
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 16.81
\nEvaluated at bid price : 16.81
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.33
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 23.62
\nEvaluated at bid price : 26.12
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.78
\nEvaluated at bid price : 20.78
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.77
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.79
\nEvaluated at bid price : 20.79
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 22.97
\nEvaluated at bid price : 23.92
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.40
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 22.99
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n3.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.59 %<\/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
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n173,153<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 23.42
\nEvaluated at bid price : 25.18
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n101,145<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 23.62
\nEvaluated at bid price : 26.12
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n75,460<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.12
\nEvaluated at bid price : 20.12
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n60,326<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.77
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n55,669<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.25
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n32,201<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 17.66
\nEvaluated at bid price : 17.66
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
There were 15 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: 17.25 – 22.77
\nSpot Rate : 5.5200
\nAverage : 4.3838<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n

GWO.PR.G<\/td>\nInsurance Straight<\/td>\nQuote: 21.62 – 23.37
\nSpot Rate : 1.7500
\nAverage : 1.1949<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.62
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n

PVS.PR.M<\/td>\nSplitShare<\/td>\nQuote: 25.16 – 26.16
\nSpot Rate : 1.0000
\nAverage : 0.5627<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n

PVS.PR.H<\/td>\nSplitShare<\/td>\nQuote: 25.20 – 26.20
\nSpot Rate : 1.0000
\nAverage : 0.5639<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 4.17 %<\/td>\n<\/tr>\n

PVS.PR.G<\/td>\nSplitShare<\/td>\nQuote: 25.08 – 26.08
\nSpot Rate : 1.0000
\nAverage : 0.5824<\/p>\n

YTW SCENARIO
\nMaturity Type : Option Certainty
\nMaturity Date\t: 2026-02-28
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.08
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.65 – 22.12
\nSpot Rate : 1.4700
\nAverage : 1.0639<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-01
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.22 %<\/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-47766","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47766","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=47766"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47766\/revisions"}],"predecessor-version":[{"id":47767,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47766\/revisions\/47767"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47766"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47766"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47766"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}